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1
An augmented autoregressive distributed lag bounds test for cointegration
Sam, Chung Yan
;
McNown, Robert F.
;
Khoon, Goh Soo
- In:
Economic modelling
80
(
2019
),
pp. 130-141
Persistent link: https://www.econbiz.de/10012200504
Saved in:
2
Adaptive
ARFIMA
models with applications to inflation
Baillie, Richard
;
Morana, Claudio
- In:
Economic modelling
29
(
2012
)
6
,
pp. 2451-2459
Persistent link: https://www.econbiz.de/10009673677
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3
Macroeconomic activity dynamics and Granger causality : new evidence from a small developing economy based on a vector error-correction modelling analysis
Masih, Rumi
- In:
Economic modelling
13
(
1996
)
3
,
pp. 407-426
Persistent link: https://www.econbiz.de/10001204680
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4
Non-linear error correction, asymmetric adjustment and cointegration
Escribano, Álvaro
- In:
Economic modelling
15
(
1998
)
2
,
pp. 197-216
Persistent link: https://www.econbiz.de/10001247645
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5
Unit roots and long-run causality : investigating the relationship between output, money and interest rates
Caporale, Guglielmo Maria
- In:
Economic modelling
15
(
1998
)
1
,
pp. 91-112
Persistent link: https://www.econbiz.de/10001247848
Saved in:
6
Time-varying leads and lags across frequencies using a continuous wavelet transform approach
Funashima, Yoshito
- In:
Economic modelling
60
(
2017
),
pp. 24-28
Persistent link: https://www.econbiz.de/10011734164
Saved in:
7
Is gold a hedge against inflation? : new evidence from a nonlinear ARDL approach
Hoang, Thi Hong Van
;
Lahiani, Amine
;
Heller, David
- In:
Economic modelling
54
(
2016
),
pp. 54-66
Persistent link: https://www.econbiz.de/10011641377
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8
Tests for cointegration allowing for an unknown number of breaks
Maki, Daiki
- In:
Economic modelling
29
(
2012
)
5
,
pp. 2011-2015
Persistent link: https://www.econbiz.de/10009667003
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9
Common persistence in conditional variance : a reconsideration
Li, Chang-shuai
- In:
Economic modelling
29
(
2012
)
5
,
pp. 1809-1819
Persistent link: https://www.econbiz.de/10009667096
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10
A medium-N approach to macroeconomic forecasting
Cubadda, Gianluca
;
Guardabascio, Barbara
- In:
Economic modelling
29
(
2012
)
4
,
pp. 1099-1105
Persistent link: https://www.econbiz.de/10009667434
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