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Is the Fisher effect asymmetric? : cointegration analysis and expectations measurement
Cushman, David O.; De Vita, Glauco; Trachanas, Emmanouil - In: International journal of finance & economics : IJFE 28 (2023) 4, pp. 3727-3748
Persistent link: https://www.econbiz.de/10014429167
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Bootstrap testing for cointegration of international commodity prices
Pynnönen, Seppo; Vataja, Juuso - 1997
Persistent link: https://www.econbiz.de/10000657220
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Bootstrap testing for small sample cointegration analysis
Pynnönen, Seppo; Vataja, Juuso - 1996
Persistent link: https://www.econbiz.de/10000625385
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Wild bootstrap testing for cointegration in an ESTAR error correction model
Maki, Daiki - In: Economic modelling 47 (2015), pp. 280-291
Persistent link: https://www.econbiz.de/10011439126
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Revisiting the causality between electricity consumption and economic growth in South Africa : a bootstrap rolling-window approach
Dlamini, Janneke; Balcilar, Mehmet; Gupta, Rangan; … - In: International journal of economic policy in emerging … 8 (2015) 2, pp. 169-190
Persistent link: https://www.econbiz.de/10011412719
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Estimating price and income demand elasticities for Spain separately by the major source markets
Álvarez-Díaz, Marcos; González Gómez, Manuel; Otero … - In: Tourism economics : the business and finance of tourism … 21 (2015) 5, pp. 1103-1110
Persistent link: https://www.econbiz.de/10011416448
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Bootstrap testing of hypotheses on co-integration relations in vector autoregressive models
Cavaliere, Giuseppe; Bohn Nielsen, Heino; Rahbek, Anders - In: Econometrica : journal of the Econometric Society, an … 83 (2015) 2, pp. 813-831
Persistent link: https://www.econbiz.de/10011350499
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Temporal causality between house prices and output in the US : a bootstrap rolling window approach
Nyakabawo, Wendy; Miller, Stephen M.; Balcilar, Mehmet; … - 2013
Persistent link: https://www.econbiz.de/10009779957
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An empirical examination of the generalized Fisher effect using cross-sectional correlation robust tests for panel cointegration
Omay, Tolga; Yüksel, Aslı; Yüksel, Aydın - In: Journal of international financial markets, … 35 (2015), pp. 18-29
Persistent link: https://www.econbiz.de/10011474678
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Bootstrap tests for time varying cointegration
Martins, Luís Filipe - In: Econometric reviews 37 (2018) 1/5, pp. 466-483
Persistent link: https://www.econbiz.de/10012039357