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Nonlinear error correction : the case of money demand in the United Kingdom (1878-2000)

Escribano, Álvaro - In: Macroeconomic dynamics 8 (2004) 1, pp. 76-116

Persistent link: https://www.econbiz.de/10001930635

Cointegration testing under structural breaks : a robust extended error correction model

Arranz, Miguel A.; Escribano, Álvaro - In: Oxford bulletin of economics and statistics 62 (2000) 1, pp. 23-52

Persistent link: https://www.econbiz.de/10001481788

Information-theoretic analysis of serial dependence and cointegration

Aparicio, F. M. (contributor); … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 3 (1998) 3, pp. 119-140

Persistent link: https://www.econbiz.de/10001769710

Instrumental variable interpretation of cointegration with inference results for fractional cointegration

Mármol, Francesc; Escribano, Álvaro; Aparicio, Felipe M. - In: Econometric theory 18 (2002) 3, pp. 646-672

Persistent link: https://www.econbiz.de/10001673447

Outliers - robust ECM cointegration tests based on the trend components

Arranz, Miguel A.; Escribano, Álvaro - In: Spanish economic review : SER 6 (2004) 4, pp. 243-266

Persistent link: https://www.econbiz.de/10002485119

Modeling and forecasting the long memory of cyclical trends in paleoclimate data

Barrio Castro, Tomás del; Escribano, Álvaro; … - 2024

This paper identifies and estimates the relevant cycles in paleoclimate data of earth temperature, ice volume and CO2. Cyclical cointegration analysis is used to connect these cycles to the earth eccentricity and obliquity and to see that the earth surface temperature and ice volume are closely...

Persistent link: https://www.econbiz.de/10015152710