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~subject:"Cointegration"
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Cointegration
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Gil-Alaña, Luis A.
68
Caporale, Guglielmo Maria
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7
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Applied economics
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Economics letters
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31
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The journal of real estate finance and economics
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Macroeconomic dynamics
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The empirical economics letters : a monthly international journal of economics
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International journal of economics and finance
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International review of financial analysis
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of economics and finance
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Atlantic economic journal : AEJ
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Economic inquiry : journal of the Western Economic Association International
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The North American journal of economics and finance : a journal of financial economics studies
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1
International business cycle spillovers
Yilmaz, Kamil
-
2009
, throughout the period of analysis, the U.S. (1980s and 2000s) and
Japan
(1970s and 2000s) have been the major transmitters of …
Persistent link: https://www.econbiz.de/10010277269
Saved in:
2
Real exchange rates and real interest rates once again : a multivariate panel cointegration analysis
Chakrabarti, Avik
- In:
Applied economics
38
(
2006
)
11
,
pp. 1217-1221
Persistent link: https://www.econbiz.de/10003340417
Saved in:
3
Nonlinear cointegration relationships between non-life insurance premiums and financial markets
Jawadi, Fredj
;
Bruneau, Catherine
;
Sghaier, Nadia
- In:
The journal of risk and insurance : the journal of the …
76
(
2009
)
3
,
pp. 753-783
Persistent link: https://www.econbiz.de/10003877884
Saved in:
4
Nonlinear adjustment, purchasing power parity and the role of nominal exchange rates and prices
Beckmann, Joscha
-
2011
close scrutiny. Using monthly data from 1973:01 to 2009:12 from the
USA
, UK, Germany, France and
Japan
, this paper as a …
Persistent link: https://www.econbiz.de/10009580305
Saved in:
5
Long-run relationships between international stock prices : further evidence from fractional cointegration tests
Aloy, Marcel
;
Boutahar, Mohamed
;
Gente, Karine
; …
- In:
Applied economics
45
(
2013
)
7/9
,
pp. 817-828
Persistent link: https://www.econbiz.de/10009718502
Saved in:
6
The roles of nominal exchange rate and relative price adjustments in PPP reversion
Deokwoo Nam
- In:
Journal of money, credit and banking : JMCB
43
(
2011
)
4
,
pp. 775-785
Persistent link: https://www.econbiz.de/10009238040
Saved in:
7
Using an error-correction model to test whether endogenous long-run growth exists
Lau, Sau-Him Paul
- In:
Journal of economic dynamics & control
32
(
2008
)
2
,
pp. 648-676
Persistent link: https://www.econbiz.de/10003642789
Saved in:
8
Cointegrating behaviour between spot and forward exchange rates
McMillan, David G.
- In:
Applied financial economics
15
(
2005
)
16
,
pp. 1135-1144
Persistent link: https://www.econbiz.de/10003213501
Saved in:
9
Convergence, among five industrial countries (1870-1994): results from a time varying cointegration approach
Le Pen, Yannik
- In:
Empirical economics : a journal of the Institute for …
30
(
2005
)
1
,
pp. 23-35
Persistent link: https://www.econbiz.de/10002770880
Saved in:
10
Dynamic panel cointegration approaches to the estimation of money demand functions
Jun, Sangjoon
- In:
Global economic review
33
(
2004
)
3
,
pp. 23-42
Persistent link: https://www.econbiz.de/10002652230
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