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A fractional cointegration approach to testing the Ohlson accounting based valuation model
Lee, Shih-cheng; Lin, Chien-ting; Yu, Min-teh - In: Review of quantitative finance and accounting 41 (2013) 3, pp. 535-547
Persistent link: https://www.econbiz.de/10010188241
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A microfounded model of money demand under uncertainty, and its empirical validation using cointegration and rolling-window dynamic multiplier analysis
Größl, Ingrid; Tarassow, Artur - 2015
rolling-window dynamic multiplier analysis using the error-correction framework for the U.S. economy between 1978q1 to 2013q4 …
Persistent link: https://www.econbiz.de/10010520781
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Fiscal multipliers in a structural VEC model with mixed normal errors
Puonti, Päivi - In: Journal of macroeconomics 48 (2016), pp. 144-154
Persistent link: https://www.econbiz.de/10011707752
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Can we rely upon fiscal policy estimates in countries with unreported production of 15 per Cent (or more) of GDP?
Basile, Raffaella; Chiarini, Bruno; Marzano, Elisabetta - 2011
effect on total GDP. In this setup the spending multiplier shows large long-run effects, considerably stronger than those …
Persistent link: https://www.econbiz.de/10009230776
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Consumption multipliers of different types of public spending : a structural vector error correction analysis for the UK
Marattin, Luigi; Salotti, Simone - In: Empirical economics : a journal of the Institute for … 46 (2014) 4, pp. 1197-1220
Persistent link: https://www.econbiz.de/10010357345
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Bayesian TVP-VARX models with time invariant long-run multipliers
Belomestny, Denis; Krymova, Ekaterina; Polbin, Andrej - In: Economic modelling 101 (2021), pp. 1-14
Persistent link: https://www.econbiz.de/10012796054
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Asymmetric fiscal multipliers in India : evidence from a non-linear cointegration
Bhat, Javed Ahmad; Sharma, Naresh Kumar - In: Macroeconomics and finance in emerging market economies 14 (2021) 2, pp. 157-179
Persistent link: https://www.econbiz.de/10012549298
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Okun's law (a)symmetry in see countries : evidence from nonlinear ARDL model
Mihajlović, Vladimir D.; Fedajev, Aleksandra - In: Romanian journal of economic forecasting 24 (2021) 3, pp. 140-157
Persistent link: https://www.econbiz.de/10012655458
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Consumption multipliers of different types of public spending : a structural vector error correction analysis for the UK
Marattin, Luigi; Salotti, Simone - 2010
for the corresponding private consumption multipliers. Our analysis includes the estimation of a structural vector error …
Persistent link: https://www.econbiz.de/10011737944
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Modelling asymmetrie cointegration and dynamic multipliers in a nonlinear ARDL framework
Shin, Yongcheol; Yu, Byungchul; Greenwood-Nimmo, Matthew - In: Festschrift in honor of Peter Schmidt : econometric …, (pp. 281-314). 2014
Persistent link: https://www.econbiz.de/10011559038