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Cointegration analysis in the presence of outliers

Bohn Nielsen, Heino (contributor) - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001743444

Cointegration analysis in the presence of outliers

Bohn Nielsen, Heino - In: The econometrics journal 7 (2004) 1, pp. 249-271

Persistent link: https://www.econbiz.de/10002122086

UK money demand 1873 - 2001 : a cointegrated VAR analysis with additive data corrections

Bohn Nielsen, Heino (contributor) - 2004

Persistent link: https://www.econbiz.de/10002378867

Influential observations in cointegrated VAR models : Danish money demand 1973 - 2003

Bohn Nielsen, Heino - In: The econometrics journal 11 (2008) 1, pp. 39-57

Persistent link: https://www.econbiz.de/10003648607

UK money demand 1873-2001 : a long-run time series analysis and event study

Bohn Nielsen, Heino - In: Cliometrica : journal of historical economics and … 1 (2007) 1, pp. 45-61

Persistent link: https://www.econbiz.de/10003511446

Trend-stationarity in the I(2) cointegration model

Jørgensen, Clara M. D. - 1996

Persistent link: https://www.econbiz.de/10000952100

Trend stationarity in the I(2) cointegration model

Rahbek, Anders; Kongsted, Hans Christian; Jørgensen, … - In: Journal of econometrics 90 (1999) 2, pp. 265-289

Persistent link: https://www.econbiz.de/10001382131

Asymptotic inference on cointegrating rank in partial systems

Harbo, Ingrid; Johansen, Søren; Nielsen, Bent; Rahbek, … - In: Journal of business & economic statistics : JBES ; a … 16 (1998) 4, pp. 388-399

Persistent link: https://www.econbiz.de/10001251806

UK money demand 1873–2001: a long-run time series analysis and event study.

Nielsen, Heino Bohn - In: Cliometrica, Journal of Historical Economics and … 1 (2007) 1, pp. 45-61

This paper performs a multivariate cointegration analysis of UK money demand 1873–2001, and illustrates how a long-run time series analysis may be conducted on a data set characterized by turbulent episodes and institutional changes. We suggest accounting for the effects of the two world wars...

Persistent link: https://www.econbiz.de/10005035709