Narrow search
Showing 1 - 10 of 2,211
Cover Image
Are US real house prices stationary? : new evidence from univariate and panel data
Zhang, Jing; Jong, Robert M. de; Haurin, Donald R. - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 20 (2016) 1, pp. 1-18
Persistent link: https://www.econbiz.de/10011431067
Cover Image
State-space cointegration modeling for the analysis of exogenous shocks to prices in Israeli-Palestinian food trade
Ihle, Rico; Götz, Linde Johanna; Rubin, Ofir D. - 2011
employing the Kalman filter. The time-varying cointegration parameters suggest that the security measures indeed impacted price …
Persistent link: https://www.econbiz.de/10010356541
Cover Image
Automatic identification of general vector error correction models
Arbués, Ignacio; Ledo, Ramiro; Matilla-García, Mariano - 2016
There are a number of econometrics tools to deal with the different types of situations in which cointegration can …
Persistent link: https://www.econbiz.de/10011554319
Cover Image
Automatic identification of general vector error correction models
Arbués, Ignacio; Ledo, Ramiro; Matilla-García, Mariano - 2016
There are a number of econometrics tools to deal with the different type of situations in which cointegration can …
Persistent link: https://www.econbiz.de/10011499608
Cover Image
Testing for and estimating structural breaks and other nonlinearities in a dynamic monetary sector
Ericsson, Neil R. - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 20 (2016) 4, pp. 377-398
Persistent link: https://www.econbiz.de/10011649116
Cover Image
Is Switzerland an interest rate island after all? : time series and non-linear switching regime evidence
Feld, Lars P.; Köhler, Ekkehard A. - 2015
Has the "Swiss interest rate anomaly" persisted after the financial crisis? Regarding the hypothesis that the Swiss interest rate anomaly results from systemic risk anticipation, we discuss whether Switzerland remains an interest rate island in the wake of the financial crisis. We find evidence...
Persistent link: https://www.econbiz.de/10011392550
Cover Image
Is Switzerland an interest rate island after all? : time series and non-linear switching regime evidence
Feld, Lars P.; Köhler, Ekkehard A. - 2015
Has the “Swiss interest rate anomaly” persisted after the financial crisis? Regarding the hypothesis that the Swiss interest rate anomaly results from systemic risk anticipation, we discuss whether Switzerland remains an interest rate island in the wake of the financial crisis. We find...
Persistent link: https://www.econbiz.de/10011404631
Cover Image
A time series analysis of aggregate consumption function for Pakistan
Ul Islam, Tanweer; Zafar, Zakia - In: Argumenta oeconomica 38 (2017) 1, pp. 243-255
Persistent link: https://www.econbiz.de/10012284661
Cover Image
Energy consumption and economic growth in China : evidence from state-space model
Behera, Jaganath - In: The empirical economics letters : a monthly … 15 (2016) 12, pp. 1143-1156
Persistent link: https://www.econbiz.de/10011717170
Cover Image
Determination of long-run and short-run dynamics in EC-VARMA models via canonical correlations
Athanasopoulos, George; Poskitt, Donald Stephen; Vahid, … - 2014
Persistent link: https://www.econbiz.de/10011780861