Search Results - subject:"AutoRegressive Distributed Lag Model"

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Cointegration and causality of stock markets in two small open economies and their major trading partner nations

Malkamäki, Markku R. J. - 1992

Persistent link: https://www.econbiz.de/10000136069

Wage setting, taxes and demand for labour : multivariate analysis of the cointegrating relations

Tyrväinen, Timo - 1992

Persistent link: https://www.econbiz.de/10000136071

Forecasting inflation from the term structure : a cointegration approach

Wickens, Mike; Tzavalis, Elias - 1992

Persistent link: https://www.econbiz.de/10000137105

Testing for market integration : a multiple cointegration approach

Silvapulle, Paramsothy; Jayasuriya, Sisira K. - 1992

Persistent link: https://www.econbiz.de/10000137314

Effects of oil on macroeconomic activity in developing countries : a cointegration analysis

Tran-van-Hoa - 1992

Persistent link: https://www.econbiz.de/10000140088

The Monetary Model of Exchange Rates and Cointegration : Estimation, Testing and Prediction

Gardeazabal, Javier - 1992

These notes draw from the Theory of Cointegration in order to test the monetary model of exchange rate determination. Previous evidence shows that the monetary model does not capture the short run dynamics of the exchange rate, specially when assessed in terms of forecasting accuracy. Even...

Persistent link: https://www.econbiz.de/10013519212