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Mixed-frequency cointegrating regressions with parsimonious distributed lag structures

Miller, J. Isaac - In: Journal of financial econometrics : official journal of … 12 (2014) 3, pp. 584-614

Persistent link: https://www.econbiz.de/10010391945

Structural analysis of cointegration VARs

Pesaran, M. Hashem; Smith, Ron - In: Journal of economic surveys 12 (1998) 5, pp. 471-505

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Detection of lead-lag relationships using both time domain and time-frequency domain : an application to wealth-to-income ratio

Skoura, Angeliki - In: Economies : open access journal 7 (2019) 2/28, pp. 1-27

The objective of this paper is the joint application of two different methodological concepts for the detection of lead-lag relationships in economic time-series in order to investigate their consistency and their potential complementarity. The first methodology, a time domain analysis based on...

Persistent link: https://www.econbiz.de/10012021697

The effect of crude oil prices on economic growth in South East Sulawesi, Indonesia : an application of autoregressive distributed lag model

Saidi, La Ode; Adam, Pasrun; Rahim, Manat; Rosnawintang - In: International Journal of Energy Economics and Policy : IJEEP 9 (2019) 2, pp. 194-198

Persistent link: https://www.econbiz.de/10012026974

New evidence of interest rate pass-through in Taiwan : a nonlinear autoregressive distributed lag model

Zhang, Zan; Tsai, Su-Ling; Chang, Tsangyao - In: Global economic review 46 (2017) 2, pp. 129-142

Persistent link: https://www.econbiz.de/10011658271

Understanding the dynamics of the macroeconomic trilemma

Hosny, Amr; Kishor, N. Kundan; Bahmani-Oskooee, Mohsen - In: International review of applied economics 29 (2015) 1, pp. 32-64

Persistent link: https://www.econbiz.de/10010533062

Is the effect of the exchange rate on stock prices symmetric or asymmetric? : evidence from Sudan

Mohamed, Omer Ahmed Sayed; Elmahgop, Faiza Omer Mohammed - In: International journal of economics and financial issues … 10 (2020) 2, pp. 209-215

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Auto-regressive Distributed Lag Model for long-run US household debt determinants

Swanepoel, Ezelda - In: Investment management and financial innovations 16 (2019) 3, pp. 40-48

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Monetary uncertainty and demand for money stability in Nigeria : an autoregressive distributed lag approach

El-Rasheed, Shehu; Hussin Abdullah; Jauhari Dahalan - In: International journal of economics and financial issues … 7 (2017) 1, pp. 601-607

Persistent link: https://www.econbiz.de/10011785152

The stability of money demand function in Jordan : evidence from the autoregressive distributed lag model

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Persistent link: https://www.econbiz.de/10011844027

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