77 results
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2. The Effects of Ignoring Level Shifts on Systems Cointegration Tests
3. The long run, market power and retail pricing
4. LR cointegration tests when some cointegrating relations are known
5. Finance–growth nexus: does causality withstand financial liberalization? Evidence from cointegrated VAR
6. Cointegration analysis with state space models
7. Tests for cointegration with two unknown regime shifts with an application to financial market integration
8. Economic growth and financial development: Empirical analysis of three Scandinavian countries
9. Uncovered interest rate parity and analysis of monetary convergence of potential EMU accession countries
10. Size and power of some cointegration tests under structural breaks and heteroskedastic noise
11. The power of bootstrap based tests for parameters in cointegrating regressions
12. Tests of integration in circular autoregressive models
13. Fully modified estimation of cointegrating vectors via var prewhitening: A simulation study
14. Testing for cointegration at any frequency using spectral methods
15. Implications of temporal aggregation on the relation between two time series
16. The influence of heteroskedastic variances on cointegration tests: A comparison using Monte Carlo simulations
17. The cross-country importance of global sentiments—evidence for smaller EU countries
18. Tests for cointegration rank and the initial condition
19. Energy dependence, oil prices and exchange rates: the Dominican economy since 1990
20. The dollar-euro exchange rate and macroeconomic fundamentals: a time-varying coefficient approach
21. Testing fiscal sustainability in Poland: a Bayesian analysis of cointegration
22. Agricultural policy regime change assessment: Austrian accession to the European union
23. Autocorrelation-based tests for vector error correction models with uncorrelated but nonindependent errors
24. The Relationship Among African American Male Earnings, Employment, Incarceration and Immigration in the United States: A Time Series Approach
25. Do hours worked contain a unit root? Evidence from panel data
26. The sustainability of the current account in the Czech Republic, Hungary and Slovenia
27. A replication note on unemployment in the OECD since the 1960s: what do we know?
28. Non-linear cointegration and adjustment: an asymmetric exponential smooth-transition model for US interest rates
29. Exchange rate volatility and United Kingdom trade: evidence from Canada, Japan and New Zealand
30. Consumption and population age structure
31. An empirical investigation of the sustainability of the public deficit in Portugal
32. Estimates of Money Demand Functions for Estonia
33. Why did US air pollution decline after 1970?
34. UK money demand 1873–2001: a long-run time series analysis and event study
35. The prices of silver and exchange rates in a metallic monetary system—the cases of India and Iran
36. Structural vector autoregressive analysis for cointegrated variables
37. Effects of government expenditure on private investment: Canadian empirical evidence
38. The forecasting ability of a cointegrated VAR system of the UK tourism demand for France, Spain and Portugal
39. Macroeconomic conditions, institutional factors and demographic structure: What causes welfare caseloads?
40. Convergence among five industrial countries (1870–1994): Results from a time varying cointegration approach
41. Estimating the export and import demand for manufactured goods: The role of FDI
42. A monetary vector error correction model of the Euro area and implications for monetary policy
43. The relationship between output and unemployment: Evidence from Greek regions
44. Time series analysis of fertility and female labor market behavior
45. Forecasting inflation from the term structure
46. European common stochastic long-run trends
47. The effect of energy on the adoption of conservation tillage in the United States
48. Conditional correlations in the returns on oil companies stock prices and their determinants
49. Cointegration and causal relationships among steel prices of Mainland China, Taiwan, and USA in the presence of multiple structural changes
50. Is health care a luxury or a necessity or both? Evidence from Turkey
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