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Unit roots in Indian macro time series : tests and implications
Krishnan, Rajaram - In: Journal of quantitative economics : official journal of … 8 (1992) 1, pp. 67-82
Persistent link: https://www.econbiz.de/10001131447
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Buffer-stock money : interpreting short-run dynamics using long-run restrictions
Lastrapes, William Dean - In: Journal of money, credit and banking : JMCB 26 (1994) 1, pp. 34-54
Persistent link: https://www.econbiz.de/10001162953
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Multiple time-series modelling : another look at the Canadian money and income data
Abraham, Bovas - In: Journal of forecasting 12 (1993) 5, pp. 449-458
Persistent link: https://www.econbiz.de/10001145909
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Cointegration and Cagan's model of hyperinflation under rational expectations
Engsted, Tom - In: Journal of money, credit and banking : JMCB 25 (1993) 3, pp. 350-360
Persistent link: https://www.econbiz.de/10001150277
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Unit roots and long-run causality : investigating the relationship between output, money and interest rates
Caporale, Guglielmo Maria - In: Economic modelling 15 (1998) 1, pp. 91-112
Persistent link: https://www.econbiz.de/10001247848
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A frequency domain reformulation of Hsiao's money-income model
Mok, Pui Yim; Strong, Samuel M. - 1993
Persistent link: https://www.econbiz.de/10000928601
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Unobserved components in economic time series
Maravall Herrero, Agustín - 1996
Persistent link: https://www.econbiz.de/10000931866
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A review of nonparametric time series analysis
Härdle, Wolfgang; Lütkepohl, Helmut; Chen, Rong - 1996
Persistent link: https://www.econbiz.de/10000949642
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The time-varying-parameter model for modeling changing conditional variance : the case of the Lucas hypothesis
Kim, Chang-jin - In: Journal of business & economic statistics : JBES ; a … 7 (1989) 4, pp. 433-440
Persistent link: https://www.econbiz.de/10001074853
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A causal VARMA model analysis with an application to Canadian money and income data
Kim, Woncheol - In: Applied economics 20 (1988) 9, pp. 1167-1183
Persistent link: https://www.econbiz.de/10001055532