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GARCH effects on a test of cointegration
Franses, Philip Hans; Kofman, Paul; Moser, James T. - 1993
Persistent link: https://www.econbiz.de/10000893748
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On cointegration and exchange rate dynamics
Diebold, Francis X.; Gardeazabal, Javier; Yılmaz, Kamil - 1993 - [Rev.]
Persistent link: https://www.econbiz.de/10000854420
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A cointegration approach to estimating preference parameters
Ōgaki, Masao; Park, Yoon Y. - 1989
Persistent link: https://www.econbiz.de/10000780051
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Cointegration, error correction and the dynamics of Canadian M2 and M2+ demand
Jiwan, Aly F. - 1991
Persistent link: https://www.econbiz.de/10000818213
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Consumption, income, and cointegration : further analysis
Han, Hsiang-ling; Ōgaki, Masao - 1991
Persistent link: https://www.econbiz.de/10000826505
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Cointegration and a test of the quantity theory of money
Mehra, Yash Pal - 1989
Persistent link: https://www.econbiz.de/10000766155
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Testing the long run effect of investment on output in the presence of cointegration
Lau, Sau-Him Paul - 1996
Persistent link: https://www.econbiz.de/10000603211
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Supply response in Turkish agriculture : an error correction and cointegration analysis; 1950 - 1990
Ghatak, Subrata; Albayrak, Nursen - 1994
Persistent link: https://www.econbiz.de/10000148817
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Estimating saving-investment correlations evidence for OECD countries based on an error correction model
Jansen, Willem J. - 1994
Persistent link: https://www.econbiz.de/10000151686
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Zero-non-zero patterned vector error correction modelling for I(2) cointegrated time series with applications in testing PPP and stock market relationships
Brailsford, Timothy J.; Penm, Jack H. W.; Terrell, R. D. - In: Research in finance 22 (2005), pp. 305-326
Persistent link: https://www.econbiz.de/10003753387