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~isPartOf:"Journal of international money and finance"
~isPartOf:"Journal of macroeconomics"
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Search: subject:"Error Correction Model"
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Cointegration
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Shahbaz, Muhammad
13
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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Economic modelling
Journal of international money and finance
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MPRA Paper
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320
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ECONIS (ZBW)
373
RePEc
81
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1
The effects of uncertainty on the dynamics of stock market interdependence : evidence from the time-varying cointegration of the G7 stock markets
Babaei, Hamid
;
Hübner, Georges
;
Muller, Aline
- In:
Journal of international money and finance
139
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014478229
Saved in:
2
Foreign aid, debt interest repayments and Dutch disease effects in a real exchange rate model for African countries
Ahmad, Ahmad Hassan
;
Pentecost, Eric J.
;
Stack, Marie M.
- In:
Economic modelling
126
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014463102
Saved in:
3
Testing for integration and cointegration when time series are observed with noise
Gianfreda, Angelica
;
Maranzano, Paolo
;
Parisio, Lucia
; …
- In:
Economic modelling
125
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014463618
Saved in:
4
Mortgage credit and house prices : the housing market equilibrium revisited
Drift, Rosa van der
;
Haan, Jan de
;
Boelhouwer, Peter J.
- In:
Economic modelling
120
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014384088
Saved in:
5
CO2 emissions, energy consumption, and economic growth : determining the stability of the 3E relationship
González, María A.
;
Montañés, Antonio
- In:
Economic modelling
121
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014384314
Saved in:
6
Transition risk of a petroleum currency
Benedictow, Andreas
;
Hammersland, Roger
- In:
Economic modelling
128
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014464326
Saved in:
7
Monetary policy rules and inflation control in the US
Eleftheriou, Maria
;
Kouretas, Georgios P.
- In:
Economic modelling
119
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014249665
Saved in:
8
Bootstrap cointegration tests in ARDL models
Bertelli, Stefano
;
Vacca, Gianmarco
;
Zoia, Maria Grazia
- In:
Economic modelling
116
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014512301
Saved in:
9
Twin deficits revisited : a role for fiscal institutions?
Afonso, António
;
Huart, Florence
;
Jalles, João Tovar
; …
- In:
Journal of international money and finance
121
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013433242
Saved in:
10
Dynamic interactions between trade globalization and financial globalization : a heterogeneous panel VAR approach
Kim, So-yŏng
;
Shim, Seri
;
Park, Donghyun
- In:
Journal of international money and finance
122
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013435184
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