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An autoregressive distributed lag modelling approach to cointegration analysis
Pesaran, M. Hashem; Shin, Yongcheol - 1995
Persistent link: https://www.econbiz.de/10000151780
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The impact of foreign exchange intervention on Liberian dollar money supply (2006-2015) : an Autoregressive Distributed Lag (ARDL) modeling approach
Siaplay, Mounir; Kambo, Jefferson S. N.; Collins, John M. - 2016
Persistent link: https://www.econbiz.de/10012213850
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Mixed-frequency cointegrating regressions with parsimonious distributed lag structures
Miller, J. Isaac - 2012
Persistent link: https://www.econbiz.de/10009743202
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Selection of optimal lag length in cointegrated VAR models with weak form of common cyclical features
Gutiérrez, Carlos Enrique Carrasco (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003512776
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A multivariate autoregressive distributed lag unit root test
McNown, Robert F.; Sam, Chung Yan; Khoon, Goh Soo; Goh, … - 2023
Persistent link: https://www.econbiz.de/10014328846
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Bootstrapping the autoregressive distributed lag test for cointegration
McNown, Robert F.; Sam, Chung Yan; Khoon, Goh Soo - 2016
Persistent link: https://www.econbiz.de/10011661141
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Short-term inflation projections model and its assessment in Latvia
Bessonovs, Andrejs; Krasnopjorovs, Olegs - 2020
Persistent link: https://www.econbiz.de/10012155729
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The lags of monetary policy
Gruen, David W. R.; Romalis, John; Chandra, Naveen - 1997
Persistent link: https://www.econbiz.de/10000965964
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Measuring lag structure in forecasting models : the introduction of time distance
Granger, C. W. J.; Jeon, Yongil - 1997
Persistent link: https://www.econbiz.de/10000979041