Narrow search
Showing 1 - 10 of 326
Cover Image
Alternative representation for asymptotic distributions of impulse responses in cointegrated VAR systems
Arai, Yoichi; Yamamoto, Taku - In: Economics letters 67 (2000) 3, pp. 261-271
Persistent link: https://www.econbiz.de/10001473663
Cover Image
Time-varying cointegration with an application to the UK Great Ratios
Kapetanios, George; Millard, Stephen Patrick; Petrova, … - In: Economics letters 193 (2020), pp. 1-7
Persistent link: https://www.econbiz.de/10012509073
Cover Image
Effects of the Bank of Japan's current quantitative and qualitative easing
Matsuki, Takashi; Sugimoto, Kimiko; Satoma, Katsuhiko - In: Economics letters 133 (2015), pp. 112-116
Persistent link: https://www.econbiz.de/10011432065
Cover Image
Dynamic responses to oil price shocks : conditional vs unconditional (a)symmetry
Malikov, Emir - In: Economics letters 139 (2016), pp. 31-35
Persistent link: https://www.econbiz.de/10011615620
Cover Image
A lag augmentation test for the cointegrating rank of a VAR process
Lütkepohl, Helmut; Saikkonen, Pentti - In: Economics letters 63 (1999) 1, pp. 23-27
Persistent link: https://www.econbiz.de/10001398784
Cover Image
Cointegration rank tests based on vector autoregressive approximations under alternative hypotheses
Odaki, Mitsuhiro - In: Economics letters 136 (2015), pp. 187-189
Persistent link: https://www.econbiz.de/10011436092
Cover Image
Long memory interdependency and inefficiency in Bitcoin markets
Cheah, Eng-Tuck; Mishra, Tapas; Parhi, Mamata; Zhang, Zhuang - In: Economics letters 167 (2018), pp. 18-25
Persistent link: https://www.econbiz.de/10012015761
Cover Image
Separate cointegration in a VAR system subject to structural breaks
Kurita, Takamitsu - In: Economics letters 179 (2019), pp. 19-23
Persistent link: https://www.econbiz.de/10012121674
Cover Image
Modelling systems with a mixture of I(d) and I(0) variables using the fractionally co-integrated VAR model
Yao, Xingzhi; Izzeldin, Marwan; Li, Zhenxiong - In: Economics letters 181 (2019), pp. 160-163
Persistent link: https://www.econbiz.de/10012121857
Cover Image
Trade and labor market dynamics : what do we learn from the data?
Nordmeier, Daniela; Schmerer, Hans-Jörg; Weber, Enzo - In: Economics letters 145 (2016), pp. 206-209
Persistent link: https://www.econbiz.de/10011618415