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The Tobit cointegrated vector autoregressive model : an application to the currency market
Grabowski, Wojciech; Welfe, Aleksander - In: Economic modelling 89 (2020), pp. 88-100
Persistent link: https://www.econbiz.de/10012425926
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Exchange rate pass-through in to inflation : new insights in to cointegration relationship from Pakistan
Naz, Farah; Mohsin, Asma; Zaman, Khalid - In: Economic modelling 29 (2012) 6, pp. 2205-2221
Persistent link: https://www.econbiz.de/10009673796
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Bayesian TVP-VARX models with time invariant long-run multipliers
Belomestny, Denis; Krymova, Ekaterina; Polbin, Andrej - In: Economic modelling 101 (2021), pp. 1-14
Persistent link: https://www.econbiz.de/10012796054
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Testing for no cointegration in vector autoregressions with estimated degree of fractional integration
Demetrescu, Matei; Kusin, Vladimir; Salish, Nazarii - In: Economic modelling 108 (2022), pp. 1-32
Persistent link: https://www.econbiz.de/10013347934
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Money demand instability and real exchange rate persistence in the monetary model of USD-JPY exchange rate
Hunter, John; Ali, Faek Menla - In: Economic modelling 40 (2014), pp. 42-51
Persistent link: https://www.econbiz.de/10010425740
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Determinants of Jordanian foreign direct investment inflows : bounds testing approach
Hussain Ali Bekhet; Raed Walid Al-Smadi - In: Economic modelling 46 (2015), pp. 27-35
Persistent link: https://www.econbiz.de/10011436208
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Nonlinear adjustment in US bond yields : an empirical model with conditional heteroskedasticity
Lucchetti, Riccardo; Palomba, Giulio - In: Economic modelling 26 (2009) 3, pp. 659-667
Persistent link: https://www.econbiz.de/10003870690
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Monetary policy in Germany : a cointegration analysis on the relevance of interest rate rules
Eleftheriou, Maria - In: Economic modelling 26 (2009) 5, pp. 946-960
Persistent link: https://www.econbiz.de/10003871232
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Co-breaking, cointegration, and weak exogeneity : modelling aggregate consumption in Japan
Kurita, Takamitsu - In: Economic modelling 27 (2010) 2, pp. 574-584
Persistent link: https://www.econbiz.de/10003952863
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An asymmetric analysis of the relationship between oil prices and output : the case of Turkey
Catik, A. Nazif; Önder, A. Özlem - In: Economic modelling 33 (2013), pp. 884-892
Persistent link: https://www.econbiz.de/10010195594