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Long and short growth trends and cycles : an application of multivariate structural time series models to five countries
Fayolle, Jacky; Micolet, Paul-Emmanuel; Trequattrini, Luc - 1999
Persistent link: https://www.econbiz.de/10001497480
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Cointegration approach to estimating bilateral trade elasticities between US and her trading partners
Bahmani-Oskooee, Mohsen; Brooks, Taggert J. - In: International economic journal 13 (1999) 4, pp. 119-128
Persistent link: https://www.econbiz.de/10001444582
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Explaining long- and short-run interactions in time series data
Picci, Lucio - In: Journal of business & economic statistics : JBES ; a … 19 (2001) 1, pp. 85-94
Persistent link: https://www.econbiz.de/10001543454
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The existence, endogeneity, and synchronization of long waves : structural time series model estimates
Goldstein, Jonathan P. - In: Review of radical political economics 31 (1999) 4, pp. 61-101
Persistent link: https://www.econbiz.de/10001475916
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Excess stock returns and news : evidence from European markets
Malliaropulos, Dimitrios - In: European financial management : the journal of the … 4 (1998) 1, pp. 29-46
Persistent link: https://www.econbiz.de/10001244084
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European time-series relationships between inflation and inflation uncertainty : in search of threshold levels
Arnold, Ivo J. M. - In: De economist : Netherlands economic review ; quarterly … 143 (1995) 4, pp. 495-519
Persistent link: https://www.econbiz.de/10001193945
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International evidence on equity prices, interest rates and money
Lastrapes, William Dean - In: Journal of international money and finance 17 (1998) 3, pp. 377-406
Persistent link: https://www.econbiz.de/10001246600
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Fluctuations et croissance en Europe : une analyse empirique
Reichlin, Lucrezia - In: Observations et diagnostics économiques / Revue de l'OFCE (1989), pp. 71-93
Persistent link: https://www.econbiz.de/10001078998
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Trends, random walks, and the expectations-augmented Phillips curve evidence from six countries
Wasserfallen, Walter - In: Journal of money, credit and banking : JMCB 20 (1988) 3, pp. 306-318
Persistent link: https://www.econbiz.de/10001054904
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Can nominal exchange rates be differenced to stationarity?
Wu, Jyh-lin - In: Economics letters 55 (1997) 3, pp. 397-402
Persistent link: https://www.econbiz.de/10001227219