standard dynamic panel regression and cointegration techniques that have been used in earlier research. The findings reveal …

the triangular arbitrage parity for exchange rate triplets from a cointegration perspective. Due to increasing attention …

The paper compares the cointegration methods of Johansen and Bierens by means of simulations and a real world example …

This paper presents and exemplifies results developed for cointegration analysis with state space models by Bauer and … Wagner in a series of papers. Unit root processes, cointegration and polynomial cointegration are defined. Based upon these … employed for cointegration analysis. By means of detailing the cases most relevant for empirical applications, the I(1), MFI(1 …

volatility in the disturbances. The risk of a liquidity trap in the U.S.A. and Japan is evaluated. Although this risk found to be …

) processes. The linear VAR model is extendedto permit cointegration, a range of deterministic processes, equilibrium restrictions …