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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

An econometric analysis of I (2) variables

Haldrup, Niels - In: Journal of economic surveys 12 (1998) 5, pp. 595-650

Persistent link: https://www.econbiz.de/10001400865

[Rezension von: Maddala, G. S., ...,, Unit roots cointegration and structural change]

Haldrup, Niels - In: The economic journal : the journal of the Royal … 110 (2000), pp. F800-803

Persistent link: https://www.econbiz.de/10001545475

An econometric analysis of I(2) variables

Haldrup, Niels - In: Practical issues in cointegration analysis, (pp. 179-234). 1999

Persistent link: https://www.econbiz.de/10001550937

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

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