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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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More on testing exact rational expectations in cointegrated vector autoregressive models: Restricted constant and linear term
Johansen, Søren; Swensen, Anders Rygh - In: The econometrics journal 7 (2004) 2, pp. 389-397
Persistent link: https://www.econbiz.de/10007442933
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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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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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Comment on "Statistical Adequacy and the Testing of Trend Versus Difference Stationarity" by Andreou and Spanos (Number 3)
Nymoen, Ragnar - In: Econometric reviews 22 (2003) 3, pp. 253-260
Persistent link: https://www.econbiz.de/10006884248
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TESTING STEADY-STATE IMPLICATIONS FOR THE NAIRU
Bårdsen, Gunnar; Nymoen, Ragnar - In: The review of economics and statistics 85 (2003) 4, pp. 1070-1075
Persistent link: https://www.econbiz.de/10006367801
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Hazards in Implementing a Monetary Conditions Index
Eika, Kari H.; Ericsson, Neil R.; Nymoen, Ragnar - In: Oxford bulletin of economics and statistics 58 (1996) 4, pp. 765-790
Persistent link: https://www.econbiz.de/10006480070