The following pages link to (Q3415188):
Displaying 46 items.
- Forecasting inflation using commodity price aggregates (Q472756) (← links)
- Modelling longevity bonds: analysing the Swiss Re Kortis bond (Q492630) (← links)
- The ontological status of shocks and trends in macroeconomics (Q516204) (← links)
- Long-run exclusion and the determination of cointegrating rank: Monte Carlo evidence (Q551471) (← links)
- Modelling and measuring price discovery in commodity markets (Q736559) (← links)
- Cointegration, long-run structural modelling and weak exogeneity: two models of the UK economy (Q736560) (← links)
- Testing hypotheses in an \(I(2)\) model with piecewise linear trends. An analysis of the persistent long swings in the Dmk/\$ rate (Q736564) (← links)
- Some identification problems in the cointegrated vector autoregressive model (Q736675) (← links)
- Malthus in cointegration space: evidence of a post-Malthusian pre-industrial England (Q744401) (← links)
- Normalising cointegrating relationships subject to long-run exclusion (Q777694) (← links)
- Effects of a signal-to-noise ratio on finite sample inference for cointegrating vectors (Q991163) (← links)
- Bootstrap and fast double bootstrap tests of cointegration rank with financial time series (Q1023836) (← links)
- On the relationship between the theory of cointegration and the theory of phase synchronization (Q1630395) (← links)
- The cointegrated vector autoregressive model with general deterministic terms (Q1652953) (← links)
- Money and velocity during financial crises: from the Great Depression to the Great Recession (Q1655598) (← links)
- Generalized method of moments estimation for cointegrated vector autoregressive models (Q1658311) (← links)
- The power of bootstrap tests of cointegration rank (Q2259346) (← links)
- Econometric modelling of climate systems: the equivalence of energy balance models and cointegrated vector autoregressions (Q2280616) (← links)
- Pitfalls and merits of cointegration-based mortality models (Q2292183) (← links)
- Purchasing power parity between the UK and Germany: the euro era (Q2416085) (← links)
- The long-run determination of the real exchange rate. Evidence from an intertemporal modelling framework using the dollar-pound exchange rate (Q2416286) (← links)
- Separate cointegration in a VAR system subject to structural breaks (Q2419890) (← links)
- Granger causality, exogeneity, cointegration, and economic policy analysis (Q2511789) (← links)
- Econometric analysis of structural systems with permanent and transitory shocks (Q2654404) (← links)
- Testing for UIP-type relationships: nonlinearities, monetary announcements and interest rate expectations (Q2685474) (← links)
- Local power of likelihood-based tests for cointegrating rank: Comparative analysis of full and partial systems (Q2851992) (← links)
- MODELLING TIME SERIES DATA OF MONETARY AGGREGATES USING<i>I</i>(2) AND<i>I</i>(1) COINTEGRATION ANALYSIS (Q2870071) (← links)
- (Q2971499) (← links)
- The transmission of shocks between Europe, Japan and the United States (Q3065492) (← links)
- Combining forecasts based on multiple encompassing tests in a macroeconomic core system (Q3101656) (← links)
- Influential observations in cointegrated VAR models: Danish money demand 1973–2003 (Q3499427) (← links)
- (Q3545295) (← links)
- ANALYSIS OF COEXPLOSIVE PROCESSES (Q3577705) (← links)
- Accelerated Estimation of Switching Algorithms: The Cointegrated VAR Model and Other Applications (Q4578182) (← links)
- Oracle Efficient Estimation of Structural Breaks in Cointegrating Regressions (Q5030952) (← links)
- Revealing unnoticed properties of super exogeneity in a cointegrated vector autoregression (Q5046817) (← links)
- Misspecification Testing: Non-Invariance of Expectations Models of Inflation (Q5080460) (← links)
- On the usability of the fluctuation test statistic to identify multiple cointegration break points (Q5138109) (← links)
- Modelling comovements of economic time series: a selective survey (Q5148510) (← links)
- HAAVELMO’S PROBABILITY APPROACH AND THE COINTEGRATED VAR (Q5247351) (← links)
- TRYGVE HAAVELMO’S EXPERIMENTAL METHODOLOGY AND SCENARIO ANALYSIS IN A COINTEGRATED VECTOR AUTOREGRESSION (Q5247353) (← links)
- Exploring the Impact of Multivariate GARCH Innovations on Hypothesis Testing for Cointegrating Vectors (Q5299921) (← links)
- A multivariate time series approach to projected life tables (Q5391287) (← links)
- Some notes on nonlinear cointegration: A partial review with some novel perspectives (Q5861017) (← links)
- The impact of the Hungarian retail debt program (Q6601942) (← links)
- Consistency of averaged impulse response estimators in vector autoregressive models (Q6604024) (← links)
