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Multicointegration in stock-flow models

Engsted, Tom; Haldrup, Niels - 1997

Persistent link: https://www.econbiz.de/10000971710

Multicointegration and present value relations

Engsted, Tom; Gonzalo, Jesús; Haldrup, Niels - 1995

Persistent link: https://www.econbiz.de/10000915773

Multicointegration in stock-flow models

Engsted, Tom; Haldrup, Niels - In: Oxford bulletin of economics and statistics 61 (1999) 2, pp. 237-254

Persistent link: https://www.econbiz.de/10001407318

Measuring noise in the permanent income hypothesis

Engsted, Tom - In: Journal of macroeconomics 24 (2002) 3, pp. 353-370

Persistent link: https://www.econbiz.de/10001704734

Fama on bubbles

Engsted, Tom - 2014

Persistent link: https://www.econbiz.de/10010401697

Measuring noise in the permanent income hypothesis

Engsted, Tom - 2000

Persistent link: https://www.econbiz.de/10001493815

Explosive bubbles in the cointegrated VAR model

Engsted, Tom - In: Finance research letters 3 (2006) 2, pp. 154-162

Persistent link: https://www.econbiz.de/10003333936

Multicointegration in US consumption data

Siliverstovs, Boriss - 2003

The present paper tests for the existence of multicointegration between real per capita private consumption expenditure and real per capita disposable personal income in the USA. In doing so, we exploit the fact that the flows of disposable income and consumption expenditure on the one hand, and...

Persistent link: https://www.econbiz.de/10011439261

Re-assessing international stock return predictability : evidence from directional accuracy and excess profitability tests

Siliverstovs, Boriss - In: Applied economics letters 24 (2017) 1/3, pp. 1-3

Persistent link: https://www.econbiz.de/10011703719

Assessing nowcast accuracy of US GDP growth in real time : the role of booms and busts

Siliverstovs, Boriss - In: Empirical economics : a journal of the Institute for … 58 (2020) 1, pp. 7-27

Persistent link: https://www.econbiz.de/10012216341