Search Results - subject:"co-explosive"

Prince, Diogo de; Marçal, Emerson Fernandes; Pereira, … - In: Economics letters 246 (2025), pp. 1-4

Persistent link: https://www.econbiz.de/10015449064

Chen, Ye - In: Financial econometrics : theory and applications, (pp. 159-197). 2025

Persistent link: https://www.econbiz.de/10015426492

Zhang, Xi; Kizys, Renatas; Floros, Christos; Gillas, … - In: Applied economics 53 (2021) 8, pp. 962-975

Persistent link: https://www.econbiz.de/10012425444

Engsted, Tom; Hviid, Simon Juul; Pedersen, Thomas Q. - In: Journal of international financial markets, … 40 (2016), pp. 14-25

Persistent link: https://www.econbiz.de/10011475823

Engsted, Tom; Hviid, Simon J.; Pedersen, Thomas Q. - School of Economics and Management, University of Aarhus - 2015

) on the individual countries price-rent ratio. Next, we use Engsted and Nielsen's (2012) co-explosive VAR framework to …

Persistent link: https://www.econbiz.de/10011118616

Phillips, Peter C.B.; Magdalinos, Tassos - Cowles Foundation for Research in Economics, Yale University - 2011

multiplicity greater than unity. This paper discusses that result, provides a co-explosive system extension and an illustrative …

Persistent link: https://www.econbiz.de/10008790282