Search Results - subject:"Cointegrations"

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Association of South-East Asian Nations-US stock market associations in and around US 2007-09 financial crisis : an autoregressive distributed lag application for policy implications

Dasgupta, Ranjan - In: International journal of economics and financial issues … 7 (2017) 3, pp. 684-705

Persistent link: https://www.econbiz.de/10011822992

Improving inflation prediction with the quantity theory

Wang, Ying; Tu, Yundong; Chen, Song Xi - In: Economics letters 149 (2016), pp. 112-115

Persistent link: https://www.econbiz.de/10011620177

Estimating the Kronecker indices of cointegrated echelon-form VARMA models

BARTEL, HOLGER; LUTKEPOHL, HELMUT - In: Econometrics Journal 1 (1998) ConferenceIssue, pp. 76-76

VARMA models can be parameterized by using the echelon form, which is characterized by the Kronecker indices. Three different methods for estimating the Kronecker indices of echelon-form VARMA models are discussed and compared. The three methods are expected to work even for non-stationary...

Persistent link: https://www.econbiz.de/10005405427