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Co-breaking, cointegration, and weak exogeneity : modelling aggregate consumption in Japan
Kurita, Takamitsu - In: Economic modelling 27 (2010) 2, pp. 574-584
Persistent link: https://www.econbiz.de/10003952863
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Modelling time series data of monetary aggregates using I(2) and I(1) cointegration analysis
Kurita, Takamitsu - In: Bulletin of economic research 65 (2013) 4, pp. 372-388
Persistent link: https://www.econbiz.de/10010194791
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Time series analysis of transatlantic market interactions : evidence from crude oil and gasoline prices
Kurita, Takamitsu - In: International journal of business and economics 9 (2010) 2, pp. 157-173
Persistent link: https://www.econbiz.de/10008688534
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Likelihood-based inference for weak exogeneity in I(2) cointegrated VAR models
Kurita, Takamitsu - In: Econometric reviews 31 (2012) 1/3, pp. 325-360
Persistent link: https://www.econbiz.de/10009515956
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An empirical model for Japan's business fixed investment
Kurita, Takamitsu - In: Journal of economics & business 63 (2011) 2, pp. 107-120
Persistent link: https://www.econbiz.de/10009298246
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A dynamic econometrics system for the real yen-dollar rate
Kurita, Takamitsu - In: Empirical economics : a journal of the Institute for … 33 (2007) 1, pp. 115-149
Persistent link: https://www.econbiz.de/10003491979
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A recursive Monte Carlo study of structural-break sensitivity of adjustment coefficients in cointegrated VAR systems
Kurita, Takamitsu - In: Journal of quantitative economics 17 (2019) 2, pp. 251-270
Persistent link: https://www.econbiz.de/10012418663
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Normalising cointegrating relationships subject to long-run exclusion
Kurita, Takamitsu - In: Economics letters 192 (2020), pp. 1-4
Persistent link: https://www.econbiz.de/10012508580
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Short-run parameter changes in a cointegrated vector autoregressive model
Kurita, Takamitsu (contributor); Nielsen, Bent (contributor) - 2005
Persistent link: https://www.econbiz.de/10002639912
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Johansen test with Fourier-type smooth nonlinear trends in cointegrating relations
Kurita, Takamitsu; Shintani, Mototsugu - 2023
Persistent link: https://www.econbiz.de/10014383879