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Simple but effective : the OeNB's forecasting model for selected CESEE countries

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VARs, cointegration and common cycle restrictions

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Output growth and monetary policy interaction in a common monetary area : forecasting with VEC models in Namibia, Lesotho, South Africa and Swaziland, 1981 - 2004

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Fractional cointegration analysis of securitized real estate

Serrano, Camilo; Hoesli, Martin - 2009

This paper uses fractional cointegration analysis to examine whether long-run relations exist between securitized real …. We find strong evidence of fractional cointegration between securitized real estate and the three sets of variables. Such … cointegration for forecasting purposes proves particularly useful since the start of the financial crisis …