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First and second order non-linear cointegration models
Lange, Theis - 2009
Persistent link: https://www.econbiz.de/10003849457
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Characteristics of households in the informal sector of an emerging economy
Sookram, S.; Watson, Patrick K.; Schneider, Friedrich - In: Applied economics 41 (2009) 25/27, pp. 3545-3559
Persistent link: https://www.econbiz.de/10003921581
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A reappraisal of the Meese-Rogoff puzzle
Moosa, Imad A.; Burns, Kelly - In: Applied economics 46 (2014) 1/3, pp. 30-40
Persistent link: https://www.econbiz.de/10010354125
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The cointegrated vector autoregressive model with general deterministic terms
Johansen, Søren; Nielsen, Morten Ørregaard - 2016
Persistent link: https://www.econbiz.de/10011524104
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Model uncertainty and aggregated default probabilities : new evidence from Austria
Hofmarcher, Paul; Kerbl, Stefan; Grün, Bettina; … - In: Applied economics 46 (2014) 7/9, pp. 871-879
Persistent link: https://www.econbiz.de/10010398865
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Optimal hedging with the cointegrated vector autoregressive model
Johansen, Søren; Gatarek, Lukasz - 2014
Persistent link: https://www.econbiz.de/10010418991
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Times series : cointegration
Johansen, Søren - 2014
Persistent link: https://www.econbiz.de/10010418999
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Demystifying the Meese-Rogoff puzzle : structural breaks or measures of forecasting accuracy?
Burns, Kelly; Moosa, Imad A. - In: Applied economics 49 (2017) 48, pp. 4897-4910
Persistent link: https://www.econbiz.de/10011844813
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Optimizing time-series forecasts for inflation and interest rates using simulation and model averaging
Jumah, Adusei; Kunst, Robert M. - In: Applied economics 48 (2016) 43/45, pp. 4366-4378
Persistent link: https://www.econbiz.de/10011640093
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Geographically weight seemingly unrelated regression (GWSUR) : a method for exploring spatio-temporal heterogeneity
Wei, Chuanhua; Liu, Chao; Gui, Fengyun - In: Applied economics 49 (2017) 42, pp. 4189-4195
Persistent link: https://www.econbiz.de/10011820068