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Long memory in the housing price indices in China
Barros, Carlos Pestana; Chen, Zhongfei; Gil-Alaña, Luis A. - In: Asian Journal of Empirical Research 3 (2013) 7, pp. 785-807
This study examines the time series behaviour of housing prices series for 69 cities in China. The general housing price index, the index of newly constructed buildings and the price index of second hand buildings from 2005:7 to 2010:12 are examined. The univariate fractionally integrated models...
Persistent link: https://www.econbiz.de/10009779063
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The intrinsic value of gold : an exchange rate-free price index
Harris, Richard D. F.; Shen, Jian - In: Journal of international money and finance 79 (2017), pp. 203-217
Persistent link: https://www.econbiz.de/10011788362
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Modeling the impulse response complex network for studying the fluctuation transmission of price indices
Sun, Qingru; Gao, Xiangyun; Wen, Shaobo; Feng, Sida; … - In: Journal of economic interaction and coordination : JEIC 14 (2019) 4, pp. 835-858
Persistent link: https://www.econbiz.de/10012167837
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Regime-switching cointegration
Jochmann, Markus; Koop, Gary - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 19 (2015) 1, pp. 35-48
Persistent link: https://www.econbiz.de/10011311202
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Inflation targeting : new evidence from fractional integration and cointegration
Canarella, Giorgio; Miller, Stephen M. - 2016
Persistent link: https://www.econbiz.de/10011547550
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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
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Fractional integration and cointegration
Haulde, Javier; Nielsen, Morten Ørregaard - 2021
Persistent link: https://www.econbiz.de/10012816374
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Modelling nonlinearities in cointegration relationships
Schweikert, Karsten - 2017
Persistent link: https://www.econbiz.de/10012795244
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Modelling asymmetric relationship between exports and growth in a developing economy: evidence from Namibia
Mosikari, Teboho Jeremiah; Eita, Joel Hinaunye - In: South African journal of economic and management sciences 23 (2020) 1, pp. 1-10
Persistent link: https://www.econbiz.de/10012287130
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One-period joint forecasts of Polish inflation, unemployment and interest rate using Bayesian VEC-MSF models
Wróblewska, Justyna; Pajor, Anna - In: Central European journal of economic modelling and … 11 (2019) 1, pp. 23-45
Persistent link: https://www.econbiz.de/10012294550