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Long-run and short-run co-movement in UK consumption and income

Cook, Steven - In: Economics letters 67 (2000) 1, pp. 11-13

Persistent link: https://www.econbiz.de/10001463491

Frequency domain and time series properties of asymmetric error correction terms

Cook, Steven - In: Applied economics 32 (2000) 3, pp. 297-304

Persistent link: https://www.econbiz.de/10001488632

A sensitivity analysis of threshold determination for asymmetric error correction models

Cook, Steven - In: Applied economics letters 10 (2003) 10, pp. 611-616

Persistent link: https://www.econbiz.de/10001801907

Spurious rejection by cointegration tests incorporating structural change in the cointegrating relationship

Cook, Steven - In: Applied economics letters 11 (2004) 14, pp. 879-884

Persistent link: https://www.econbiz.de/10002437902

The power of single equation tests for cointegration

Cook, Steven - In: Applied economics letters 13 (2006) 5, pp. 265-267

Persistent link: https://www.econbiz.de/10003320420

Econometric analysis of interest rate pass-through

Cook, Steven - In: Applied financial economics letters 4 (2008) 4/6, pp. 249-251

Persistent link: https://www.econbiz.de/10003807569

Threshold adjustment in the long-run relationship between stock prices and economic activity

Cook, Steven - In: Applied financial economics letters 3 (2007) 4/6, pp. 243-246

Persistent link: https://www.econbiz.de/10003604873

Finite-sample power properties of threshold cointegration tests

Cook, Steven - In: Applied economics letters 15 (2008) 1/3, pp. 27-30

Persistent link: https://www.econbiz.de/10003724925

Simulation analysis of the impact of volatility clustering upon the finite-sample distribution of threshold cointegration tests

Cook, Steven - In: Applied financial economics letters 4 (2008) 1/3, pp. 59-63

Persistent link: https://www.econbiz.de/10003725321

Detecting long-run relationships in regional house prices in the UK

Cook, Steven - In: International Review of Applied Economics 19 (2005) 1, pp. 107-118

Recent developments in the analysis of cointegration in the presence of asymmetric adjustment are extended and applied to data on regional house prices in the UK. This extension is found to have a dramatic impact upon the results derived. In contrast to recent studies employing standard methods,...

Persistent link: https://www.econbiz.de/10005482752