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Causality and cointegration : empirical application for money, interest rates and real income ; the case of France and Japan
Kilponen, Juha; Sone, Koichiro - 1993
Persistent link: https://www.econbiz.de/10000864934
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Exchange rates and formation of expectations : are nonlinear models appropriate?
Causse, Dominique - 1989
Persistent link: https://www.econbiz.de/10000802242
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Encompassing univariate models in multivariate time series : a case study
Maravall, Agustín; Mathis, Alexandre - 1992
Persistent link: https://www.econbiz.de/10000142896
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Interest rates linkages between the French, German and USA interest rates: econometric evidence for the "German and US Dominance" hypothesis
Fisher, Lance; Joyeux, Roselyne; Worner, William E. - 1997
Persistent link: https://www.econbiz.de/10000658094
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Peut-on exploiter le lien statistique entre cours et volumes? : Le cas de quatre bourses de valeurs
Chauveau, Thierry - 1997
Persistent link: https://www.econbiz.de/10000962614
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Multi-factor Gegenbauer processes and European inflation rates
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2009
parameters at each frequency separately, and adopt this framework to model quarterly prices in three European countries (France …, Italy and the UK). The empirical results suggest that inflation in France and Italy is nonstationary. However, while for the …
Persistent link: https://www.econbiz.de/10003832660
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Multi-Factor Gegenbauer processes and European inflation rates
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2009
parameters at each frequency separately, and adopt this framework to model quarterly prices in three European countries (France …, Italy and the UK). The empirical results suggest that inflation in France and Italy is nonstationary. However, while for the …
Persistent link: https://www.econbiz.de/10003850335
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Neutral networks to detect nonlinearities in time series : analysis of business cycle in France and the United Kingdom
Kiani, Khurshid M. - In: Applied econometrics and international development 9 (2009) 1, pp. 67-76
Persistent link: https://www.econbiz.de/10008667241
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Fractional integration and business cycle features
Candelon, Bertrand; Gil-Alaña, Luis A. - 2001
integration as well as by the other short run components of the series. Then, we model the real GDP in France, the UK and the US …
Persistent link: https://www.econbiz.de/10009614295
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Dynamic factors in the presence of block structure
Hallin, Marc (contributor); Liška, Roman (contributor) - 2008
Persistent link: https://www.econbiz.de/10003724330