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Are there periodically collapsing bubbles in the stock markets? : new international evidence
Chen, Shyh-Wei; Hsu, Chi-Sheng; Xie, Zixong - In: Economic modelling 52 (2016), pp. 442-451
Persistent link: https://www.econbiz.de/10011642804
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Interrelationships among the Taiwanese, Japanese and Korean TFT-LCD panel industry stock market indexes : an application of the trivariate FIEC-FIGARCH model
Liu, Hsiang-hsi - In: Economic modelling 29 (2012) 6, pp. 2724-2733
Persistent link: https://www.econbiz.de/10009673617
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(Un-)sustainability of public finances in German Laender : a panel time series approach
Burret, Heiko T.; Feld, Lars P.; Köhler, Ekkehard A. - In: Economic modelling 53 (2016), pp. 254-265
Persistent link: https://www.econbiz.de/10011641029
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Does purchasing power parity hold in the long run? : Evidence for developing countries
Taskin, Fatma; Metin, Kivilcim - 1994
Persistent link: https://www.econbiz.de/10000549332
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A score test for seasonal fractional integration and cointegration
Silvapulle, Param - 1996
Persistent link: https://www.econbiz.de/10000603420
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Common shocks, common dynamics, and the international business cycle
Centoni, Marco; Cubadda, Gianluca; Hecq, Alain W. J. - In: Economic modelling 24 (2007) 1, pp. 149-166
Persistent link: https://www.econbiz.de/10003408895
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Differences in long run exchange rate pass-through into import prices in developing countries: an empirical investigation
Barhoumi, Karim - In: Economic modelling 23 (2006) 6, pp. 926-951
Persistent link: https://www.econbiz.de/10003387605
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ARDL bounds tests and robust inference for the long run relationship between real stock returns and inflation in Australia
Rushdi, Mustabshira; Kim, Jae H.; Silvapulle, Paramsothy - In: Economic modelling 29 (2012) 3, pp. 535-543
Persistent link: https://www.econbiz.de/10009544884
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Comovements among U.S. state housing prices : evidence from fractional cointegration
Barros, Carlos Pestana; Gil-Alaña, Luis A.; Payne, James E. - In: Economic modelling 29 (2012) 3, pp. 936-942
Persistent link: https://www.econbiz.de/10009545491
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Some cautions on the use of nonlinear panel unit root tests : evidence from a modified series-specific non-linear panel unit-root test
Lau, Chi Keung; Suvankulov, Farrukh; Su, Yongyang; … - In: Economic modelling 29 (2012) 3, pp. 810-816
Persistent link: https://www.econbiz.de/10009545513