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Will the monetary pillar stay? : A few lessons from the UK
Paesani, Paolo (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001749485
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A small monetary system for the euro area based on German data
Brüggemann, Ralf (contributor);  … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002233737
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Mean-Variance Cointegration and the Expectations Hypothesis
Strohsal, Till; Weber, Enzo - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2011
-variance cointegration we actually find cointegration relations between spreads and premia in US data. …
Persistent link: https://www.econbiz.de/10008836597
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On the Existence of the Moments of the Asymptotic Trace Statistic
Örsal, Deniz Dilan Karaman; Droge, Bernd - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2009
whose moments may be used to develop panel cointegration tests. Moreover, we justify the common practice to approximate …
Persistent link: https://www.econbiz.de/10005489952
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Testing for the Cointegrating Rank of a VAR Process with Level Shift and Trend Break
Trenkler, Carsten; Saikkonen, Pentti; Lütkepohl, Helmut - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2006
A test for the cointegrating rank of a vector autoregressive (VAR) process with a possible shift and broken linear trend is proposed. The break point is assumed to be known. The setup is a VAR process for cointegrated variables. The tests are not likelihood ratio tests but the deterministic...
Persistent link: https://www.econbiz.de/10005489957
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Simultaneous Causality in International Trade
Weber, Enzo - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2007
import functions or export-led growth. Focusing on the US relations with Euroland and Canada, cointegration analyses however …
Persistent link: https://www.econbiz.de/10005652744
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British Interest Rate Convergence between the US and Europe: A Recursive Cointegration Analysis
Weber, Enzo - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2006
calculations carried out in a cointegration framework. As the evidence for the single parities remains unconvincing, UIP and EHT …
Persistent link: https://www.econbiz.de/10005652759
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Regional and Outward Economic Integration in South-East Asia
Weber, Enzo - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2007
synchrony in the GDPs. According tests for cointegration and common serial correlation features reveal a high degree of …
Persistent link: https://www.econbiz.de/10005652796
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Macroeconomic Integration in Asia Pacific: Common Stochastic Trends and Business Cycle Coherence
Weber, Enzo - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2006
consists of tests for cointegration, the examination of vector error correction models, several variants of common cycle tests …
Persistent link: https://www.econbiz.de/10005677933
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Economic integration in interwar Poland : a threshold cointegration analysis of the law of one price for Poland (1924 - 1937)
Trenkler, Carsten (contributor); Wolf, Nikolaus (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001749474