Location via proxy:   [ UP ]  
[Report a bug]   [Manage cookies]                
create a website

Structural relations, cointegration and identification: some simple results and their application. (1998). Davidson, James.
In: Journal of Econometrics.
RePEc:eee:econom:v:87:y:1998:i:1:p:87-113.

Full description at Econpapers || Download paper

Cited: 79

Citations received by this document

Cites: 24

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. .

    Full description at Econpapers || Download paper

  2. Modelling short-and long-term marketing effects in the consumer purchase journey. (2022). Cain, P M.
    In: International Journal of Research in Marketing.
    RePEc:eee:ijrema:v:39:y:2022:i:1:p:96-116.

    Full description at Econpapers || Download paper

  3. Interdependence between exchange rates: Evidence from multivariate analysis since the financial crisis to the COVID-19 crisis. (2021). Bannour, Nawres ; ben Saad, Mouna ; Boubaker, Heni.
    In: Economic Analysis and Policy.
    RePEc:eee:ecanpo:v:71:y:2021:i:c:p:592-608.

    Full description at Econpapers || Download paper

  4. The Discovery of Long-Run Causal Order: A Preliminary Investigation. (2020). Hoover, Kevin.
    In: Econometrics.
    RePEc:gam:jecnmx:v:8:y:2020:i:3:p:31-:d:393890.

    Full description at Econpapers || Download paper

  5. Economic Survey of Latin America and the Caribbean 2018. Evolution of investment in Latin America and the Caribbean: stylized facts, determinants and policy challenges. (2018). -, .
    In: Estudio Económico de América Latina y el Caribe.
    RePEc:ecr:col005:43965.

    Full description at Econpapers || Download paper

  6. A CVAR scenario for a standard monetary model using theory-consistent expectations. (2017). juselius, katarina.
    In: Discussion Papers.
    RePEc:kud:kuiedp:1708.

    Full description at Econpapers || Download paper

  7. The Long-run Relationship Between Trade and Population Health: Evidence from Five Decades. (2017). Herzer, Dierk.
    In: The World Economy.
    RePEc:bla:worlde:v:40:y:2017:i:2:p:462-487.

    Full description at Econpapers || Download paper

  8. Forecasting food prices: The case of corn, soybeans and wheat. (2016). Cornejo, Magdalena ; Ahumada, Hildegart.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:32:y:2016:i:3:p:838-848.

    Full description at Econpapers || Download paper

  9. Re-estimation of Keynesian Model by Considering Critical Events and Multiple Cointegrating Vectors. (2015). Qayyum, Abdul ; Hina, Hafsa.
    In: The Pakistan Development Review.
    RePEc:pid:journl:v:54:y:2015:i:2:p:123-145.

    Full description at Econpapers || Download paper

  10. Addressing important econometric issues on how to construct theoretical based exchange rate misalignment estimates. (2015). Merlin, Giovanni ; Mendonça, Diogo ; Marçal, Emerson ; de Prince, Diogo ; Zimmermann, Beatrice ; Maral, Emerson Fernandes ; FernandesMaral, Emerson .
    In: Textos para discussão.
    RePEc:fgv:eesptd:401.

    Full description at Econpapers || Download paper

  11. The long-run relationship between trade and population health: evidence from five decades. (2014). Herzer, Dierk.
    In: Annual Conference 2014 (Hamburg): Evidence-based Economic Policy.
    RePEc:zbw:vfsc14:100441.

    Full description at Econpapers || Download paper

  12. Income inequality and health: Evidence from developed and developing countries. (2014). Nunnenkamp, Peter ; Herzer, Dierk.
    In: Economics Discussion Papers.
    RePEc:zbw:ifwedp:201445.

    Full description at Econpapers || Download paper

  13. Causality and Cointegration Analysis between Macroeconomic Variables and the Bovespa. (2014). CORONEL, DANIEL ; Vieira, Kelmara Mendes ; da Silva, Fabiano Mello.
    In: PLOS ONE.
    RePEc:plo:pone00:0089765.

    Full description at Econpapers || Download paper

  14. The Real Exchange Rate, Foreign Aid and Macroeconomic Transmission Mechanisms in Tanzania and Ghana. (2014). Tarp, Finn ; juselius, katarina ; Reshid, Abdulaziz .
    In: Discussion Papers.
    RePEc:kud:kuiedp:1402.

    Full description at Econpapers || Download paper

  15. Green Growth in Mexico, Brazil and Chile: Policy strategies and future prospects. (2014). Martínez-Zarzoso, Inmaculada ; Martinez-Zarzoso, Inmaculada ; Grunewald, Nicole.
    In: Ibero America Institute for Econ. Research (IAI) Discussion Papers.
    RePEc:got:iaidps:229.

    Full description at Econpapers || Download paper

  16. Economic models: comparative analysis of their adjustment and prediction capacities. (2014). Jose Antonio Gibanel Salazar, .
    In: Contribuciones a la Economía.
    RePEc:erv:contri:y:2014:i:2014-05:3.

