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Leads and lags in the Australian business cycle : a canonical approach in the frequency domain
Martin, Vance - In: Australian economic papers 26 (1987) 49, pp. 188-196
Persistent link: https://www.econbiz.de/10001078824
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Testing the causal properties of economic theories : an application to a small Australian macroeconomic model
Martin, Vance - In: Australian economic papers 31 (1992) 58, pp. 1-19
Persistent link: https://www.econbiz.de/10001140496
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Integrability and cointegrability testing of the term structure of interest rates
Lim, Guay C.; Martin, Vance - 1994
Persistent link: https://www.econbiz.de/10000884605
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Weighted monetary aggregates : empirical evidence for Australia
Lim, Guay C.; Martin, Vance - 1994
Persistent link: https://www.econbiz.de/10000896427
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Multiple equilibria and the distribution of the real exchange rate : an application to the US-Australian real exchange rate
Creedy, John; Lye, Jenny N.; Martin, Vance - 1991
Persistent link: https://www.econbiz.de/10000829903
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Robust estimation, non-normalities and general exponential distributions
Lye, Jenny N.; Martin, Vance - 1991
Persistent link: https://www.econbiz.de/10000832765
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Is the demand for money cointegrated or disintegrated? : the case of Australia
Lim, Guay C.; Martin, Vance - 1991
Persistent link: https://www.econbiz.de/10000832849
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A generalized parametric exponential family approach to modelling the distribution of exchange rate movements
Martin, Vance - 1991
Persistent link: https://www.econbiz.de/10000832855
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Threshold time series models as multimodal distribution jump processes : the MATS model
Martin, Vance - 1990
Persistent link: https://www.econbiz.de/10000836340
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Efficient estimation of long-run relationships : a comparison of alternative cointegration estimators with an application
Lim, Guay C.; Martin, Vance - 1992
Persistent link: https://www.econbiz.de/10000837416