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Testing for Common Cycles in Non-Stationary VARs with Varied Frequency Data
Götz, Thomas B., (2013)
Vars, Cointegration, and Common Cycle Restrictions
Anderson, Heather M., (2012)
Chapter 15. Forecasting with Bayesian Vector Autoregression
Karlsson, Sune, (2013)
Testing the nominal-to-read transformation
Kongsted, Hans Christian, (2002)
An I(2) cointegration analysis of small-country import price determination
Kongsted, Hans Christian, (2003)
Dynamic models of foreign trade under fluctuating exchange rates : theoretical and empirical applications
Kongsted, Hans Christian, (1996)