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Allowing the Data to Speak Freely : The Macroeconometrics of the Cointegrated Vector Autoregression

Hoover, Kevin D. - 2008

approach requires careful specification of the integration and cointegration properties of variables in systems of equations …

Persistent link: https://www.econbiz.de/10012726093

Macroeconomic variables and the Kenyan equity market : a time series analysis

Mutuku, Cyrus; Ng’eny, Kirwa Lelei - In: Business and Economic Research : BER 5 (2015) 1, pp. 1-10

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Recent Developments in Nonlinear Cointegration with Applications to Macroeconomics and Finance

Dufrénot, Gilles; Mignon, Valérie - 2002

This book provides new insights on nonlinear cointegration and error correction models. It seeks to bring together … finance. Even though papers on nonlinear cointegration are numerous a survey can still be made on the topic. This book is …

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Kointegrationskonzepte für die Kreditrisikomodellierung : Systematische Kreditrisiken und makroökonomische Theorienbildung

Wagatha, Matthias - 2005 - Gabler Edition Wissenschaft

In den letzten Jahren sind die Messung und die Steuerung von Kreditrisiken aufgrund der verschlechterten makroökonomischen Rahmenbedingungen und der daraus resultierenden Zunahme der Insolvenzen ins Zentrum des Interesses gerückt. Verstärkt wird diese Entwicklung durch die vom Baseler...

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Determinants of inflation in Bangladesh : an econometric investigation

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Does the forward discount represent a long memory process or short memory process with multiple changes in the mean?

Shahrin, Aidil Rizal - In: Jahrbücher für Nationalökonomie und Statistik 235 (2015) 6, pp. 630-641

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Household consumption and exchange rate extreme dynamics : multiple asymmetric threshold non-linear autoregressive distributed lag model perspective

Uche, Emmanuel; Chang, Bisharat Hussain; Effiom, Lionel - In: International journal of finance & economics : IJFE 28 (2023) 3, pp. 3437-3450

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The exchange rate and macroeconomic determinants : time-varying transitional dynamics

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Theoretische und empirische Aspekte der Prognose wichtiger makroökonomischer Größen

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Macroeconomic fundamentals and dynamics of the Indian rupee-dollar exchange rate

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