Similar Search Results

Business Cycles, Investment Shocks, and the "Barro-King" Curse

Ascari, Guido - 2016

Recent empirical evidence identifies investment shocks as key driving forces behind business cycle fluctuations … between consumption growth and investment growth, a weak positive unconditional correlation between consumption growth and … short-run contractionary effect a positive investment shock on consumption. Such counterfactual co-movements are typical of …

Persistent link: https://www.econbiz.de/10012455739

Modelling the misalignments of the Dollar/Sterling real exchange rate : a nonlinear cointegration perspective

Chaouachi, Slim (contributor); Dufrénot, Gilles (contributor) - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001760388

The exact maximum likelihood-based test for fractional cointegration : critical values, power and size /Emmanuel Dubois; Sandrine Lardic; Valérie Mignon

Dubois, Emmanuel (contributor); Lardic, Sandrine (contributor) - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001906795

Fractional cointegration and term structure of interest rates

Lardic, Sandrine (contributor); Mignon, Valérie (contributor) - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001724127

Persistent misalignments of the European exchange rates : some evidence from nonlinear cointegration

Dufrénot, Gilles; Mathieu, Laurent; Mignon, Valérie; … - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001724164

Are Macroeconomic Forecasts Informative? Cointegration Evidence from the ASA-NBER Surveys

Cheung, Yin-Wong - 1999

We examine the properties of the ASA-NBER forecasts for several US macroeconomic variables, specifically: (i) are the actual and forecast series integrated of the same order; (ii) are they cointegrated, and; (iii) is the cointegrating vector consistent with long run unitary elasticity of...

Persistent link: https://www.econbiz.de/10012471881

Integration, Cointegration and the Forecast Consistency of Structural Exchange Rate Models

Cheung, Yin-Wong - 1997

, according to the Johansen procedure, cointegration fails to hold the farther out the forecasts extend. At the one year ahead …

Persistent link: https://www.econbiz.de/10012472881

The Long-Run U.S./U.K. Real Exchange Rate

Engel, Charles - 1996

We investigate the behavior of the long-run U.S./U.K. real exchange rate from 1885 to 1995. Our long-run real exchange rate series is derived from an unobserved components model which divides the real exchange rate into permanent and transitory components. The transitory component is modeled as...

Persistent link: https://www.econbiz.de/10012473057

Estimating Sectoral Cycles Using Cointegration and Common Features

Engle, Robert F. - 1993

output from first principles. Cointegration and common features (cycles) tests are performed and sectoral output data seem to …

Persistent link: https://www.econbiz.de/10012474413

Non-Cointegration and Econometric Evaluation of Models of Regional Shift and Share

Brown, Scott J. - 1990

This paper tests for cointegration between regional output of an industry and national output of the same industry. An … equilibrium economic theory is presented to argue for the plausibility of cointegration, however, regional economic forecasting … using the shift and share framework often acts as if cointegration does not exist. Data analysis on broad industrial sectors …

Persistent link: https://www.econbiz.de/10012475744