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Contratti a lungo termine, inflazione e isteresi

Lubian, Diego - 1992

Persistent link: https://www.econbiz.de/10000943085

Testing long run purchasing power parity in a cointegrated system

Lubian, Diego - 1992

Persistent link: https://www.econbiz.de/10000943087

Are exchange rates too volatile?

Lubian, Diego - In: Ricerche economiche 42 (1988) 4, pp. 630-647

Persistent link: https://www.econbiz.de/10001126588

Isteresi nel tasso "naturale": una interpretazione della elevata e persistente disoccupazione attuale

Lubian, Diego - In: Giornale degli economisti e annali di economia 45 (1986) 1, pp. 55-72

Persistent link: https://www.econbiz.de/10001059712

Representations of a cointegrated system and implied estimation procedures

Cappuccio, Nunzio - In: Giornale degli economisti e annali di economia 53 (1995) 10, pp. 547-565

Persistent link: https://www.econbiz.de/10001191552

Co-integration and trend reversion in purchasing power parity

Ardeni, Pier Giorgio - In: Giornale degli economisti e annali di economia 48 (1990) 3, pp. 109-128

Persistent link: https://www.econbiz.de/10001107729

Cointegrazione nelle serie storiche macroeconomiche

Ardeni, Pier Giorgio - In: Giornale degli economisti e annali di economia 46 (1987) 7, pp. 437-465

Persistent link: https://www.econbiz.de/10001066561

Triangular representation and error correction mechanism in cointegrated systems

Cappuccio, Nunzio - In: Oxford bulletin of economics and statistics 58 (1996) 2, pp. 409-415

Persistent link: https://www.econbiz.de/10001201675

Estimation and inference on long-run equilibria : a simulation study

Cappuccio, Nunzio; Lubian, Diego - In: Econometric reviews 20 (2001) 1, pp. 61-84

Persistent link: https://www.econbiz.de/10001582455

Asymptotic Null Distributions of Stationarity and Nonstationarity Tests Under Local-to-Finite Variance Errors

Cappuccio, Nunzio; Lubian, Diego - 2003

The purpose of this paper is to investigate the asymptotic null distribution of stationarity and nonstationarity tests when the distribution of the error term belongs to the normal domain of attraction of a stable law in any finite sample but the error term is an i.i.d. process with finite...

Persistent link: https://www.econbiz.de/10014075550