Similar Search Results

I(1) and I(2) cointegration analysis : theory and applications

Bohn Nielsen, Heino - 2004

Persistent link: https://www.econbiz.de/10002018707

An I(2) cointegration model with piecewise linear trends : likelihood analysis and application

Kurita, Takamitsu; Bohn Nielsen, Heino; Rahbek, Anders - 2009

Persistent link: https://www.econbiz.de/10003859942

An I(2) cointegration model with piecewise linear trends : likelihood analysis and application

Kurita, Takamitsu; Bohn Nielsen, Heino; Rahbek, Anders - 2009

Persistent link: https://www.econbiz.de/10003863153

Unit root vector autoregression with volatility induced stationarity

Rahbek, Anders; Bohn Nielsen, Heino - 2012

Persistent link: https://www.econbiz.de/10009545958

Unit root vector autoregression with volatility induced stationarity

Rahbek, Anders; Bohn Nielsen, Heino - 2012

Persistent link: https://www.econbiz.de/10009546007

Monetary policy in the Greenspan era : a time series analysis of rules vs. discretion

Møller Christensen, Anders; Bohn Nielsen, Heino - In: Oxford bulletin of economics and statistics 71 (2009) 1, pp. 69-89

Persistent link: https://www.econbiz.de/10003801411

Has US monetary policy followed the Taylor rule? : A cointegration analysis 1988 - 2002

Møller Christensen, Anders (contributor); … - 2003 - [Elektronische Ressource]

Based on the equilibrium correction structure of a cointegrated vector autoregression it is rejected that US monetary policy 1988-2002 can be described by a traditional Taylor (1993) rule. Instead we find a stable long-term relationship between the Federal funds rate, the unemployment rate, and...

Persistent link: https://www.econbiz.de/10001788799