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Bridging economic theory models and the cointegrated vector autoregressive model
Framroze Møller, Niels (contributor) - 2008
Examples of simple economic theory models are analyzed as restrictions on the Cointegrated VAR (CVAR). This establishes …. -- Cointegrated VAR ; unit root approximation ; economic theory models ; expectations ; hybrid new Keynesian Phillips curve ; general …
Persistent link: https://www.econbiz.de/10003785323
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Bridging economic theory models and the cointegrated vector autoregressive model
Framroze Møller, Niels (contributor) - 2008
Examples of simple economic theory models are analyzed as restrictions on the Cointegrated VAR (CVAR). This establishes … theory models ; expectations ; general equilibrium ; DSGE models …
Persistent link: https://www.econbiz.de/10003698538
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Heterogeneous technology and the technological catching-up hypothesis : theory and assessment in the case of MENA countries
Serranito, Francisco - In: Economic modelling 30 (2013), pp. 685-697
Persistent link: https://www.econbiz.de/10009708820
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Do TFP and the relative price of investment share a common I(1) component?
Benati, Luca - In: Journal of economic dynamics & control 45 (2014), pp. 239-261
Persistent link: https://www.econbiz.de/10010474428
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Wavelet Power : Wavelet Energy Ratio Unit Root Tests
Trokic, Mirza - 2014
This paper uses wavelet theory to propose a frequency domain nonparametric and tuning parameter free family of unit …
Persistent link: https://www.econbiz.de/10013065650
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Broken trend stationarity of hours worked
Sanso-Navarro, Marcos - In: Applied economics 44 (2012) 28/30, pp. 3955-3964
Persistent link: https://www.econbiz.de/10009712637
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Comovement and catch-up in productivity across sectors : evidence from the OECD
Cornwell, Christopher Mark; Wächter, Jens-Uwe - 1999
A method for analyzing productivity convergence based on frontier production functions is proposed. It is examined whether departures from the frontier - country-level inefficiencies - exhibit long-run relationships and convergence. The method is applied to 1-digit industries of 14 OECD...
Persistent link: https://www.econbiz.de/10010466017
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Three essays on unit roots and nonlinear co-integrated processes
Gaul, Jürgen - 2008
Persistent link: https://www.econbiz.de/10003773152
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Multiple equilibria in German employment : a note on the simultaneous identification of structural breaks
Belke, Ansgar; Göcke, Matthias - In: Entscheidungsorientierte Volkswirtschaftslehre : …, (pp. 171-187). 2005
Persistent link: https://www.econbiz.de/10003345133
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Adaptive consistent unit-root test based on autoregressive threshold model
Bec, Frédérique; Guay, Alain; Guerre, Emmanuel - In: Journal of econometrics 142 (2008) 1, pp. 94-133
Persistent link: https://www.econbiz.de/10003608129