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The cyclical behaviour of prices in the U.K.: Some structural time series evidence
Moosa, Imad A. - In: Empirical Economics 25 (2000) 2, pp. 261-278
The cyclical behaviour of prices in the U.K. is investigated using a sample of annual observations covering the period 1886-1993. A structural time series model relating consumer prices to output is estimated over four sub-periods. The results indicate that prices were procyclical in the...
Persistent link: https://www.econbiz.de/10005382219
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Detecting cointegration relationships under nonlinear models: Monte Carlo analysis and some applications
Maki, Daiki - In: Empirical Economics 45 (2013) 1, pp. 605-625
Testing for cointegration in the presence of nonlinear adjustments or structural breaks is important for examining the … equilibrium relationship among economic variables. It is known that standard cointegration tests perform poorly when a … cointegration relationship has nonlinear adjustments or structural breaks. However, it is not clear how some cointegration tests …
Persistent link: https://www.econbiz.de/10010681329
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Testing the balanced growth hypothesis: evidence from China
Li, Hong; Daly, Vince - In: Empirical Economics 37 (2009) 1, pp. 185-200
Persistent link: https://www.econbiz.de/10005061340
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Did the euro give us a break in inflation?
Shiamptanis, Christos - In: Empirical Economics 39 (2010) 2, pp. 395-411
Persistent link: https://www.econbiz.de/10008674038