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An I(2) cointegration analysis of price and quantity formation in Danish manufactured exports
Bohn Nielsen, Heino - In: Oxford bulletin of economics and statistics 64 (2002) 5, pp. 449-472
Persistent link: https://www.econbiz.de/10001741983
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Analysing I(2) systems by transformed vector autoregressions
Kongsted, Hans Christian; Bohn Nielsen, Heino - In: Oxford bulletin of economics and statistics 66 (2004) 3, pp. 379-397
Persistent link: https://www.econbiz.de/10002139170
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Monetary policy in the Greenspan era : a time series analysis of rules vs. discretion
Møller Christensen, Anders; Bohn Nielsen, Heino - In: Oxford bulletin of economics and statistics 71 (2009) 1, pp. 69-89
Persistent link: https://www.econbiz.de/10003801411
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Similarity issues in cointegration analysis
Nielsen, Bent; Rahbek, Anders - In: Oxford bulletin of economics and statistics 62 (2000) 1, pp. 5-22
Persistent link: https://www.econbiz.de/10001481785
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The ACR model : a multivariate dynamic mixture autoregression
Bec, Frédérique; Rahbek, Anders; Shephard, Neil G. - In: Oxford bulletin of economics and statistics 70 (2008) 5, pp. 583-618
Persistent link: https://www.econbiz.de/10003759114
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A comparison of sequential and information-based methods for determining the co-integration rank in heteroskedastic VAR models
Cavaliere, Giuseppe; De Angelis, Luca; Rahbek, Anders; … - In: Oxford bulletin of economics and statistics 77 (2015) 1, pp. 106-128
Persistent link: https://www.econbiz.de/10011373619
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Analysing I(2) Systems by Transformed Vector Autoregressions
Kongsted, Hans Christian; Nielsen, Heino Bohn - In: Oxford bulletin of economics and statistics 66 (2004) 3, pp. 379-398
Persistent link: https://www.econbiz.de/10006428942
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Monetary Policy in the Greenspan Era: A Time Series Analysis of Rules vs. Discretion
Christensen, Anders Møller; Nielsen, Heino Bohn - In: Oxford bulletin of economics and statistics 71 (2009) 1, pp. 69-90
Persistent link: https://www.econbiz.de/10008167139
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Monetary Policy in the Greenspan Era: A Time Series Analysis of Rules vs. Discretion
Christensen, Anders Møller; Nielsen, Heino Bohn - In: Oxford bulletin of economics and statistics 71 (2009) 1, pp. 69
Persistent link: https://www.econbiz.de/10008167140
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Similarity Issues in Cointegration Analysis
Nielsen, Bent; Rahbek, Anders - In: Oxford bulletin of economics and statistics 62 (2000) 1, pp. 5-22
Persistent link: https://www.econbiz.de/10006454595