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~subject:"Cointegration"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~isPartOf:"Economics letters"
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
Economics letters
Discussion papers / Department of Economics, University of Copenhagen
30
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30
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25
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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1
Stock earnings and bond yields in the US 1871-2017 : the story of a changing relationship
Zakamulin, Valeriy
;
Hunnes, John A.
- In:
The quarterly review of economics and finance : journal …
79
(
2021
),
pp. 182-197
Persistent link: https://www.econbiz.de/10012655036
Saved in:
2
Structural vector error correction modelling of Bitcoin price
Haffar, Adlane
;
Le Fur, Eric
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 170-178
Persistent link: https://www.econbiz.de/10012655298
Saved in:
3
Normalising cointegrating relationships subject to long-run exclusion
Kurita, Takamitsu
- In:
Economics letters
192
(
2020
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012508580
Saved in:
4
Separate cointegration in a VAR system subject to structural breaks
Kurita, Takamitsu
- In:
Economics letters
179
(
2019
),
pp. 19-23
Persistent link: https://www.econbiz.de/10012121674
Saved in:
5
Modelling systems with a mixture of I(d) and I(0) variables using the fractionally co-integrated VAR model
Yao, Xingzhi
;
Izzeldin, Marwan
;
Li, Zhenxiong
- In:
Economics letters
181
(
2019
),
pp. 160-163
Persistent link: https://www.econbiz.de/10012121857
Saved in:
6
Oil and macro-financial linkages : Evidence from the GCC countries
Ibrahim, Mansor Haji
- In:
The quarterly review of economics and finance : journal …
72
(
2019
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012176244
Saved in:
7
Interbank offered rates in Islamic countries : is the Islamic benchmark different from the conventional benchmarks?
Nechi, Salem
;
Smaoui, Houcem Eddine
- In:
The quarterly review of economics and finance : journal …
74
(
2019
),
pp. 75-84
Persistent link: https://www.econbiz.de/10012296931
Saved in:
8
Long memory interdependency and inefficiency in Bitcoin markets
Cheah, Eng-Tuck
;
Mishra, Tapas
;
Parhi, Mamata
;
Zhang, Zhuang
- In:
Economics letters
167
(
2018
),
pp. 18-25
Persistent link: https://www.econbiz.de/10012015761
Saved in:
9
Monetary policy and overshooting of oil prices in an open economy
Baek, Jungho
;
Miljkovic, Dragan
- In:
The quarterly review of economics and finance : journal …
70
(
2018
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012035024
Saved in:
10
Trade and labor market dynamics : what do we learn from the data?
Nordmeier, Daniela
;
Schmerer, Hans-Jörg
;
Weber, Enzo
- In:
Economics letters
145
(
2016
),
pp. 206-209
Persistent link: https://www.econbiz.de/10011618415
Saved in:
11
Co-movements between crude oil and food prices : a post-commodity boom perspective
Lucotte, Yannick
- In:
Economics letters
147
(
2016
),
pp. 142-147
Persistent link: https://www.econbiz.de/10011619569
Saved in:
12
Cointegration rank tests based on vector autoregressive approximations under alternative hypotheses
Odaki, Mitsuhiro
- In:
Economics letters
136
(
2015
),
pp. 187-189
Persistent link: https://www.econbiz.de/10011436092
Saved in:
13
How interdependent are Eastern European economies and the Euro area?
Keppel, Catherine
;
Prettner, Klaus
- In:
The quarterly review of economics and finance : journal …
58
(
2015
),
pp. 18-31
Persistent link: https://www.econbiz.de/10011574014
Saved in:
14
Bias correcting adjustment coefficients in a cointegrated VAR with known cointegrating vectors
VanGarderen, Kees Jan
;
Boswijk, Herman Peter
- In:
Economics letters
122
(
2014
)
2
,
pp. 224-228
Persistent link: https://www.econbiz.de/10010395161
Saved in:
15
Regime shifts and the Canada/US exchange rate in a multivariate framework
Beckmann, Joscha
;
Czudaj, Robert
- In:
Economics letters
123
(
2014
)
2
,
pp. 206-211
Persistent link: https://www.econbiz.de/10010400293
Saved in:
16
A revisitation of the savings-growth nexus in Mexico
Masih, Rumi
;
Peters, Sanjay
- In:
Economics letters
107
(
2010
)
3
,
pp. 318-320
Persistent link: https://www.econbiz.de/10008648235
Saved in:
17
Problems related to over-identifying restrictions for structural vector error correction models
Lütkepohl, Helmut
- In:
Economics letters
99
(
2008
)
3
,
pp. 512-515
Persistent link: https://www.econbiz.de/10003726235
Saved in:
18
A "maximum-eigenvalue" test for the cointegration ranks in I(2) vector autoregressions
Bohn Nielsen, Heino
- In:
Economics letters
94
(
2007
)
3
,
pp. 445-451
Persistent link: https://www.econbiz.de/10003437679
Saved in:
19
Non-causality in VAR-ECM models with purely exogeneous long-run paths
Rault, Christophe
- In:
Economics letters
67
(
2000
)
2
,
pp. 121-129
Persistent link: https://www.econbiz.de/10001471313
Saved in:
20
Alternative representation for asymptotic distributions of impulse responses in cointegrated VAR systems
Arai, Yoichi
;
Yamamoto, Taku
- In:
Economics letters
67
(
2000
)
3
,
pp. 261-271
Persistent link: https://www.econbiz.de/10001473663
Saved in:
21
A lag augmentation test for the cointegrating rank of a VAR process
Lütkepohl, Helmut
;
Saikkonen, Pentti
- In:
Economics letters
63
(
1999
)
1
,
pp. 23-27
Persistent link: https://www.econbiz.de/10001398784
Saved in:
22
Calculation of aggregate demand and supply disturbances from a common trends model
Hansson, Jesper
- In:
Economics letters
65
(
1999
)
3
,
pp. 309-314
Persistent link: https://www.econbiz.de/10001422789
Saved in:
23
Cointegration and joint efficiency of international commodity markets
Hassapis, Christis
;
Kalyvitēs, Sarantēs
;
Pittis, Nikitas
- In:
The quarterly review of economics and finance : journal …
39
(
1999
)
2
,
pp. 213-231
Persistent link: https://www.econbiz.de/10001433892
Saved in:
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