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~subject:"Cointegration"
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Cointegration
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56
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Miller, Stephen M.
19
Gupta, Rangan
10
Balcilar, Mehmet
7
Canarella, Giorgio
5
Das, Sonali
3
Nyakabawo, Wendy
3
Pollard, Stephen K.
3
Albulescu, Claudiu Tiberiu
2
Bagchi, Debabrata
2
Chortareas, Georgios E.
2
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2
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Stock returns : cyclicity, prediction and economic consequences
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The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
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1
The real exchange rate in small, open, developed economies : evidence from cointegration analysis
Bagchi, Debabrata
;
Chortareas, Georgios E.
;
Miller, …
- In:
The economic record : er
80
(
2004
)
248
,
pp. 76-88
Persistent link: https://www.econbiz.de/10001999016
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2
Dynamic stock market interactions between the Canadian, Mexican, and the United States markets : the NAFTA experience
Canarella, Giorgio
;
Miller, Stephen M.
;
Pollard, Stephen K.
-
2008
Persistent link: https://www.econbiz.de/10003866823
Saved in:
3
Dynamic stock market interactions between the Canadian, Mexican, and the United States markets : the NAFTA experience
Canarella, Giorgio
;
Miller, Stephen M.
;
Pollard, Stephen K.
- In:
Stock returns : cyclicity, prediction and economic …
,
(pp. 1-68)
.
2009
Persistent link: https://www.econbiz.de/10003944993
Saved in:
4
The out-of-sample forecasting performance of non-linear models of regional housing prices in the US
Balcilar, Mehmet
;
Gupta, Rangan
;
Miller, Stephen M.
-
2012
Persistent link: https://www.econbiz.de/10009660880
Saved in:
5
Temporal causality between house prices and output in the US : a bootstrap rolling-window approach
Nyakabawo, Wendy
;
Miller, Stephen M.
;
Balcilar, Mehmet
; …
- In:
The North American journal of economics and finance : a …
33
(
2015
),
pp. 55-73
Persistent link: https://www.econbiz.de/10011534355
Saved in:
6
Inflation targeting : new evidence from fractional integration and cointegration
Canarella, Giorgio
;
Miller, Stephen M.
-
2016
Persistent link: https://www.econbiz.de/10011547550
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7
Regime switching model of US crude oil and stock market prices : 1859 to 2013
Balcilar, Mehmet
;
Gupta, Rangan
;
Miller, Stephen M.
- In:
Energy economics
49
(
2015
),
pp. 317-327
Persistent link: https://www.econbiz.de/10011537104
Saved in:
8
Regime switching model of US crude oil and stock market prices : 1859 to 2013
Balcilar, Mehmet
;
Gupta, Rangan
;
Miller, Stephen M.
-
2014
Persistent link: https://www.econbiz.de/10010415510
Saved in:
9
A time-varying approach of the US welfare cost of inflation
Miller, Stephen M.
;
Martins, Luís Filipe
;
Gupta, Rangan
-
2014
Persistent link: https://www.econbiz.de/10010415548
Saved in:
10
Purchasing power parity between the UK and Germany : the euro era
Canarella, Giorgio
;
Miller, Stephen M.
;
Pollard, Stephen K.
- In:
Open economies review
25
(
2014
)
4
,
pp. 677-699
Persistent link: https://www.econbiz.de/10010411925
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