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The profitability of contrarian stock pairs identified using a partial adjustment model : an evaluation of Chinese and Australian stocks

Abraham, Santosh Mon - In: International journal of economics and finance 5 (2013) 11, pp. 82-94

Persistent link: https://www.econbiz.de/10010221327

Consumption, aggregate wealth and expected stock returns : an FCVAR approach

Quineche, Ricardo - In: Journal of time series econometrics 13 (2021) 1, pp. 21-42

Persistent link: https://www.econbiz.de/10012437824

partialCI : an R package for the analysis of partially cointegrated time series

Clegg, Matthew; Krauss, Christopher; Rende, Jonas - In: Essays on financial time series analysis, (pp. 13-45). 2019

Partial cointegration is a weakening of cointegration, allowing for the residual series to contain a mean-reverting and …, but can be modeled with partial cointegration. …

Persistent link: https://www.econbiz.de/10012321317

Cointegration and structure in Norwegian wage-price dynamics

Gjelsvik, Marit; Nymoen, Ragnar; Sparrman, Victoria - In: Econometrics : open access journal 8 (2020) 3/29, pp. 1-15

leader. We estimate a model of wage formation in manufacturing and in two other sectors. Deciding cointegration rank is an … cointegration analysis provides evidence that collective wage negotiations in manufacturing have defined wage norms for the rest of …

Persistent link: https://www.econbiz.de/10012265703

Cointegrated dynamics for a generalized long memory process : application to interest rates

Asai, Manabu; Peiris, Shelton; McAleer, Michael; Allen, … - In: Journal of time series econometrics 12 (2020) 1, pp. 1-18

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Canonical correlation analysis in panel vector error correction model performance comparison

Kebłowski, Piotr - In: Central European journal of economic modelling and … 8 (2016) 4, pp. 203-217

Persistent link: https://www.econbiz.de/10011634918

The dynamic response patterns of output to credit : the case of Saudi Arabia

Alkhatib, Said M. - In: International journal of economics and business research 11 (2016) 1, pp. 11-25

Persistent link: https://www.econbiz.de/10011589209

The linear systems approach to linear rational expectations models

Sadoon, Majid M. al- - 2016 - This version November 2016

Persistent link: https://www.econbiz.de/10011590194

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

partialCI : an R package for the analysis of partially cointegrated time series

Clegg, Matthew; Krauss, Christopher; Rende, Jonas - 2017

Partial cointegration is a weakening of cointegration, allowing for the residual series to contain a mean-reverting and …, but can be modeled with partial cointegration. …

Persistent link: https://www.econbiz.de/10011597666