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Representation of cointegrated autoregressive processes with application to fractional processes
Johansen, Søren - In: Econometric reviews 28 (2009) 1/3, pp. 121-145
Persistent link: https://www.econbiz.de/10003800708
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Tests for long-run granger non-causality in cointegrated systems
Yamamoto, Taku (contributor); Kurozumi, Eiji (contributor) - 2003
Persistent link: https://www.econbiz.de/10002530549
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The granger non-causality test in cointegrated vector autoregressions
Chigira, Hiroaki (contributor); Yamamoto, Taku (contributor) - 2003
Persistent link: https://www.econbiz.de/10002530560
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Unit roots and all that : the impact of time-series methods on macroeconomics
Smith, Ron - 2000
Persistent link: https://www.econbiz.de/10003037715
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Testing alternative money theories: a G7 application
Panagopoulos, Yannis; Spiliotis, Aristotelis - 2005
Persistent link: https://www.econbiz.de/10002884398
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An empirical approach to the Greek money supply
Panagopoulos, Yannis; Spiliotis, Aristotelis - 2005
Persistent link: https://www.econbiz.de/10002884412
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The diffusion of housing price movements from centre to surrounding areas
Oikarinen, Elias (contributor) - 2005
Persistent link: https://www.econbiz.de/10002756954
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Can we predict GDP through examining the past values of money? : Empirical evidence from an Asian tiger
Feridun, Mete - In: Economia internazionale 58 (2005) 1, pp. 1-7
Persistent link: https://www.econbiz.de/10002722760
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Subsampling vector autoregressive tests of linear constraints
Choi, In - In: Journal of econometrics 124 (2005) 1, pp. 55-89
Persistent link: https://www.econbiz.de/10002439389
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On the causality between saving and growth : long- and short-run dynamics and country heterogeneity
Andersson, Björn - 1999
Persistent link: https://www.econbiz.de/10001427066