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~isPartOf:"International review of financial analysis"
~isPartOf:"Journal of macroeconomics"
~isPartOf:"Working paper series"
~subject:"United States"
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Search: subject_exact:"Vector error correction model"
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Cointegration
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Anderson, Richard G.
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International review of financial analysis
Journal of macroeconomics
Working paper series
Applied economics
48
Economic modelling
29
Energy economics
28
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
27
Economics letters
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14
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8
Economic inquiry : journal of the Western Economic Association International
8
Journal of business and economic perspectives
8
The empirical economics letters : a monthly international journal of economics
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Finance and economics discussion series
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International journal of economics and finance
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Journal of economics and finance
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The North American journal of economics and finance : a journal of financial economics studies
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Macroeconomic dynamics
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SFB 649 discussion paper
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
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1
Term premium and quantitative easing in a fractionally cointegrated yield curve
Abbritti, Mirko
;
Carcel, Hector
;
Gil-Alaña, Luis A.
; …
-
2018
Persistent link: https://www.econbiz.de/10011897276
Saved in:
2
Weak-form and strong-form purchasing power parity between the US and Mexico : a panel cointegration investigation
Robertson, Raymond
;
Kumar, Anil
;
Dutkowsky, Donald H.
- In:
Journal of macroeconomics
42
(
2014
),
pp. 241-262
Persistent link: https://www.econbiz.de/10011286615
Saved in:
3
Long memory and fractional integration in high frequency data on the US dollar/British pound spot exchange rate
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
International review of financial analysis
29
(
2013
),
pp. 1-9
Persistent link: https://www.econbiz.de/10010244148
Saved in:
4
Testing for rational bubbles in the US housing market
Kivedal, Bjørnar Karlsen
- In:
Journal of macroeconomics
38
(
2013
)
2
,
pp. 369-381
Persistent link: https://www.econbiz.de/10010372006
Saved in:
5
Asymmetric exchange rate pass-through : evidence from major countries
Delatte, Anne-Laure
;
López-Villavicencio, Antonia
- In:
Journal of macroeconomics
34
(
2012
)
3
,
pp. 833-844
Persistent link: https://www.econbiz.de/10009690439
Saved in:
6
Common stochastic trends among Far East stock prices : effects of the Asian financial crisis
Choudhry, Taufiq
;
Lin, Lu
;
Peng, Ke
- In:
International review of financial analysis
16
(
2007
)
3
,
pp. 242-261
Persistent link: https://www.econbiz.de/10003510454
Saved in:
7
Evidence for chaotic dependence between US inflation and commodity prices
Kyrtsou, Catherine
;
Labys, Walter C.
- In:
Journal of macroeconomics
28
(
2006
)
1
,
pp. 256-266
Persistent link: https://www.econbiz.de/10003291175
Saved in:
8
Portfolio diversification benefits within Europe : implications for a US investor
Laopodis, Nikiforos
- In:
International review of financial analysis
14
(
2005
)
4
,
pp. 455-476
Persistent link: https://www.econbiz.de/10003117494
Saved in:
9
Inflation and measures of the markup
Banerjee, Anindya
;
Russell, Bill
- In:
Journal of macroeconomics
27
(
2005
)
2
,
pp. 289-306
Persistent link: https://www.econbiz.de/10002935997
Saved in:
10
Real rates, nominal rates, and the Fisherian link
Chu, Quentin C.
;
Pittman, Deborah N.
;
Yu, Linda Q.
- In:
International review of financial analysis
12
(
2003
)
2
,
pp. 189-205
Persistent link: https://www.econbiz.de/10001769983
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