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Are exchange rates too volatile?

Lubian, Diego - In: Ricerche economiche 42 (1988) 4, pp. 630-647

Persistent link: https://www.econbiz.de/10001126588

Isteresi nel tasso "naturale": una interpretazione della elevata e persistente disoccupazione attuale

Lubian, Diego - In: Giornale degli economisti e annali di economia 45 (1986) 1, pp. 55-72

Persistent link: https://www.econbiz.de/10001059712

Trust and household portfolios : empirical evidence from Italy

Lubian, Diego - In: International journal of applied behavioral economics : … 9 (2020) 1, pp. 8-26

Persistent link: https://www.econbiz.de/10012212541

Cointegrazione nelle serie storiche macroeconomiche

Ardeni, Pier Giorgio - In: Giornale degli economisti e annali di economia 46 (1987) 7, pp. 437-465

Persistent link: https://www.econbiz.de/10001066561

Purchasing power parity during the 1920s

Ardeni, Pier Giorgio - In: Economics letters 30 (1989) 4, pp. 357-362

Persistent link: https://www.econbiz.de/10001075159

Co-integration and trend reversion in purchasing power parity

Ardeni, Pier Giorgio - In: Giornale degli economisti e annali di economia 48 (1990) 3, pp. 109-128

Persistent link: https://www.econbiz.de/10001107729

Is there trend reversion in purchasing power parity?

Ardeni, Pier Giorgio - In: European economic review : EER 35 (1991) 5, pp. 1035-1055

Persistent link: https://www.econbiz.de/10001108184

Triangular representation and error correction mechanism in cointegrated systems

Cappuccio, Nunzio - In: Oxford bulletin of economics and statistics 58 (1996) 2, pp. 409-415

Persistent link: https://www.econbiz.de/10001201675

Representations of a cointegrated system and implied estimation procedures

Cappuccio, Nunzio - In: Giornale degli economisti e annali di economia 53 (1995) 10, pp. 547-565

Persistent link: https://www.econbiz.de/10001191552

Unit root tests : the role of the univariate models implied by multivariate time series

Cappuccio, Nunzio; Lubian, Diego - In: Econometrics : open access journal 4 (2016) 2, pp. 1-11

In cointegration analysis, it is customary to test the hypothesis of unit roots separately for each single time series. In this note, we point out that this procedure may imply large size distortion of the unit root tests if the DGP is a VAR. It is well-known that univariate models implied by a...

Persistent link: https://www.econbiz.de/10011505987