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Testing the validity of the long run neutrality of money in Nigeria

Ugwu, Ephraim Ikechukwu; Ehinomen, Christopher; Nwosa, … - In: Folia oeconomica Stetinensia : FOS 21 (2021) 2, pp. 148-167

Persistent link: https://www.econbiz.de/10012797032

Toda-Yamamoto causality test between inflation and nominal interest rates : evidence from three countries of Europe

Dritsaki, Chaido - In: International journal of economics and financial issues … 7 (2017) 6, pp. 120-129

Persistent link: https://www.econbiz.de/10011948274

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

Persistent link: https://www.econbiz.de/10013334720

Some long-run correlations of inflation in developed countries

West, Kenneth D.; Cao, Tu - In: Economía : revista del Departamento de Economía, … 45 (2022) 89, pp. 1-23

Persistent link: https://www.econbiz.de/10014253593

Re-examining the Fisher effect : an application of small sample distributions of the covariate unit root test

Tson, Ching-chuan; Lee, Cheng-feng - In: Global economic review 41 (2012) 2, pp. 189-207

Persistent link: https://www.econbiz.de/10009570968

Changes in persistence, spurious regressions and the Fisher hypothesis

Kruse, Robinson; Ventosa-Santaulària, Daniel; … - 2013

Persistent link: https://www.econbiz.de/10009733569

Econometric analysis of Fisher's equation

Phillips, Peter C. B. - 1998

Persistent link: https://www.econbiz.de/10000673153

Chapter 6 Forecasting with VARMA Models

Lütkepohl, Helmut - 2006

Vector autoregressive moving-average (VARMA) processes are suitable models for producing linear forecasts of sets of time series variables. They provide parsimonious representations of linear data generation processes. The setup for these processes in the presence of stationary and cointegrated...

Persistent link: https://www.econbiz.de/10014023700

Engle & Granger cointegration test for gdp and public consumption in the Republic of North Macedonia

Ivanovski, Zoran; Ivanovska, Nadica; Korunovska, Vesna - In: UTMS journal of economics / University of Tourism and … 13 (2022) 2, pp. 214-220

In this paper, we test cointegration between GDP and Public consumption of the Republic of North Macedonia, for … quarterly data of twenty years' time series (2000Q1-2019Q4). We present results of two methods for cointegration test: first …, residual regression test table and second, Engle & Granger cointegration test and Philips Ouliaris test. Both methods provides …

Persistent link: https://www.econbiz.de/10013489691

Are bitcoin prices isolated or co-integrated?

Vyas, Vishal; Mehta, Kiran; Sharma, Renuka - In: International journal of business and globalisation : IJBG 35 (2023) 1/2, pp. 5-19

Persistent link: https://www.econbiz.de/10014388694