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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
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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
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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
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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
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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
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Long- versus medium-run identification in fractionally integrated VAR models
Tschernig, Rolf; Weber, Enzo; Weigand, Roland - In: Economics letters 122 (2014) 2, pp. 299-302
Persistent link: https://www.econbiz.de/10010395114
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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
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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
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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
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An alternative approach to estimation of structural vector error correction models with long-run restrictions
Jang, Kyungho - In: Economics letters 90 (2006) 1, pp. 126-131
Persistent link: https://www.econbiz.de/10003244116