Similar Search Results

PPP over a century : cointegration and structural change

Panopulu, Aikaterinē - In: Applied financial economics letters 3 (2007) 4/6, pp. 319-325

Persistent link: https://www.econbiz.de/10003605018

Estimation and forecasting in first-order vector autoregressions with near to unit roots and conditional heteroscedasticity

Pantelidis, Theologos; Pittis, Nikitas - In: Journal of forecasting 28 (2009) 7, pp. 612-630

Persistent link: https://www.econbiz.de/10003902230

PPP over a century : cointegration and structural change

Panopulu, Aikaterinē - 2006

Persistent link: https://www.econbiz.de/10003334365

The Feldstein-Horioka puzzle revisited : a Monte Carlo study

Caporale, Guglielmo Maria; Panopulu, Aikaterinē; … - In: Journal of international money and finance 24 (2005) 7, pp. 1143-1149

Persistent link: https://www.econbiz.de/10003210065

A comparison of autoregressive distributed lag and dynamics OLS cointegration estimators in the case of serially correlated cointegration error

Panopulu, Aikaterinē; Pittis, Nikitas - In: The econometrics journal 7 (2004) 2, pp. 585-617

Persistent link: https://www.econbiz.de/10002463690

PPP Over a Century : Cointegration and Structural Change

Panopoulou, Ekaterini - 2006

The purpose of this paper is to investigate the ability of parameter instability tests in regressions with I(1) processes to discriminate between changes in the cointegrating relationship and changes in the marginal distribution of the regressors. Using annual data for the G-7 countries and the...

Persistent link: https://www.econbiz.de/10014059334