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Monetary conditions index : new empirical evidence from central and eastern European countries

Afloarei Nucu, Anca Elena; Anton, Sorin Gabriel - In: Ekonomický časopis : časopis pre ekonomickú … 66 (2018) 2, pp. 139-158

Persistent link: https://www.econbiz.de/10012152753

30 years of cointegration and dynamic factor models forecasting and its future with big data : editorial

Escribano, Álvaro; Peña, Daniel; Ruiz, Esther - In: International journal of forecasting 37 (2021) 4, pp. 1333-1337

Persistent link: https://www.econbiz.de/10013274271

Spurious relationships in high-dimensional systems with strong or mild persistence

Gonzalo, Jesús; Pitarakis, Jean-Yves - In: International journal of forecasting 37 (2021) 4, pp. 1480-1497

Persistent link: https://www.econbiz.de/10013274296

Multi-period structural model of a mortgage portfolio with cointegrated factors

Gapko, Petr; Šmíd, Martin - In: Finance a úvěr 66 (2016) 6, pp. 565-574

Persistent link: https://www.econbiz.de/10011582648

Time-varying threshold cointegration with an application to the Fisher hypothesis

Yang, Lixiong - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 26 (2022) 2, pp. 257-274

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Blood, Sweat, and Tears: The Rise and Decline of the East German Economy, 1949–1988 / Blut, Schweiß, Tränen: Aufstieg und Niedergang der ostdeutschen Wirtschaft, 1949–1988

Blum, Ulrich; Dudley, Leonard - In: Jahrbücher für Nationalökonomie und Statistik 220 (2000) 4, pp. 438-452

Summary The rise of the East-German economy in the 1950s and 1960s and its decline in the 1970s and 1980s is difficult to explain by neoclassical economics. However; the observed life cycle may be explained by the inclusion of concepts from old and new institutional economics and from functional...

Persistent link: https://www.econbiz.de/10014608780

Blood, Sweat, and Tears: The Rise and Decline of the East German Economy, 1949-1988

Blum, Ulrich; Dudley, Leonard - In: Journal of Economics and Statistics (Jahrbuecher fuer … 220 (2000) 4, pp. 438-452

The rise of the East-German economy in the 1950s and 1960s and its decline in the 1970s and 1980s is difficult to explain by neoclassical economics. However, the observed life cycle may be explained by the inclusion of concepts from old and new institutional economics and from functional...

Persistent link: https://www.econbiz.de/10005027160

Cointegration versus traditional econometric techniques in applied economics

Zietz, Joachim - In: Eastern Economic Journal 26 (2000) 4, pp. 469-482

compare econometric estimation on the basis of both traditional autoregressive distributed lag models and currently popular …

Persistent link: https://www.econbiz.de/10005641620

Fractional cointegration and real exchange rates

Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2000

Persistent link: https://www.econbiz.de/10001509581

A fractionally integrated model with a mean shift for the US and the UK real oil prices

Gil-Alaña, Luis A. - 2000

Persistent link: https://www.econbiz.de/10001509586