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Non-stationarity in the consumption-income ratio : further evidence from panel and assymetric unit root tests

Tsionas, Eftymios (contributor); … - In: Economics bulletin : EB (2002)

Persistent link: https://www.econbiz.de/10001740811

A note on the relationship between real wages and employment : further evidence from panel cointegration tests

Christopulos, Dēmētrēs K. - In: Journal of economic studies 32 (2005) 1, pp. 25-32

Persistent link: https://www.econbiz.de/10002579322

Time-series output convergence tests and stationary covariates

Christopulos, Dēmētrēs K.; León-Ledesma, Miguel A. - In: Economics letters 101 (2008) 3, pp. 297-299

Persistent link: https://www.econbiz.de/10003801449

Testing for Granger (non-)causality in a time-varying coefficient VAR model

Christopulos, Dēmētrēs K.; León-Ledesma, Miguel A. - In: Journal of forecasting 27 (2008) 4, pp. 293-303

Persistent link: https://www.econbiz.de/10003826731

Testing for granger (non-) causality in a time varying coefficient VAR model

Christopulos, Dēmētrēs K. (contributor); … - 2008

In this paper we propose Granger (non-)causality tests based on a VAR model allowing for time-varying coefficients. The functional form of the time-varying coefficients is a Logistic Smooth Transition Autoregressive (LSTAR) model using time as the transition variable. The model allows for...

Persistent link: https://www.econbiz.de/10003644229

On the persistence of cross-country inequality measures

Christopulos, Dēmētrēs K.; McAdam, Peter - In: Journal of money, credit and banking : JMCB 49 (2017) 1, pp. 255-266

Persistent link: https://www.econbiz.de/10011708007

An equilibrium-correction model for dynamic network data

Dekker, David; Franses, Philip Hans; Krackhardt, David - 2001

Persistent link: https://www.econbiz.de/10001600647