Similar Search Results

Testing for and estimating structural breaks and other nonlinearities in a dynamic monetary sector

Ericsson, Neil R. - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 20 (2016) 4, pp. 377-398

Persistent link: https://www.econbiz.de/10011649116

Influential observations in cointegrated VAR models : Danish money demand 1973 - 2003

Bohn Nielsen, Heino - In: The econometrics journal 11 (2008) 1, pp. 39-57

Persistent link: https://www.econbiz.de/10003648607

Bayesian inference in cointegrated systems

Amisano, Gianni - In: Research in economics : an international review of economics 57 (2003) 4, pp. 287-314

Persistent link: https://www.econbiz.de/10001845959

The linear systems approach to linear rational expectations models

Sadoon, Majid M. al- - 2016 - This version November 2016

Persistent link: https://www.econbiz.de/10011590194

The linear systems approach to linear rational expectations models

Sadoon, Majid M. al- - 2016

Persistent link: https://www.econbiz.de/10011442545

Robustness of the Norwegian wage formation system and free EU labour movement : evidence from wage data for natives

Dapi, Bjorn; Nymoen, Ragnar; Sparrman, Victoria - 2019

Norway experienced a high immigration flow after the EEA directive in 2004 stating workers right to free movement within the European Union and EEA-countries. There is no clear consensus in the literature on how immigration affects native wages, but some studies using Norwegian micro data have...

Persistent link: https://www.econbiz.de/10011966811