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A bootstrap algorithm for testing cointegration rank in VAR models in the presence of stationary variables
Swensen, Anders Rygh - In: Journal of econometrics 165 (2011) 2, pp. 152-163
Persistent link: https://www.econbiz.de/10009806613
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A linear demand system within a seemingly unrelated time series equations framework
Raknerud, Arvid; Skjerpen, Terje; Swensen, Anders Rygh - In: Empirical economics : a journal of the Institute for … 32 (2007) 1, pp. 105-124
Persistent link: https://www.econbiz.de/10007720919
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Expectations and regime robustness in price formation: evidence from vector autoregressive models and recursive methods
Boug, Pål; Cappelen, °Adne; Swensen, Anders Rygh - In: Empirical economics : a journal of the Institute for … 31 (2006) 4, pp. 821-846
Persistent link: https://www.econbiz.de/10007301811
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A NOTE ON THE POWER OF BOOTSTRAP UNIT ROOT TESTS
Swensen, Anders Rygh - In: Econometric theory 19 (2003) 1, pp. 32-48
Persistent link: https://www.econbiz.de/10006970550
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Interpreting the evidence for New Keynesian models of inflation dynamics
Nymoen, Ragnar; Swensen, Anders Rygh; Tveter, Eivind - In: Journal of macroeconomics 34 (2012) 2, pp. 253-264
Persistent link: https://www.econbiz.de/10009969450
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Forecasting key macroeconomic variables from a large number of predictors: a state space approach
Raknerud, Arvid; Skjerpen, Terje; Swensen, Anders Rygh - In: Journal of forecasting 29 (2010) 4, pp. 367-388
Persistent link: https://www.econbiz.de/10008430512
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Euro-dollar real exchange rate dynamics in an estimated two-country model: An assessment
Boug, Pål; Cappelen, Ådne; Swensen, Anders Rygh - In: Journal of economic dynamics & control 34 (2010) 4, pp. 780-798
Persistent link: https://www.econbiz.de/10008398242
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Likelihood analysis of seasonal cointegration
Johansen, Søren; Schaumburg, Ernst - In: Journal of econometrics 88 (1999) 2, pp. 301-340
Persistent link: https://www.econbiz.de/10006786617
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Identifying restrictions of linear equations with applications to simultaneous equations and cointegration
Johansen, Søren - In: Journal of econometrics 69 (1995) 1, pp. 111-132
Persistent link: https://www.econbiz.de/10006797932
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Modelling of cointegration in the vector autoregressive model
Johansen, Søren - In: Economic modelling 17 (2000) 3, pp. 359-374
Persistent link: https://www.econbiz.de/10006286106