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On the duality between long-run relations and common trends in the I(1) versus I(2) model : an application to aggregate money holdings
Jusélius, Katarina - In: Econometric reviews 13 (1994) 2, pp. 151-178
Persistent link: https://www.econbiz.de/10001163117
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Seasonality in dynamic regression models : an application to the aggregate demand for beverages
Jusélius, Katarina - 1983
Persistent link: https://www.econbiz.de/10002151053
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Empirical exchange rate models and shifts in the co-integrating vector
Goldberg, Michael D.; Frydman, Roman - 1993
Persistent link: https://www.econbiz.de/10000873562
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Re-examining the empirical performance of the monetary models of the exchange rate : a problem of structural change
Goldberg, Michael D.; Frydman, Roman - 1991
Persistent link: https://www.econbiz.de/10000828818
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Empirical exchange rate models and shifts in the co-integrating vector
Goldberg, Michael D. - In: Structural change and economic dynamics : SC+ED 7 (1996) 1, pp. 55-78
Persistent link: https://www.econbiz.de/10001196684
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Macroeconomic fundamentals and the DM/$ exchange rate : temporal instability and the monetary model
Goldberg, Michael D.; Frydman, Roman - 2001
Persistent link: https://www.econbiz.de/10001609822
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Macroeconomic fundamentals and the DM/$ exchange rate : temporal instability and the monetary model
Goldberg, Michael D.; Frydman, Roman - In: International journal of finance & economics : IJFE 6 (2001) 4, pp. 421-435
Persistent link: https://www.econbiz.de/10001639629
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A cointegrated VAR analysis of stock price models : fundamentals, psychology and structural change
Mangee, Nicholas; Goldberg, Michael D. - In: The journal of behavioral finance : a publication of … 21 (2020) 4, pp. 352-368
Persistent link: https://www.econbiz.de/10012312339
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Do prices move together in the long run? : An I(2) analysis of six price indices
Jusélius, Katarina - 1997
Persistent link: https://www.econbiz.de/10000980355
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Changing monetary transmission mechanisms within the EU
Jusélius, Katarina - 1997
Persistent link: https://www.econbiz.de/10000980377