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The unbiased forward rate hypothesis re-examined

Naka, Atsuyuki - In: Journal of international money and finance 14 (1995) 6, pp. 857-867

Persistent link: https://www.econbiz.de/10001194447

Nonlinear cointegration analysis and the environmental Kuznets curve

Hong, Seung Hyun; Wagner, Martin - 2008

Persistent link: https://www.econbiz.de/10003735935

Long-run relation and short-run dynamics in energy consumption-output relationship : international evidence from country panels with different growth rates

Mohammadi, Hassan; Amin, Modhurima Dey - In: Energy economics 52 (2015) 1, pp. 118-126

Persistent link: https://www.econbiz.de/10011568141

World-wide purchasing power parity

Jacobson, Tor; Nessén, Marianne - 1998

Persistent link: https://www.econbiz.de/10011583890

Nonlinear cointegration analysis and the environmental Kuznets curve

Hong, Seung Hyun; Wagner, Martin - 2008

cointegration techniques. The EKC literature has failed to acknowledge that such regressions involve unit root nonstationary …-sample KPSS type cointegration test. We present simulation results illustrating the performance of the estimators and tests. In … modified estimation ; nonlinear cointegration analysis ; environmental Kuznets curve …

Persistent link: https://www.econbiz.de/10009735348

Shadow economy and economic development : a panel cointegration and causality analysis

Bilan, Yuriy; Tiutiunyk, Inna; Lyeonov, Sergij; … - In: International journal of economic policy in emerging … 13 (2020) 2, pp. 173-193

Persistent link: https://www.econbiz.de/10012251022

Estimation of causal relationship between world gold prices and KSE 100 index : evidence from Johansen cointegration technique

Ahmed, Rizwan Raheem; Vveinhardt, Jolita - In: Acta oeconomica : periodical of the Hungarian Academy … 68 (2018) 1, pp. 51-77

Persistent link: https://www.econbiz.de/10011895343

Econometric estimates of Earth's transient climate sensitivity

Phillips, Peter C. B.; Leirvik, Thomas; Storelvmo, Trude - In: Journal of econometrics 214 (2020) 1, pp. 6-32

Persistent link: https://www.econbiz.de/10012438082

Estimating and calibrating MFMod : a panel data approach to identifying the parameters of data poor countries in the World Bank's structural macro model

Burns, Andrew; Jooste, Charl - 2019

This paper summarizes the World Bank's approach to identifying parameters for key equations in its macro structural model for countries where short sample sizes or major structural changes render traditional time-series approaches infeasible or yield unstable estimates. To identify parameters...

Persistent link: https://www.econbiz.de/10012059243

Purchasing Power Parity in High Inflation Countries : A Cointegration Analysis of Integrated Variables with Trend Breaks

Zhou, Su - 1998

test PPP using Johansen's (1988) multivariate cointegration technique. The cointegration tests are conducted with the …

Persistent link: https://www.econbiz.de/10014071881