Binnennachfrage. Eine Analyse der Immobilienmärkte in Deutschland und UK kommt zu dem Ergebnis, dass die langfristigen Gleichgewichte …

of comparable VAR that fails to recognize that the system is characterized by cointegration. I use Monte Carlo simulation … knowledge of cointegration rank. Furthermore the results indicate that a cointegration modeling of credit risk should be favored …

of comparable VAR that fails to recognize that the system is characterized by cointegration. I use Monte Carlo simulation … knowledge of cointegration rank. Furthermore the results indicate that a cointegration modeling of credit risk should be favored …

(US) dollar on the ASEAN5 countries’ exports to the US. The Johansen cointegration test and Ordinary Least Square (OLS …) regression are applied. The cointegration tests show that there are long-term relationships among real GDP of the US, ASEAN5’s … real exchange rates and their volatility, and RMB real exchange rate. The RMB devalution has positive significant long …

justified by the high volatility in grain prices and the need to understand how shocks are diffused across markets. We use … structural upward shifts in their trend explain the observed persistence of shock in grain markets. Using Johansen cointegration … causality links among the grain prices and they volatility. Soybean and wheat as well as maize, individually and together, play …