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Testing linearity in cointegrating transition regressions

Choi, In; Saikkonen, Pentti - In: The econometrics journal 7 (2004) 2, pp. 341-365

Persistent link: https://www.econbiz.de/10002463466

Three essays on nonlinear nonstationary econometrics and applied macroeconomics

Bae, Youngsoo - 2006

Persistent link: https://www.econbiz.de/10003965066

Money demand in the euro area, the US and the UK : assessing the role of nonlinearity

Jawadi, Fredj; Sousa, Ricardo M. - In: Economic modelling 32 (2013), pp. 507-512

Persistent link: https://www.econbiz.de/10009762065

Reconsidering the welfare cost of inflation in the US : a nonparametric estimation of the nonlinear long-run money-demand equation using projection pursuit regressions

Gupta, Rangan; Majumdar, Anandamayee - In: Empirical economics : a journal of the Institute for … 46 (2014) 4, pp. 1221-1240

Persistent link: https://www.econbiz.de/10010357340

Can inflation be claimed as a monetary phenomenon? : the Malaysian experience

Tang, Chor Foon; Öztürk, İlhan - In: International journal of economics and financial issues … 7 (2017) 3, pp. 453-460

Persistent link: https://www.econbiz.de/10011822768

The impact of renewable energy on economic well-being of Malaysia : fresh evidence from auto regressive distributed lag bound testing approach

Haseeb, Muhammad; Irwan Shah Zainal Abidin; Hye, Qazi … - In: International Journal of Energy Economics and Policy : IJEEP 9 (2019) 1, pp. 269-275

Persistent link: https://www.econbiz.de/10011955898

Boom-bust housing price dynamic : the case of Malaysia

Yip, Chee Yin; Woo Kok Hoong; Oon Kam Hoe; Nabihah … - In: International journal of economics and financial issues … 7 (2017) 4, pp. 132-138

Persistent link: https://www.econbiz.de/10011823183

Instability in cointegration regressions : a brief review with an application to money demand in Portugal

A. Gabriel, Vasco J. C. R. de; Silva Lopez, Artur C. B. da - In: Applied economics 35 (2003) 8, pp. 893-900

Persistent link: https://www.econbiz.de/10001761618

Instability in Cointegration Regressions : Further Discussion with an Application to Money Demand in Portugal

de A. Gabriel, Vasco J.C.R; da Silva Lopes, Artur C.B; … - 1999

-stationary variables. Focusing on cointegration issues, some methodological aspects ere discussed, attempting to integrate coherently the … several steps of the modelling strategy. These range from unit to cointegration testing and to testing for instability in the … cointegration vector. An empirical example with Portuguse data tries to illustrate the usefulness of this approach, where a simple …

Persistent link: https://www.econbiz.de/10014194994

Explaining Money Demand in China During the Transition from a Centrally Planned to a Market-Based Monetary System

Delatte, Anne Laure - 2011

We examine the transition process from a centrally planned to a market-based monetary system in China, with the objective of giving a functional form to the transition in money demand. Applying the cointegrating Time-Varying Smooth Transition Regression model proposed by Choi and Saikkonen...

Persistent link: https://www.econbiz.de/10013119223