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  • Search: subject:"cointegration VAR."
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Year of publication
Subject
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cointegration VAR 5 Purchasing power parity 4 uncovered interest parity 4 Kointegration 3 Cointegration 2 Equilibrium real exchange rate 2 Fractional cointegration VAR 2 VAR model 2 VAR-Modell 2 out-of-sample forecasting 2 Business cycle 1 Deutschland 1 Economic indicator 1 Estimation 1 Financial crisis 1 Finanzkrise 1 Forecasting model 1 Frühindikator 1 GARCH-model 1 Google trends 1 Großbritannien 1 Inflation 1 Kaufkraft 1 Konjunktur 1 Leading economic indicators 1 Leading indicator 1 Nigeria 1 Norwegen 1 Prognoseverfahren 1 Schweden 1 Schätzung 1 Spain 1 Spanien 1 State space model 1 Time series analysis 1 USA 1 Wavelet analysis 1 Wirtschaftsindikator 1 Zeitreihenanalyse 1 Zinsparität 1
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Online availability
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Free 6 Undetermined 2
Type of publication
All
Book / Working Paper 6 Article 2
Type of publication (narrower categories)
All
Working Paper 3 Article in journal 2 Aufsatz in Zeitschrift 2
Language
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English 7 Undetermined 1
Author
All
Hungnes, Håvard 6 Bjørnland, Hilde C. 4 Bjørnland, Hilde Christiane 2 Ebuh, Godday Uwawunkonye 1 Monge González, Manuel 1 Oboh, Victor Ugbem 1 Poza, Carlos 1 Salisu, Afees A. 1 Usman, Nuruddeen 1
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Institution
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Statistisk Sentralbyrå, Government of Norway 2 Økonomisk institutt, Universitetet i Oslo 1
Published in...
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Discussion Papers 2 Discussion Papers / Statistisk Sentralbyrå, Government of Norway 2 International economics : a journal published by CEPII (Center for research and expertise on the world economy) 1 Macroeconomics and finance in emerging market economies 1 Memorandum 1 Memorandum / Økonomisk institutt, Universitetet i Oslo 1
Source
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EconStor 3 RePEc 3 ECONIS (ZBW) 2
Showing 1 - 8 of 8
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A test for the contributions of urban and rural inflation to inflation persistence in Nigeria
Ebuh, Godday Uwawunkonye; Salisu, Afees A.; Oboh, … - In: Macroeconomics and finance in emerging market economies 16 (2023) 2, pp. 222-246
Persistent link: https://www.econbiz.de/10014319831
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A real time leading economic indicator based on text mining for the Spanish economy : fractional cointegration VAR and Continuous Wavelet Transform analysis
Poza, Carlos; Monge González, Manuel - In: International economics : a journal published by CEPII … 163 (2020), pp. 163-175
Persistent link: https://www.econbiz.de/10012642576
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The importance of interest rates for forecasting the exchange rate
Bjørnland, Hilde C.; Hungnes, Håvard - 2003
This study compares the forecasting performance of a structural exchange rate model that combines the purchasing power parity condition with the interest rate differential in the long run, with some alternative models. The analysis is applied to the Norwegian exchange rate. The long run...
Persistent link: https://www.econbiz.de/10011968110
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The importance of interest rates for forecasting the exchange rate
Bjørnland, Hilde C.; Hungnes, Håvard - Statistisk Sentralbyrå, Government of Norway - 2003
This study compares the forecasting performance of a structural exchange rate model that combines the purchasing power parity condition with the interest rate differential in the long run, with some alternative models. The analysis is applied to the Norwegian exchange rate. The long run...
Persistent link: https://www.econbiz.de/10004980682
Saved in:
Cover Image
Fundamental determinants of the long run real exchange rate: The case of Norway
Bjørnland, Hilde C.; Hungnes, Håvard - Økonomisk institutt, Universitetet i Oslo - 2003
Modelling the Norwegian exchange rate against a basket of currencies, we find a robust long-term link between the real exchange rate and real interest differential that is consistent with purchasing power parity (PPP) and uncovered interest parity (UIP). However, PPP alone is rejected. These...
Persistent link: https://www.econbiz.de/10005652249
Saved in:
Cover Image
Fundamental determinants of the long run real exchange rate: The case of Norway
Bjørnland, Hilde Christiane; Hungnes, Håvard - 2002
Modelling the Norwegian exchange rate against a basket of currencies, we find a robust long-term link between the real exchange rate and real interest differential that is consistent with purchasing power parity (PPP) and uncovered interest parity (UIP). However, PPP alone is rejected. These...
Persistent link: https://www.econbiz.de/10011968096
Saved in:
Cover Image
Fundamental determinants of the long run real exchange rate: The case of Norway
Bjørnland, Hilde C.; Hungnes, Håvard - 2002
Modelling the Norwegian exchange rate against a basket of currencies, we find a robust long-term link between the real exchange rate and real interest differential that is consistent with purchasing power parity (PPP) and uncovered interest parity (UIP). However, PPP alone is rejected. These...
Persistent link: https://www.econbiz.de/10010284293
Saved in:
Cover Image
Fundamental determinants of the long run real exchange rate: The case of Norway
Bjørnland, Hilde Christiane; Hungnes, Håvard - Statistisk Sentralbyrå, Government of Norway - 2002
Modelling the Norwegian exchange rate against a basket of currencies, we find a robust long-term link between the real exchange rate and real interest differential that is consistent with purchasing power parity (PPP) and uncovered interest parity (UIP). However, PPP alone is rejected. These...
Persistent link: https://www.econbiz.de/10004980548
Saved in:
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