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Periodic and seasonal (co-)integration in the state space framework
Bauer, Dietmar - In: Economics letters 174 (2019), pp. 165-168
Persistent link: https://www.econbiz.de/10012121077
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The effects of hurricane Katrina on price pass-through for Gulf Coast gasoline
Blair, Benjamin F.; Rezek, Jon P. - In: Economics letters 98 (2008) 3, pp. 229-234
Persistent link: https://www.econbiz.de/10003719105
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A note on tests of partial parameter stability in the cointegrated system
Hsu, Chih-chiang - In: Economics letters 99 (2008) 3, pp. 500-503
Persistent link: https://www.econbiz.de/10003726232
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Problems related to over-identifying restrictions for structural vector error correction models
Lütkepohl, Helmut - In: Economics letters 99 (2008) 3, pp. 512-515
Persistent link: https://www.econbiz.de/10003726235
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Nonlinear predictability of short-run deviations in UK stock market return
McMillan, David G. - In: Economics letters 84 (2004) 2, pp. 149-154
Persistent link: https://www.econbiz.de/10002116187
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What explains the deviations of purchasing power parity across countries? International evidence from macro data
Lo, Melody; Wong, M. C. Sunny - In: Economics letters 91 (2006) 2, pp. 229-235
Persistent link: https://www.econbiz.de/10003327875
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A new approach to robust inference in cointegration
Jin, Sainan; Phillips, Peter C. B.; Sun, Yixiao - In: Economics letters 91 (2006) 2, pp. 300-306
Persistent link: https://www.econbiz.de/10003327908
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Stock prices-inflation puzzle and the predictability of stock market returns
Boucher, Christophe - In: Economics letters 90 (2006) 2, pp. 205-212
Persistent link: https://www.econbiz.de/10003275848
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Testing for panel cointegration with a level break
Westerlund, Jaokim - In: Economics letters 91 (2006) 1, pp. 27-33
Persistent link: https://www.econbiz.de/10003314915
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Single source of error state space approach to the Beveridge Nelson decomposition
Anderson, Heather M.; Low, Chin Nam; Snyder, Ralph D. - In: Economics letters 91 (2006) 1, pp. 104-109
Persistent link: https://www.econbiz.de/10003315118