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Cointegration and structural breaks in German employment : an error-correction interpretation
Belke, Ansgar; Göcke, Matthias - 1995
Persistent link: https://www.econbiz.de/10000907191
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Partisan political business cycles in the German labour market? : Empirical tests in the light of the Lucas-critique
Belke, Ansgar - In: Public choice 104 (2000) 3/4, pp. 225-283
Persistent link: https://www.econbiz.de/10001527200
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Multiple equilibria in German employment : a note on the simultaneous identification of structural breaks
Belke, Ansgar; Göcke, Matthias - In: Entscheidungsorientierte Volkswirtschaftslehre : …, (pp. 171-187). 2005
Persistent link: https://www.econbiz.de/10003345133
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Inference on co-integration parameters in heteroskedastic vector autoregressions
Boswijk, Herman Peter; Cavaliere, Giuseppe; Rahbek, Anders - In: Journal of econometrics 192 (2016) 1, pp. 64-85
Persistent link: https://www.econbiz.de/10011615672
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Regime-dependent adjustment in energy spot and futures markets
Beckmann, Joscha; Belke, Ansgar; Czudaj, Robert - In: Economic modelling 40 (2014), pp. 400-409
Persistent link: https://www.econbiz.de/10010425585
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Exchange rate volatility and Pakistan's exports to major markets : a sectoral analysis
Alam, Shaista; Ahmed, Qazi Masood; Shahbaz, Muhammad - In: Global business review 18 (2017) 6, pp. 1507-1519
Persistent link: https://www.econbiz.de/10011800061
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The effect of exchange rate volatility on Pakistan's bilateral exports to major recipients
Alam, Shaista; Ahmed, Qazi Masood; Shahbaz, Muhammad - In: Global business review 19 (2018) 2, pp. 328-341
Persistent link: https://www.econbiz.de/10011860514
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Testing for co-integration in vector autoregressions with non-stationary volatility
Cavaliere, Giuseppe; Rahbek, Anders; Taylor, Robert - In: Journal of econometrics 158 (2010) 1, pp. 7-24
Persistent link: https://www.econbiz.de/10008826880
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Inference on co-integration parameters in heteroskedastic vector autoregressions
Boswijk, Herman Peter; Cavaliere, Giuseppe; Rahbek, Anders - 2013
Persistent link: https://www.econbiz.de/10010206033
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Inference on co-integration parameters in heteroskedastic vector autoregressions
Boswijk, Herman Peter; Cavaliere, Giuseppe; Rahbek, Anders - 2013
-varying volatility. In this paper we consider estimation and hypothesis testing on the coefficients of the co-integrating relations and … model for volatility, or to assume that the pattern of volatility is common to, or independent across, the vector of series …
Persistent link: https://www.econbiz.de/10010225789