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The effect of economic policy uncertainty under fractional integration

Ramirez, Carlos D. - In: Portuguese economic journal 23 (2024) 1, pp. 89-110

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Adaptive market hypothesis : the story of the stock markets and COVID-19 pandemic

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Testing conditional independence in macroeconomic policy evaluation for time series data

Fang, Ying; Lin, Ming; Tang, Shengfang; Cai, Zongwu - 2021

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Unveiling endogeneity and temporal dependence between tourism revenues/expenditures and macroeconomic variables in Brazil : a stochastic hidden Markov model approach

Wanke, Peter; Figueiredo, Otávio; Antunes, Jorge Junio … - In: Tourism economics : the business and finance of tourism … 25 (2019) 1, pp. 3-21

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The perils of counterfactual analysis with integrated processes

Carvalho, Carlos Viana de; Masini, Ricardo; Medeiros, … - 2016

are formed by integrated process of order 1. We find that without a cointegration relation (spurious case) the …. Whereas, for the case when at least one cointegration relation exists, we have a T-consistent estimator for the intervention …

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The relationship between the inflation rate and the unemployment rate in Poland and their long-term associations with selected macroeconomic variables

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The response of macroeconomic aggregates to monetary policy shocks in Pakistan

Rashid, Abdul; Jehan, Zainab - In: Journal of financial economic policy 6 (2014) 4, pp. 314-330

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Tourism and economic growth in Nepal

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Long run dynamics of world food, crude oil prices and macroeconomic variables : a cointegration VAR analysis

Fernandez, Jose M. - 2014

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Foreign direct investment and macroeconomic factors : evidence from the Indian economy

Tripathi, Vanita; Seth, Ritika; Bhandari, Varun - In: Asia-Pacific journal of management research and … 11 (2015) 1, pp. 46-56

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