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~subject:"Cointegration analysis"
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Cointegration analysis
cointegration
30
Cointegration
21
inflation
6
Panel Cointegration
4
Purchasing Power Parity
4
causality
4
co-integration
4
panel cointegration
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European Monetary Integration
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Economic Integration and Co-integration
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Export Prices Equations
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Feldstein-Horioka Puzzle
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Forecasting
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Inconsistent triad
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Integration
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Integration and Co-integration Analysis
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Investment-Saving Comovement
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Investment-Saving Correlation
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Alfano, Maria Rosaria
1
Ferda, Halicioglu
1
Kenourgios, Dimitris
1
Institution
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EconWPA
Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia
8
DIW Berlin (Deutsches Institut für Wirtschaftsforschung)
7
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
2
Banca d'Italia
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Department of Economics, European University Institute
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Department of Economics, Trinity College
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Econometric Society
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International Association of Agricultural Economists - IAAE
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Nationalekonomiska institutionen, Handelshögskolan
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School of Economics, Kingston University
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Schweizerische Nationalbank (SNB)
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Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
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Sveriges Riksbank
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University of Bonn, Germany
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RePEc
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1
Tax Competition in EU implies EMTR different: some effects on FDI and Economic Growth Rate
Alfano, Maria Rosaria
-
EconWPA
-
2005
difference in national tax influence capital inflows and outflows. More, using a
cointegration
analysis on GDP procapita and FDI …
Persistent link: https://www.econbiz.de/10005556893
Saved in:
2
AN ECONOMETRIC ANALYSIS OF THE EFFECTS OF AGGREGATE DEFENSE SPENDING ON AGGREGATE OUTPUT: THE CASE OF TURKEY, 1950-2002
Ferda, Halicioglu
-
EconWPA
-
2005
This study utilizes the new macroeconomic theory and multivariate
cointegration
analysis in search of the effects of …
Persistent link: https://www.econbiz.de/10005126465
Saved in:
3
PRICE DISCOVERY IN THE ATHENS DERIVATIVES EXCHANGE: EVIDENCE FOR THE FTSE/ASE-20 FUTURES MARKET
Kenourgios, Dimitris
-
EconWPA
-
2005
).
Cointegration
tests are used and an error correction model is developed in order to examine the relationship between price movements …
Persistent link: https://www.econbiz.de/10005413199
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