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Cointegration
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Caporale, Guglielmo Maria
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95
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93
Bahmani-Oskooee, Mohsen
91
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86
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78
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73
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71
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70
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63
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60
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59
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56
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54
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47
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47
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46
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Westerlund, Joakim
43
Gao, Jiti
41
Pesaran, M. Hashem
41
Narayan, Seema
39
Strachan, Rodney W.
39
Apergēs, Nikolaos
38
Hall, Stephen G.
38
Ramírez, Miguel D.
38
Tang, Chor Foon
38
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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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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41
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27
EconWPA
21
National Bureau of Economic Research
18
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Cowles Foundation for Research in Economics, Yale University
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Institute of Economic Research, Hitotsubashi University
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Centre for Analytical Finance <Århus>
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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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Journal of econometrics
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Economics letters
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The empirical economics letters : a monthly international journal of economics
157
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International journal of economics and finance
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Theoretical and applied economics : GAER review
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Cogent economics & finance
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International review of economics & finance : IREF
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Econometric theory
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Journal of international money and finance
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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
62
Econometric reviews
60
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
50
Applied econometrics and international development
47
Journal of macroeconomics
47
Modern economy
47
Oxford bulletin of economics and statistics
47
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ECONIS (ZBW)
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RePEc
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EconStor
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Other ZBW resources
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BASE
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ArchiDok
8
Showing
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1
Examining the nexus between
inflation
and
unemployment
(NAIRU
estimation
) in Iran
Oskouie, Nassim Nasseri
;
Abbasinejad, Hossien
;
Mehrara, …
- In:
Iranian economic review : journal of University of Tehran
24
(
2020
)
4
,
pp. 1119-1137
Persistent link: https://www.econbiz.de/10012591321
Saved in:
2
The long-run Phillips curve : a structural VAR investigation
Benati, Luca
- In:
Journal of monetary economics
76
(
2015
),
pp. 15-28
Persistent link: https://www.econbiz.de/10011569676
Saved in:
3
Welfare cost of
inflation
in Brazil : an approach with time-varying
cointegration
and Kalman Filter
Campos, Eduardo Lima
;
Cysne, Rubens Penha
-
2018
Persistent link: https://www.econbiz.de/10011898482
Saved in:
4
Cointegration
analysis with mixed-frequency data
Seong, Byeongchan
(
contributor
);
Ahn, Sung K.
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003496561
Saved in:
5
Tax smoothing hypothesis : a Turkish case
Turan, Taner
;
Karakas, Mesut
;
Yanikkaya, Halit
- In:
Panoeconomicus
61
(
2014
)
4
,
pp. 487-501
Persistent link: https://www.econbiz.de/10010401703
Saved in:
6
Testing for level shifts in fractionally integrated processes : a state space approach
Delle Monache, Davide
;
Grassi, Stefano
;
Santucci de …
-
2015
Persistent link: https://www.econbiz.de/10011296884
Saved in:
7
Approximate state space modelling of unobserved fractional components
Hartl, Tobias
;
Jucknewitz, Roland
- In:
Econometric reviews
41
(
2022
)
1
,
pp. 75-98
Persistent link: https://www.econbiz.de/10013167584
Saved in:
8
Testing the expectations hypothesis of the term structure with permanent-transitory component models
Casalin, Fabrizio
- In:
Journal of banking & finance
37
(
2013
)
8
,
pp. 3192-3203
Persistent link: https://www.econbiz.de/10009778452
Saved in:
9
Cointegration
Analysis with Mixed-Frequency Data
Seong, Byeongchan
;
Ahn, Sung K.
;
Zadrozny, Peter A.
-
2021
maximum likelihood
estimation
of the parameters in the model, we use an expectation maximization algorithm based on the state …
Persistent link: https://www.econbiz.de/10013317180
Saved in:
10
A new dynamic hedging model with futures : the Kalman filter error-correction model
Wang, Chien-Ho
;
Lin, Chang-Ching
;
Lin, Shu-Hui
;
Lai, Hung-Yu
- In:
Journal of risk
22
(
2019/2020
)
4
,
pp. 61-78
Persistent link: https://www.econbiz.de/10012297511
Saved in:
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