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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

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

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

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

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

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

Normalising cointegrating relationships subject to long-run exclusion

Kurita, Takamitsu - In: Economics letters 192 (2020), pp. 1-4

Persistent link: https://www.econbiz.de/10012508580

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/10009957174

Evaluating PcGets and RETINA as automatic model selection algorithms

Castle, Jennifer L. - In: Oxford bulletin of economics and statistics 67 (2005) suppl, pp. 837-880

Persistent link: https://www.econbiz.de/10003229054

The empirical modelling of house prices and debt revisited: A policy-oriented perspective

Boug, Pål; Hungnes, Håvard; Kurita, Takamitsu - 2021

The recent boom in house prices in many countries during the Covid-19 pandemic and the possibility of household financial distress are of concern among some central banks. We revisit the empirical modelling of house prices and household debt with a policy-oriented perspective using Norwegian...

Persistent link: https://www.econbiz.de/10012872995