Search Results - subject:"AutoRegressive Distributed Lag Model" - EconBiz

On Low-Frequency Estimates of "Long-Run" Relationships in Macro- economics

McCallum, Bennett T. - 1983

A number of recent studies have attempted to test propositions concerning "long runt" economic relationships by means of frequency-domain time series techniques that concentrate attention on low frequency co-movements of variables.The present paper emphasizes that many of these propositions...

Persistent link: https://www.econbiz.de/10012477939

Performance of Johansen's cointegration test

Poh, Chee Wee; Tan, Randolph Gee Kwang - 1997

Persistent link: https://www.econbiz.de/10001500591

Do expectations play any role in determining Pak rupee exchange rates?

Bhatti, Razzaque H. - In: The Pakistan development review : PDR 36 (1997) 3, pp. 263-273

Persistent link: https://www.econbiz.de/10001502816

The demand for simple-sum and divisia monetary aggregates for Pakistan : a cointegration approach

Tariq, Syed Muhammad; Matthews, Kent - In: The Pakistan development review : PDR 36 (1997) 3, pp. 275-291

Persistent link: https://www.econbiz.de/10001502821

The stock market, exchange rate and macro-economy : an empirical investigation

Morley, Bruce - 1997

Persistent link: https://www.econbiz.de/10001530605

Information flows between Eurodollar spot and futures markets

Cheung, Yin-Wong; Fung, Hung-gay - In: Multinational finance journal : MF ; quarterly … 1 (1997) 4, pp. 255-271

Persistent link: https://www.econbiz.de/10001436152

Budget expenditures and revenues : an application of error-correction modelling

Bambukas, Geōrgios - In: Public finance 52 (1997) 1, pp. 125-138

Persistent link: https://www.econbiz.de/10001428043

Long-term interest rates in the US and Germany

Hammersland, Roger; Vikøren, Birger - 1997

Persistent link: https://www.econbiz.de/10000969560

Dynamic modelling of energy demand : a guided tour through the jungle of unit roots and cointegration

Engsted, Tom; Bentzen, Jan - 1997

Persistent link: https://www.econbiz.de/10000970095

Likelihood analysis of seasonal cointegration

Johansen, Søren; Schaumburg, Ernst - 1997

Persistent link: https://www.econbiz.de/10000974039

A service of the