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Structural analysis of vector error correction models with exogenous I(1) variables

Pesaran, M. Hashem; Shin, Yongcheol; Smith, Richard J. - 1997

Persistent link: https://www.econbiz.de/10000629002

Cointegration and speed of convergence to equilibrium

Pesaran, M. Hashem; Shin, Yongcheol - 1993

Persistent link: https://www.econbiz.de/10000142724

Global and national macroeconometric modelling : a long-run structural approach

Garratt, Anthony - 2006 - 1. publ.

Persistent link: https://www.econbiz.de/10003304640

Taxation and the asymmetric adjustment of selected retail energy prices in the UK

Greenwood-Nimmo, Matthew; Shin, Yongcheol - In: Economics letters 121 (2013) 3, pp. 411-416

Persistent link: https://www.econbiz.de/10010392158

Bounds testing approaches to the analysis of level relationships

Pesaran, M. Hashem; Shin, Yongcheol; Smith, Richard J. - In: Journal of applied econometrics 16 (2001) 3, pp. 289-326

Persistent link: https://www.econbiz.de/10001591901

A long run structural macroeconometric model of the UK

Garratt, Anthony; Lee, Kevin C.; Pesaran, M. Hashem; … - In: The economic journal : the journal of the Royal … 113 (2003), pp. 412-455

Persistent link: https://www.econbiz.de/10001761584

Forecast uncertainties in macroeconomic modeling : an application to the UK economy

Garratt, Anthony; Lee, Kevin C.; Pesaran, M. Hashem; … - In: Journal of the American Statistical Association : JASA 98 (2003) 464, pp. 829-838

Persistent link: https://www.econbiz.de/10001971275

Structural analysis of vector error correction models with exogenous I (1) variables

Pesaran, M. Hashem; Shin, Yongcheol; Smith, Richard J. - In: Journal of econometrics 97 (2000) 2, pp. 293-343

Persistent link: https://www.econbiz.de/10001496593

Forecast uncertainties in macroeconometric modelling : an application to the UK economy

Garratt, Anthony; Lee, Kevin C.; Pesaran, M. Hashem - 2000

This paper argues that probability forecasts convey information on the uncertainties that surround macroeconomic forecasts in a manner which is straightforward and which is preferable to other alternatives, including the use of confidence intervals. Probability forecasts relating to UK output...

Persistent link: https://www.econbiz.de/10001539419

Cointegration and speed of convergence to equilibrium

Pesaran, M. Hashem - In: Journal of econometrics 71 (1996) 1, pp. 117-143

Persistent link: https://www.econbiz.de/10001194740