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subject:"Germany"
~isPartOf:"Applied economics letters"
~isPartOf:"Discussion papers / Department of Economics, University of Copenhagen"
~subject:"Kointegration"
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Search: subject_exact:"Vector autoregression"
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Adjustment coefficients and exact rational expectations in cointegrated vector autoregressive models
Johansen, Søren
;
Swensen, Anders Rygh
-
2021
Persistent link: https://www.econbiz.de/10012627501
Saved in:
2
Nonstationary cointegration in the fractionally cointegrated VAR model
Johansen, Søren
;
Nielsen, Morten Ørregaard
-
2018
Persistent link: https://www.econbiz.de/10011865936
Saved in:
3
Testing the demand regime hypothesis in the Euro Area : evidence from a VAR approach
Covi, Giovanni
- In:
Applied economics letters
25
(
2018
)
9
,
pp. 632-637
Persistent link: https://www.econbiz.de/10011855081
Saved in:
4
Modelling the causal linkages between trade openness, innovation, financial development and economic growth in OECD Countries
Belazreg, Walid
;
Mtar, Kais
- In:
Applied economics letters
27
(
2020
)
1
,
pp. 5-8
Persistent link: https://www.econbiz.de/10012205359
Saved in:
5
The cointegrated vector autoregressive model with general deterministic terms
Johansen, Søren
;
Nielsen, Bent
-
2016
Persistent link: https://www.econbiz.de/10011524568
Saved in:
6
Times series : cointegration
Johansen, Søren
-
2014
Persistent link: https://www.econbiz.de/10010418934
Saved in:
7
Real exchange rate persistence : the case of the Swiss franc-US dollar rate
Jusélius, Katarina
;
Assenmacher-Wesche, Katrin
-
2014
Persistent link: https://www.econbiz.de/10010434067
Saved in:
8
Optimal hedging with the cointegrated vector autoregressive model
Gatarek, Lukasz
;
Johansen, Søren
-
2014
Persistent link: https://www.econbiz.de/10010413752
Saved in:
9
Do expectations matter? : reassessing the effects of government spending on key macroeconomic variables in Germany
Gründler, Klaus
;
Sauerhammer, Sarah
- In:
Applied economics letters
25
(
2018
)
15
,
pp. 1045-1050
Persistent link: https://www.econbiz.de/10012131693
Saved in:
10
Haavelmo's probability approach and the cointegrated VAR
Jusélius, Katarina
-
2012
Persistent link: https://www.econbiz.de/10009521529
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