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Long run relations and structural change
Gabriel, Vasco Joaquin da Cruz Ricardo de Assunçãs - 2002
Persistent link: https://www.econbiz.de/10001800798
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Bayesian inference in cointegrated systems
Amisano, Gianni - In: Research in economics : an international review of economics 57 (2003) 4, pp. 287-314
Persistent link: https://www.econbiz.de/10001845959
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Identification of dynamic economic models from reduced form VECM structures : an application of covariance restrictions
Rasche, Robert H. - 2000
Persistent link: https://www.econbiz.de/10001581126
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The representative household's demand for money in a cointegrated VAR model
Thórarinn G. Pétursson (contributor) - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001549087
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On the I(2) cointegration model
Jørgensen, Clara M. D. - 2000
Persistent link: https://www.econbiz.de/10001493779
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Modelling money demand in open economies : the case of selected Asian countries
Khalid, Ahmed M. - In: Applied economics 31 (1999) 9, pp. 1129-1135
Persistent link: https://www.econbiz.de/10001438545
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The representative household's demand for money in a cointegrated VAR model
Thórarinn G. Pétursson - In: The econometrics journal 3 (2000) 2, pp. 162-176
Persistent link: https://www.econbiz.de/10001546176
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Coffee, the money market, the real exchange rate, and economic fluctuations in Colombia
Otero, Jesus Gilberto - 1998
Persistent link: https://www.econbiz.de/10001516048
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A primer on cointegration with an application to money and income
Dickey, David A. - In: Review / Federal Reserve Bank of St. Louis 73 (1991) 2, pp. 58-78
Persistent link: https://www.econbiz.de/10001107001
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A simple estimator of cointegrating vectors in higher order integrated systems
Stock, James H. - In: Econometrica : journal of the Econometric Society, an … 61 (1993) 4, pp. 783-820
Persistent link: https://www.econbiz.de/10001147143