Similar Search Results - EconBiz

On real interest rate persistence : the role of breaks

Haug, Alfred Albert - 2013

Persistent link: https://www.econbiz.de/10009701610

Testing linear restrictions on cointegration vectors : sizes and powers of Wald tests in finite samples

Haug, Alfred Albert - 1999

The Wald test for linear restrictions on cointegrating vectors is compared infinite samples using the Monte Carlo method. The Wald test within the vector error-correction based methods of Bewley et al (1994) and of Johansen (1991), the canonical cointegration method of Park (1992) the dynamic...

Persistent link: https://www.econbiz.de/10009793260

On real interest rate persistence : the role of breaks

Haug, Alfred Albert - In: Applied economics 46 (2014) 10/12, pp. 1058-1066

Persistent link: https://www.econbiz.de/10010399450

Cointegration and government borrowing constraints : evidence for the United States

Haug, Alfred Albert - In: Journal of business & economic statistics : JBES ; a … 9 (1991) 1, pp. 97-101

Persistent link: https://www.econbiz.de/10001100474

Temporal aggregation and the power of cointegration tests : a Monte Carlo study

Haug, Alfred Albert - In: Oxford bulletin of economics and statistics 64 (2002) 4, pp. 399-412

Persistent link: https://www.econbiz.de/10001705099

Testing linear restrictions on cointegrating vectors : sizes and powers of Wald and likelihood ratio tests in finite samples

Haug, Alfred Albert - In: Econometric theory 18 (2002) 2, pp. 505-524

Persistent link: https://www.econbiz.de/10001661312

Has federal budget deficit policy changed in recent years?

Haug, Alfred Albert - In: Economic inquiry : journal of the Western Economic … 33 (1995) 1, pp. 104-118

Persistent link: https://www.econbiz.de/10001178708

Tests for cointegration : a Monte Carlo comparison

Haug, Alfred Albert - In: Journal of econometrics 71 (1996) 1, pp. 89-115

Persistent link: https://www.econbiz.de/10001194741

Blanchard's model of consumption : an empirical study

Haug, Alfred Albert - In: Journal of business & economic statistics : JBES ; a … 14 (1996) 2, pp. 169-177

Persistent link: https://www.econbiz.de/10001203171

The random walk hypothesis of consumption and time aggregation

Haug, Alfred Albert - In: Journal of macroeconomics 13 (1991) 4, pp. 691-700

Persistent link: https://www.econbiz.de/10001112453

A service of the