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~language:"eng"
~type_genre:"Article in journal"
~isPartOf:"Journal of econometrics"
~isPartOf:"Applied economics"
~subject:"Cointegration"
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Cointegration
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Phillips, Peter C. B.
10
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9
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6
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6
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Journal of econometrics
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International Journal of Energy Economics and Policy : IJEEP
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Applied economics letters
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Global business review
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Oxford bulletin of economics and statistics
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International review of financial analysis
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Iranian economic review : journal of University of Tehran
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Journal of applied econometrics
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The Pakistan development review : PDR
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ECONIS (ZBW)
505
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505
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1
Is French (dis)inflation explained by conflicting-claims theory? : evidence from cointegration with structural break
Charles, Sébastien
- In:
Applied economics
56
(
2024
)
6
,
pp. 728-743
Persistent link: https://www.econbiz.de/10014440122
Saved in:
2
An ARDL approach to study the cointegration relations between the Shanghai crude oil futures and global markets
Wang, Hongxia
;
Qiu, Shushu
;
Wang, Jianli
;
Yick, Ho Yin
- In:
Applied economics
56
(
2024
)
10
,
pp. 1208-1219
Persistent link: https://www.econbiz.de/10014446559
Saved in:
3
Predictive quantile regression with mixed roots and increasing dimensions : the ALQR approach
Fan, Rui
;
Lee, Ji Hyung
;
Shin, Youngki
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014471819
Saved in:
4
Saving at the top and the long-run relationship between wealth and income inequality
Lieberknecht, Philipp
;
Vermeulen, Philip
- In:
Applied economics
55
(
2023
)
45
,
pp. 5330-5351
Persistent link: https://www.econbiz.de/10014335191
Saved in:
5
Can government expenditure help reconstruct the Syrian economy in the post-conflict period? : evidence from the SVAR and nonlinear ARDL models
Mrabet, Zouhair
;
Alsamara, Mouyad
;
Mimouni, Karim
; …
- In:
Applied economics
55
(
2023
)
56
,
pp. 6661-6675
Persistent link: https://www.econbiz.de/10014382723
Saved in:
6
Fully modified least squares cointegrating parameter estimation in multicointegrated systems
Kheifets, Igor L.
;
Phillips, Peter C. B.
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 300-319
Persistent link: https://www.econbiz.de/10014339925
Saved in:
7
When bias contributes to variance : true limit theory in functional coefficient cointegrating regression
Phillips, Peter C. B.
;
Wang, Ying
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 469-489
Persistent link: https://www.econbiz.de/10014340035
Saved in:
8
Relationship between ETFs and underlying indices : a fractional cointegration approach
Saha, Kunal
;
Madhavan, Vinodh
;
Chandrashekhar, G. R.
- In:
Applied economics
55
(
2023
)
27
,
pp. 3184-3193
Persistent link: https://www.econbiz.de/10014299141
Saved in:
9
Asymmetric relationship between money supply and house prices in states across the US
Bahmani-Oskooee, Mohsen
;
Ghodsi, Hesam
;
Hadzic, Muris
; …
- In:
Applied economics
55
(
2023
)
31
,
pp. 3580-3608
Persistent link: https://www.econbiz.de/10014299178
Saved in:
10
Money's predictive role in output : evidence from recent data
Ghosh, Taniya
;
Adil, Masudul Hasan
- In:
Applied economics
55
(
2023
)
38
,
pp. 4415-4440
Persistent link: https://www.econbiz.de/10014301247
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