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What determines the dynamics of absolute excess returns on stock markets?
Kurz, Claudia; Kurz-Kim, Jeong-Ryeol - In: Economics letters 118 (2013) 2, pp. 342-346
Persistent link: https://www.econbiz.de/10009708886
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Testing cointegrating coefficients in vector autoregressive error correction models
Hansen, Gerd - In: Economics letters 58 (1998) 1, pp. 1-5
Persistent link: https://www.econbiz.de/10001233190
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The stock return-inflation puzzle and the asymmetric causality in stock returns, inflation and real activity
Kurz-Kim, Jeong-Ryeol - In: Economics letters 80 (2003) 2, pp. 155-160
Persistent link: https://www.econbiz.de/10001774138
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What determines the dynamics of absolute excess returns on stock markets?
Kurz, Claudia; Kurz-Kim, Jeong-Ryeol - In: Economics letters 118 (2013) 2, pp. 342-346
Persistent link: https://www.econbiz.de/10010067636
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Dummy variables and predictive test for structural change
Dufour, Jean-Marie - In: Economics letters 6 (1980) 3, pp. 241-247
Persistent link: https://www.econbiz.de/10002095487
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The Cochrane-Orcutt procedure numerical examples of multiple admissible minima
Dufour, Jean-Marie; Gaudry, Marc J. I.; Tran, Cong Liem - In: Economics letters 6 (1980) 1, pp. 43-48
Persistent link: https://www.econbiz.de/10002095483
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Over-rejections in rational expectations models : a non-parametric approach to the Mankiw-Shapiro problem
Campbell, Bryan - In: Economics letters 35 (1991) 3, pp. 285-290
Persistent link: https://www.econbiz.de/10001102355
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On the lack of invariance of some asymptotic tests to rescaling
Dagenais, Marcel G. - In: Economics letters 38 (1992) 3, pp. 251-257
Persistent link: https://www.econbiz.de/10001123561
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On the relationship between impulse response analysis, innovation accounting and Granger causality
Dufour, Jean-Marie - In: Economics letters 42 (1993) 4, pp. 327-333
Persistent link: https://www.econbiz.de/10001149772