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Seasonal cointegration in macroeconomic systems : case studies for small and large European countries

Kunst, Robert M. - 1990

Persistent link: https://www.econbiz.de/10000821502

Cointegration in macroeconomic systems : seasonality and explosive roots

Kunst, Robert M. - 1989

Persistent link: https://www.econbiz.de/10000800304

Seasonal cointegration in macroeconomic systems : case studies for small and large European countries

Kunst, Robert M. - In: The review of economics and statistics 75 (1993) 2, pp. 325-330

Persistent link: https://www.econbiz.de/10001144965

Optimizing time-series forecasts for inflation and interest rates using simulation and model averaging

Jumah, Adusei; Kunst, Robert M. - In: Applied economics 48 (2016) 43/45, pp. 4366-4378

Persistent link: https://www.econbiz.de/10011640093

The effects of dollar/sterling exchange rate volatility on futures markets for coffee and cocoa

Jumah, Adusei; Kunst, Robert M. - In: European review of agricultural economics : ERAE 28 (2001) 3, pp. 307-328

Persistent link: https://www.econbiz.de/10001613439

On mean reversion in real interest rates : an application of threshold cointegration

Jumah, Adusei; Kunst, Robert M. - 2002

Persistent link: https://www.econbiz.de/10001642276

The effects of Dollar, Sterling exchange rate volatility on futures markets for coffee and cocoa

Jumah, Adusei; Kunst, Robert M. - 1999

Persistent link: https://www.econbiz.de/10001451563

Modeling national accounts sub-aggregates : an application of non-linear error correction

Jumah, Adusei; Kunst, Robert M. - 2004

Persistent link: https://www.econbiz.de/10001974056

Modelling macroeconomic subaggregates : an application of nonlinear cointegration

Jumah, Adusei; Kunst, Robert M. - In: Macroeconomic dynamics 12 (2008) 2, pp. 151-171

Persistent link: https://www.econbiz.de/10003686030

The effects of dollar/sterling exchange rate volatility of futures markets for coffee and cocoa

Jumah, Adusei; Kunst, Robert M. - 1999

The paper investigates the extent to which the dollar/sterling exchange rate fluctuations affect coffee and cocoa futures prices on the London LIFFE and the New York CSCE by means of multivariate GARCH models - under the assumption that traders in perfectly competitive markets have equal access...

Persistent link: https://www.econbiz.de/10009712332