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~isPartOf:"Economics letters"
~isPartOf:"Journal of economic dynamics & control"
~subject:"Cointegration"
~subject:"EU countries"
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A dynamic econometric analysis of the dollar-pound exchange rate in an era of structural breaks and policy regime shifts
Castle, Jennifer
;
Kurita, Takamitsu
- In:
Journal of economic dynamics & control
128
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012628234
Saved in:
2
Monetary transmission in money markets : The not-so-elusive missing piece of the puzzle
Chen, Zhengyang
;
Valcarcel, Victor J.
- In:
Journal of economic dynamics & control
131
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012818085
Saved in:
3
Normalising cointegrating relationships subject to long-run exclusion
Kurita, Takamitsu
- In:
Economics letters
192
(
2020
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012508580
Saved in:
4
Inflation expectations in euro area Phillips curves
Álvarez, Luis J.
;
Correa-López, Mónica
- In:
Economics letters
195
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012509986
Saved in:
5
The effect of monetary policy shocks on macroeconomic variables : evidence from the Eurozone
Murgia, Lucia M.
- In:
Economics letters
186
(
2020
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012500680
Saved in:
6
Separate cointegration in a VAR system subject to structural breaks
Kurita, Takamitsu
- In:
Economics letters
179
(
2019
),
pp. 19-23
Persistent link: https://www.econbiz.de/10012121674
Saved in:
7
Modelling systems with a mixture of I(d) and I(0) variables using the fractionally co-integrated VAR model
Yao, Xingzhi
;
Izzeldin, Marwan
;
Li, Zhenxiong
- In:
Economics letters
181
(
2019
),
pp. 160-163
Persistent link: https://www.econbiz.de/10012121857
Saved in:
8
Long memory interdependency and inefficiency in Bitcoin markets
Cheah, Eng-Tuck
;
Mishra, Tapas
;
Parhi, Mamata
;
Zhang, Zhuang
- In:
Economics letters
167
(
2018
),
pp. 18-25
Persistent link: https://www.econbiz.de/10012015761
Saved in:
9
Uncertainty and the real effects of monetary policy shocks in the Euro area
Pellegrino, Giovanni
- In:
Economics letters
162
(
2018
),
pp. 177-181
Persistent link: https://www.econbiz.de/10011939831
Saved in:
10
Debt dynamics in Europe : a Network General Equilibrium GVAR approach
Michaēlidēs, Panagiōtēs G.
;
Tsionas, Efthymios G.
; …
- In:
Journal of economic dynamics & control
93
(
2018
),
pp. 175-202
Persistent link: https://www.econbiz.de/10011974489
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