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Time series analysis of transatlantic market interactions : evidence from crude oil and gasoline prices
Kurita, Takamitsu - In: International journal of business and economics 9 (2010) 2, pp. 157-173
Persistent link: https://www.econbiz.de/10009957174
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MODELLING TIME SERIES DATA OF MONETARY AGGREGATES USING I(2) AND I(1) COINTEGRATION ANALYSIS
Kurita, Takamitsu - In: Bulletin of economic research 65 (2013) 4, pp. 372-388
Persistent link: https://www.econbiz.de/10010178587
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A dynamic econometric system for the real yen–dollar rate
Kurita, Takamitsu - In: Empirical economics : a journal of the Institute for … 33 (2007) 1, pp. 115-150
Persistent link: https://www.econbiz.de/10007747325
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Likelihood-Based Inference for Weak Exogeneity in I(2) Cointegrated VAR Models
Kurita, Takamitsu - In: Econometric reviews 31 (2012) 3, pp. 325-361
Persistent link: https://www.econbiz.de/10009986254
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An I(2) cointegration model with piecewise linear trends
Kurita, Takamitsu; Bohn Nielsen, Heino; Rahbek, Anders - In: The econometrics journal 14 (2011) 2, pp. 131-156
Persistent link: https://www.econbiz.de/10009136254
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An empirical model for Japan’s business fixed investment
Kurita, Takamitsu - In: Journal of economics and business 63 (2011) 2, pp. 107-121
Persistent link: https://www.econbiz.de/10008814854
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An empirical investigation of monetary interaction in the Korean economy
Choo, Han Gwang; Kurita, Takamitsu - In: International review of economics & finance : IREF 20 (2011) 2, pp. 267-281
Persistent link: https://www.econbiz.de/10008843428