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Permanent-transitory decomposition in VAR models with cointegration and common cycles
Hecq, Alain W. J.; Palm, Franz C.; Urbain, Jean-Pierre - In: Oxford bulletin of economics and statistics 62 (2000) 4, pp. 511-532
Persistent link: https://www.econbiz.de/10001522143
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The instability of the money demand function : an I (2) interpretation
Fiess, Norbert M.; MacDonald, Ronald - In: Oxford bulletin of economics and statistics 63 (2001) 4, pp. 475-495
Persistent link: https://www.econbiz.de/10001622986
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Testing superexogeneity : the demand for broad money in the UK
Hurn, Stan - In: Oxford bulletin of economics and statistics 54 (1992) 4, pp. 543-556
Persistent link: https://www.econbiz.de/10001131957
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A comparison of the "rational expectations" and "general-to-specific" approaches to modelling the demand for M1
Muscatelli, V. Anton - In: Oxford bulletin of economics and statistics 51 (1989) 4, pp. 353-375
Persistent link: https://www.econbiz.de/10001077261
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The demand for money in the United Kingdom, 1875 - 1913
Klovland, Jan Tore - In: Oxford bulletin of economics and statistics 49 (1987) 3, pp. 251-271
Persistent link: https://www.econbiz.de/10001035196
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Financial innovation and the demand for £M3 in the UK 1975 - 86
Adam, Christopher S. - In: Oxford bulletin of economics and statistics 53 (1991) 4, pp. 401-424
Persistent link: https://www.econbiz.de/10001116931
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Cointegration testing in panels with common factors
Gengenbach, Christian; Palm, Franz C.; Urbain, Jean-Pierre - In: Oxford bulletin of economics and statistics 68 (2006), pp. 683-719
Persistent link: https://www.econbiz.de/10003393446
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Testing for multicointegration in panel data with common factors
Berenguer-Rico, Vanessa; Carrion i Silvestre, Josep Lluís - In: Oxford bulletin of economics and statistics 68 (2006), pp. 721-739
Persistent link: https://www.econbiz.de/10003393452
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Quantile autoregressive distributed lag model with an application to house price returns
Galvão Júnior, Antônio Fialho; Montes-Rojas, Gabriel; … - In: Oxford bulletin of economics and statistics 75 (2013) 2, pp. 307-321
Persistent link: https://www.econbiz.de/10009754614
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Testing of fractional cointegration in macroeconomic time series
Gil-Alaña, Luis A. - In: Oxford bulletin of economics and statistics 65 (2003) 4, pp. 517-529
Persistent link: https://www.econbiz.de/10001776839