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Detecting cointegration relationships under nonlinear models : Monte Carlo analysis and some applications
Maki, Daiki - In: Empirical economics : a journal of the Institute for … 45 (2013) 1, pp. 605-625
Persistent link: https://www.econbiz.de/10009780025
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Effects of idiosyncratic shocks on macroeconomic time series
Yang, Minxian - In: Empirical economics : a journal of the Institute for … 53 (2017) 4, pp. 1441-1461
Persistent link: https://www.econbiz.de/10012019377
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The Fourier approximation and testing for the null of cointegration
Tsong, Ching-Chuan; Lee, Cheng-Feng; Tsai, Li-Ju; Hu, … - In: Empirical economics : a journal of the Institute for … 51 (2016) 3, pp. 1085-1113
Persistent link: https://www.econbiz.de/10011554372
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Residual-based tests for cointegration with three-regime TAR adjustment
Maki, Daiki; Kitasaka, Shin'ichi - In: Empirical economics : a journal of the Institute for … 48 (2015) 3, pp. 1013-1054
Persistent link: https://www.econbiz.de/10011303548
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An analysis of the trade balance for OECD countries using periodic integration and cointegration
Barrio Castro, Tomas del; Camarero Olivas, Mariam; … - In: Empirical economics : a journal of the Institute for … 49 (2015) 2, pp. 389-402
Persistent link: https://www.econbiz.de/10011332932
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Testing purchasing power parity hypothesis : a semiparametric varying coefficient approach
Li, Hongjun; Lin, Zhongjian; Hsiao, Cheng - In: Empirical economics : a journal of the Institute for … 48 (2015) 1, pp. 427-438
Persistent link: https://www.econbiz.de/10011287484
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Bayesian comparison of production function-based and time-series GDP models
Osiewalski, Jacek; Wróblewska, Justyna; Makieła, Kamil - In: Empirical economics : a journal of the Institute for … 58 (2020) 3, pp. 1355-1380
Persistent link: https://www.econbiz.de/10012219593
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More powerful threshold cointegration tests
Oh, Dong-Yop; Lee, Hyejin; Meng, Ming - In: Empirical economics : a journal of the Institute for … 54 (2018) 3, pp. 887-911
Persistent link: https://www.econbiz.de/10011949399
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Reconsidering the welfare cost of inflation in the US : a nonparametric estimation of the nonlinear long-run money-demand equation using projection pursuit regressions
Gupta, Rangan; Majumdar, Anandamayee - In: Empirical economics : a journal of the Institute for … 46 (2014) 4, pp. 1221-1240
Persistent link: https://www.econbiz.de/10010357340
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Estimating factor shares from nonstationary panel data
Aquino, Juan Carlos; Ramírez-Rondán, N. R. - In: Empirical economics : a journal of the Institute for … 58 (2020) 5, pp. 2353-2380
Persistent link: https://www.econbiz.de/10012255890