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Money demand during hyperinflation : cointegration, rational expectations, and the importance of money demand shocks
Engsted, Tom - 1997
Persistent link: https://www.econbiz.de/10000959730
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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
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The expectations hypothesis of the term structure of interest rates: evidence from the Fourier cointegration test
Güriş, Burak - In: Selected topics in applied econometrics, (pp. 139-147). 2019
Persistent link: https://www.econbiz.de/10012286977
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Exchange rates and fundamentals : forecasting with long maturity forward rates
Darvas, Zsolt M.; Schepp, Zoltán - In: Journal of international money and finance 143 (2024), pp. 1-24
Persistent link: https://www.econbiz.de/10014551354
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Common stochastic trends in a system of spot exchange rates
Launonen, Simo - 1997
Persistent link: https://www.econbiz.de/10000986331
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Outlier Detection in Cointegration Analysis
Franses, Philip Hans; Lucas, Andre - 2014
uses outlier robust estimation techniques to reduce the impact of these events on cointegration analysis. As a byproduct of …
Persistent link: https://www.econbiz.de/10014088271
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Stability of money demand function in Asian developing countries
Rehman, Hafeez Ur - 2003
Persistent link: https://www.econbiz.de/10003624819
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Theorie und Empirie der Geldnachfrage : eine saisonale Kointegrationsanalyse liquiditätsorientierter Geldmengen
Eberl, Klaus - 2000
Persistent link: https://www.econbiz.de/10001446477