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  • Search: subject:"Johansen multivariate cointegration"
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Year of publication
Subject
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Exchange rate determination 2 Inflation Targeting 2 Johansen multivariate cointegration 2 Out of sample performance 2 East Asian countries 1 Error Correction Model 1 Fractional Cointegration 1 Johansen Multivariate Cointegration 1 Johansen multivariate cointegration test 1 Purchasing power parity 1 Vector Autoregression Model 1 cointegration 1 unit root test 1
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Online availability
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Free 4
Type of publication
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Book / Working Paper 4
Language
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English 3 Undetermined 1
Author
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Estrada, Fredy Alejandro Gamboa 2 Agarwal, Aman 1 Ahmad, Mahyudin 1 Du, Jun 1 Marwan, Nur Fakhzan 1 Wong, Wing-Keung 1
Institution
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BANCO DE LA REPÚBLICA 1 Banco de la Republica de Colombia 1 Department of Economics, National University of Singapore 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
Published in...
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BORRADORES DE ECONOMIA 1 Borradores de Economia 1 Departmental Working Papers / Department of Economics, National University of Singapore 1 MPRA Paper 1
Source
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RePEc 4
Showing 1 - 4 of 4
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Purchasing power parity theory in three East Asian economies: New evidence
Ahmad, Mahyudin; Marwan, Nur Fakhzan - Volkswirtschaftliche Fakultät, … - 2012
methods namely Engle-Granger procedure and Johansen multivariate cointegration method. …
Persistent link: https://www.econbiz.de/10011109098
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Determinants of the Exchange Rate in Colombia under Inflation Targeting
Estrada, Fredy Alejandro Gamboa - BANCO DE LA REPÚBLICA - 2011
approaches that assume exogenous and endogenous monetary policy respectively. Based on the Johansen multivariate cointegration …
Persistent link: https://www.econbiz.de/10008799758
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Cover Image
Financial Integration for India Stock Market, a Fractional Cointegration Approach
Wong, Wing-Keung; Agarwal, Aman; Du, Jun - Department of Economics, National University of Singapore - 2005
The Indian stock market is one of the earliest in Asia being in operation since 1875, but remained largely outside the global integration process until the late 1980s. A number of developing countries in concert with the International Finance Corporation and the World Bank took steps in the...
Persistent link: https://www.econbiz.de/10005292519
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Cover Image
Determinants of the Exchange Rate in Colombia under Inflation Targeting
Estrada, Fredy Alejandro Gamboa - Banco de la Republica de Colombia
approaches that assume exogenous and endogenous monetary policy respectively. Based on the Johansen multivariate cointegration …
Persistent link: https://www.econbiz.de/10008800760
Saved in:
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