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~subject:"Cointegration"
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Regime-switching cointegration
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Cointegration
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Caporale, Guglielmo Maria
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95
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93
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78
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71
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70
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63
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60
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57
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54
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51
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47
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47
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44
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41
Gao, Jiti
40
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39
Strachan, Rodney W.
39
Apergēs, Nikolaos
38
Ramírez, Miguel D.
38
Tang, Chor Foon
38
Hall, Stephen G.
37
Siliverstovs, Boriss
37
Wolters, Jürgen
34
Kumar, Saten
33
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33
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33
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32
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EconWPA
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Cowles Foundation for Research in Economics, Yale University
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Graduate School of Economics, Hitotsubashi University
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Institute for International Integration Studies (IIIS), Trinity College Dublin
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Applied economics
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International Journal of Energy Economics and Policy : IJEEP
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MPRA Paper
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International journal of economics and financial issues : IJEFI
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Applied economics letters
178
Journal of econometrics
162
Economics letters
158
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
156
The empirical economics letters : a monthly international journal of economics
156
International journal of economics and finance
149
Theoretical and applied economics : GAER review
105
Cogent economics & finance
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CESifo working papers
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Econometric theory
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Journal of international money and finance
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Economies : open access journal
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Panoeconomicus
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
64
Journal of policy modeling : JPMOD ; a social science forum of world issues
63
Econometric reviews
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Economic research
60
Research in international business and finance
60
Journal of international financial markets, institutions & money
58
Applied financial economics
57
Global business review
57
International journal of finance & economics : IJFE
56
The North American journal of economics and finance : a journal of financial economics studies
53
The journal of developing areas
53
The Indian journal of economics
52
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
49
Applied econometrics and international development
47
Journal of macroeconomics
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Modern economy
47
Oxford bulletin of economics and statistics
47
Finance research letters
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BASE
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8
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1
Time series analysis of the US term structure of interest rates using a
Bayesian
Markov switching
cointegration
model
Sugita, Katsuhiro
- In:
International journal of economics and finance
9
(
2017
)
3
,
pp. 49-56
Persistent link: https://www.econbiz.de/10011642177
Saved in:
2
Panel
cointegration
, quantile regressions, asymmetric adjustments and crises : the case of EU current accounts
Coleman, Simeon
;
Cuestas, Juan Carlos
- In:
Economic systems
45
(
2021
)
4
,
pp. 1-20
Persistent link: https://www.econbiz.de/10013272977
Saved in:
3
VEC-MSF models in
Bayesian
analysis of short- and long-run relationships
Pajor, Anna
;
Wróblewska, Justyna
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
21
(
2017
)
3
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011708691
Saved in:
4
The stability of short-term interest rates pass-through in the euro area during the financial market and sovereign debt crises
Avouyi-Dovi, Sanvi
;
Horny, Guillaume
;
Sevestre, Patrick
-
2015
Persistent link: https://www.econbiz.de/10011305234
Saved in:
5
The stability of short-term interest rates pass-through in the euro area during the financial market and sovereign debt crises
Avouyi-Dovi, Sanvi
;
Horny, Guillaume
;
Sevestre, Patrick
- In:
Journal of banking & finance
79
(
2017
),
pp. 74-94
Persistent link: https://www.econbiz.de/10011815138
Saved in:
6
Chapter 15. Forecasting with
Bayesian
Vector Autoregression
Karlsson, Sune
-
2013
This chapter reviews
Bayesian
methods for inference and forecasting with VAR models.
Bayesian
inference and, by …
Persistent link: https://www.econbiz.de/10014025233
Saved in:
7
Multi-population mortality modelling : a
Bayesian
hierarchical approach
Shi, Jianjie
;
Shi, Yanlin
;
Wang, Pengjie
;
Zhu, Dan
- In:
ASTIN bulletin : the journal of the International …
54
(
2024
)
1
,
pp. 46-74
Persistent link: https://www.econbiz.de/10014485594
Saved in:
8
Fiscal policy regimes in resource-rich economies
Bjørnland, Hilde Christiane
;
Casarin, Roberto
; …
-
2023
Persistent link: https://www.econbiz.de/10014431646
Saved in:
9
Modelling nonlinearities in
cointegration
relationships
Schweikert, Karsten
-
2017
Persistent link: https://www.econbiz.de/10012795244
Saved in:
10
Long-run monetary neutrality under stochastic and deterministic trends
Ventosa-Santaulària, Daniel
;
Noriega-Muro, Antonio E.
- In:
Economic modelling
47
(
2015
),
pp. 372-382
Persistent link: https://www.econbiz.de/10011439455
Saved in:
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