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Using zero-non-zero patterned vector autoregressive modelling to test for causality etween money supply, GDP growth, the London stock market index and the euro exchange rate

Lin, Edward J. Y.; Penm, Jammie H.; Terrell, R. D.; Wu, … - In: Research in finance 20 (2003), pp. 99-117

Persistent link: https://www.econbiz.de/10001902283

The long-term relations under climate change between economic activity and metal utilizations using the forgetting factor

Chen, Andrew H.; Penm, Jack H. W.; Terrell, R. D. - In: Research in finance 26 (2010), pp. 95-111

Persistent link: https://www.econbiz.de/10009241016

Non-linear modelling of the relationship between price movements in the OECD housing markets and significant economic activities

O'Neill, T. J.; Penm, Jack H. W.; Terrell, R. D. - In: Research in finance 25 (2009), pp. 159-175

Persistent link: https://www.econbiz.de/10009306658

A new approach to testing PPP : evidence from the Yen

Brailsford, Timothy J.; Penm, Jack H. W.; Terrell, R. D. - In: Research in finance 21 (2004), pp. 135-154

Persistent link: https://www.econbiz.de/10002976494

The role of higher oil prices : a case of major developed countries

O'Neill, T. J.; Penm, Jack H. W.; Terrell, R. D. - In: Research in finance 24 (2008), pp. 287-299

Persistent link: https://www.econbiz.de/10003752971

Zero-non-zero patterned vector error correction modelling for I(2) cointegrated time series with applications in testing PPP and stock market relationships

Brailsford, Timothy J.; Penm, Jack H. W.; Terrell, R. D. - In: Research in finance 22 (2005), pp. 305-326

Persistent link: https://www.econbiz.de/10003753387

The long-term relations under climate change between economic activity and metal utilizations using the forgetting factor

Chen, Andrew H.; Penm, Jack H. W.; Terrell, R. D. - In: Research in finance, (pp. 95-111). 2010

In this chapter, we apply an efficient subset of vector error correction model (VECM) using the forgetting factor to examine the cointegration under climate change of the time series of the gross domestic product (GDP) and the industrial production and that of the utilization and consumption of...

Persistent link: https://www.econbiz.de/10015381519