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Estimates of money demand functions for Estonia

Reimers, Hans-Eggert; Roht, Kairi - In: Transition studies review 14 (2007) 3, pp. 425-439

Persistent link: https://www.econbiz.de/10003624400

Estimates of money demand functions for Estonia

Reimers, Hans-Eggert; Roht, Kairi - In: Baltic Business and Socio-Economic Development 2007 : …, (pp. 69-87). 2010

Persistent link: https://www.econbiz.de/10003946604

Long-run money demand in the new EU Member States with exchange rate effects

Dreger, Christian (contributor); … - 2006

analysis in the new Member States of the European Union (EU) is conducted using panel cointegration methods. A well …

Persistent link: https://www.econbiz.de/10003337157

Long-run money demand in the new EU member states with exchange rate effects

Dreger, Christian; Reimers, Hans-Eggert; Roffia, Barbara - In: Eastern European economics 45 (2007) 2, pp. 75-94

Persistent link: https://www.econbiz.de/10003463378

Seasonal cointegration analysis for German M3 money demand

Herwartz, Helmut; Reimers, Hans-Eggert - In: Applied financial economics 13 (2003) 1, pp. 71-78

Persistent link: https://www.econbiz.de/10001754247

Cash in circulation and the shadow economy : an empirical investigation for Euro area countries and beyond

Seitz, Franz; Reimers, Hans-Eggert; Schneider, Friedrich - 2018

within a panel cointegration framework. Besides the total net issues, we distinguish between large, medium and small euro …

Persistent link: https://www.econbiz.de/10011872942

Long-run money demand in the new EU Member States with exchange rate effects

Dreger, Christian; Reimers, Hans-Eggert; Roffia, Barbara - 2006

analysis in the new Member States of the European Union (EU) is conducted using panel cointegration methods. A well …

Persistent link: https://www.econbiz.de/10011604674

The cointegrated vector autoregressive model with general deterministic terms

Johansen, Søren; Nielsen, Morten Ørregaard - 2016

In the cointegrated vector autoregression (CVAR) literature, deterministic terms have until now been analyzed on a case-by-case, or as-needed basis. We give a comprehensive uni ed treatment of deterministic terms in the additive model Xt = γZt + Yt, where Zt belongs to a large class of...

Persistent link: https://www.econbiz.de/10011517008

Fractional integration and cointegration

Haulde, Javier; Nielsen, Morten Ørregaard - 2021

Persistent link: https://www.econbiz.de/10012816374

Inference on the dimension of the nonstationary subspace in functional time series

Nielsen, Morten Ørregaard; Seo, Wonk-ki; Seong, Dakyung - 2022

Persistent link: https://www.econbiz.de/10012816384

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