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An empirical model for Japan’s...
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ECONIS (ZBW)
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Time series analysis of transatlantic market interactions : evidence from crude oil and gasoline prices
Kurita, Takamitsu
- In:
International journal of business and economics
9
(
2010
)
2
,
pp. 157-173
Persistent link: https://www.econbiz.de/10008688534
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2
Co-breaking, cointegration, and weak exogeneity : modelling aggregate consumption in Japan
Kurita, Takamitsu
- In:
Economic modelling
27
(
2010
)
2
,
pp. 574-584
Persistent link: https://www.econbiz.de/10003952863
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3
A dynamic econometrics system for the real yen-dollar rate
Kurita, Takamitsu
- In:
Empirical economics : a journal of the Institute for …
33
(
2007
)
1
,
pp. 115-149
Persistent link: https://www.econbiz.de/10003491979
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4
Empirical modeling of Japan's markup and inflation, 1976 - 2000
Kurita, Takamitsu
- In:
Journal of Asian economics
21
(
2010
)
6
,
pp. 552-563
Persistent link: https://www.econbiz.de/10009244521
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5
Modelling time series data of monetary aggregates using I(2) and I(1) cointegration analysis
Kurita, Takamitsu
- In:
Bulletin of economic research
65
(
2013
)
4
,
pp. 372-388
Persistent link: https://www.econbiz.de/10010194791
Saved in:
6
An empirical model for Japan's business fixed investment
Kurita, Takamitsu
- In:
Journal of economics & business
63
(
2011
)
2
,
pp. 107-120
Persistent link: https://www.econbiz.de/10009298246
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7
Likelihood-based inference for weak exogeneity in I(2) cointegrated VAR models
Kurita, Takamitsu
- In:
Econometric reviews
31
(
2012
)
1/3
,
pp. 325-360
Persistent link: https://www.econbiz.de/10009515956
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8
Dynamic characteristics of the daily yen-dollar exchange rate
Kurita, Takamitsu
- In:
Research in international business and finance
30
(
2014
),
pp. 72-82
Persistent link: https://www.econbiz.de/10010390291
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9
A recursive Monte Carlo study of structural-break sensitivity of adjustment coefficients in cointegrated VAR systems
Kurita, Takamitsu
- In:
Journal of quantitative economics
17
(
2019
)
2
,
pp. 251-270
Persistent link: https://www.econbiz.de/10012418663
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10
Separate cointegration in a VAR system subject to structural breaks
Kurita, Takamitsu
- In:
Economics letters
179
(
2019
),
pp. 19-23
Persistent link: https://www.econbiz.de/10012121674
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