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Money demand functions : data span and tests
Haug, Alfred Albert - 1999
Persistent link: https://www.econbiz.de/10001405723
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A new test of Ricardian Equivalence using the narrative record on tax changes
Haug, Alfred Albert - 2016
Persistent link: https://www.econbiz.de/10011521402
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A currency or monetary union for New Zealand? ; An empirical study
Haug, Alfred Albert - 1999
Persistent link: https://www.econbiz.de/10001430385
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Testing linear restrictions on cointegration vectors : sizes and powers of Wald tests in finite samples
Haug, Alfred Albert - 1999
The Wald test for linear restrictions on cointegrating vectors is compared infinite samples using the Monte Carlo method. The Wald test within the vector error-correction based methods of Bewley et al (1994) and of Johansen (1991), the canonical cointegration method of Park (1992) the dynamic...
Persistent link: https://www.econbiz.de/10009793260
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On real interest rate persistence : the role of breaks
Haug, Alfred Albert - 2013
Persistent link: https://www.econbiz.de/10009701610
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Numerical distribution functions of likelihood ratio tests for cointegration
MacKinnon, James G. - 1998
Persistent link: https://www.econbiz.de/10000986762
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Conflicts among tests for cointegration
Gregory, Allan W. - 1998
Persistent link: https://www.econbiz.de/10000988171
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Conflicts among tests for cointegration
Gregory, Allan W.; Haug, Alfred Albert - 1998
Persistent link: https://www.econbiz.de/10000995692
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The impact of oil-market shocks on stock returns in major oil-exporting countries : a Markov-switching approach
Basher, Syed Abul; Haug, Alfred Albert; Sadorsky, Perry A. - 2017
Persistent link: https://www.econbiz.de/10011745274
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Combining monetary and fiscal policy in an SVAR for a small open economy
Haug, Alfred Albert; Jędrzejowicz, Tomasz; … - 2013
Persistent link: https://www.econbiz.de/10010233742