    Full description at Econpapers || Download paper

  17. Religiosity and income: A panel cointegration and causality analysis. (2013). Strulik, Holger ; Herzer, Dierk.
    In: Center for European, Governance and Economic Development Research Discussion Papers.
    RePEc:zbw:cegedp:168.

    Full description at Econpapers || Download paper

  18. The Real Exchange Rate, Foreign Aid and Macroeconomic Transmission Mechanisms in Tanzania and Ghana. (2013). Tarp, Finn ; juselius, katarina ; Reshid, Abdulaziz .
    In: WIDER Working Paper Series.
    RePEc:unu:wpaper:wp2013-090.

    Full description at Econpapers || Download paper

  19. The Real Exchange Rate, Foreign Aid and Macroeconomic Transmission Mechanisms in Tanzania and Ghana. (2013). Tarp, Finn ; juselius, katarina ; Reshid, Abdulaziz.
    In: WIDER Working Paper Series.
    RePEc:unu:wpaper:wp-2013-090.

    Full description at Econpapers || Download paper

  20. Estimation of Keynesian Exchange Rate Model of Pakistan by Considering Critical Events and Multiple Cointegrating Vectors. (2013). Qayyum, Abdul ; Hina, Hafsa.
    In: MPRA Paper.
    RePEc:pra:mprapa:52611.

    Full description at Econpapers || Download paper

  21. Cointegration and error correction. (2013). Davidson, James.
    In: Chapters.
    RePEc:elg:eechap:14327_7.

    Full description at Econpapers || Download paper

  22. Deutsche Konjunktur erholt sich – Wirtschaftspolitik stärker an der langen Frist ausrichten. (2013). Gemeinschaftsdiagnose, Projektgruppe.
    In: ifo Schnelldienst.
    RePEc:ces:ifosdt:v:66:y:2013:i:08:p:03-77.

    Full description at Econpapers || Download paper

  23. Haavelmos Probability Approach and the Cointegrated VAR. (2012). juselius, katarina.
    In: Discussion Papers.
    RePEc:kud:kuiedp:1201.

    Full description at Econpapers || Download paper

  24. Oil price volatility: An Econometric Analysis of the WTI Market. (2011). Lantz, Frederic ; Hache, Emmanuel.
    In: Working Papers.
    RePEc:hal:wpaper:hal-02472326.

    Full description at Econpapers || Download paper

  25. The Effects of Banking Crises on Potential Output in OECD Countries. (2010). Liadze, Iana ; Davis, E ; Barrell, Ray ; Professor E. Philip Davis, .
    In: National Institute of Economic and Social Research (NIESR) Discussion Papers.
    RePEc:nsr:niesrd:2683.

    Full description at Econpapers || Download paper

  26. Tests for cointegration with structural breaks based on subsamples. (2010). Monticini, Andrea ; Davidson, James.
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:54:y:2010:i:11:p:2498-2511.

    Full description at Econpapers || Download paper

  27. Structural Analysis of Electricity Demand and Supply Interactions. (2010). Bunn, Derek ; Fezzi, Carlo.
    In: Oxford Bulletin of Economics and Statistics.
    RePEc:bla:obuest:v:72:y:2010:i:6:p:827-856.

    Full description at Econpapers || Download paper

  28. Money demand stability and inflation prediction in the four largest EMU countries. (2009). Carstensen, Kai ; Hossfeld, Oliver ; Hagen, Jan ; Neaves, Abelardo S..
    In: Munich Reprints in Economics.
    RePEc:lmu:muenar:19946.

    Full description at Econpapers || Download paper

  29. MONEY DEMAND STABILITY AND INFLATION PREDICTION IN THE FOUR LARGEST EMU COUNTRIES. (2009). Hossfeld, Oliver ; Carstensen, Kai ; Neaves, Abelardo Salazar ; Hagen, Jan .
    In: Scottish Journal of Political Economy.
    RePEc:bla:scotjp:v:56:y:2009:i:1:p:73-93.

    Full description at Econpapers || Download paper

  30. Money demand stability and inflation prediction in the four largest EMU countries. (2008). Hossfeld, Oliver ; Carstensen, Kai ; Neaves, Abelardo Salazar ; Hagen, Jan .
    In: Kiel Working Papers.
    RePEc:zbw:ifwkwp:1443.

    Full description at Econpapers || Download paper

  31. International parity relations between Poland and Germany: a cointegrated VAR approach. (2008). Stazka-Gawrysiak, Agnieszka.
    In: MPRA Paper.
    RePEc:pra:mprapa:24057.

    Full description at Econpapers || Download paper

  32. The impact of EMU on growth and employment. (2008). Liadze, Iana ; Holland, Dawn ; Gottschalk, Sylvia ; Barrell, Ray ; Pomerantz, Olga ; Khoman, Ehsan .
    In: European Economy - Economic Papers 2008 - 2015.
    RePEc:euf:ecopap:0318.

    Full description at Econpapers || Download paper

  33. Is the consumption-income ratio stationary? Evidence from linear and nonlinear panel unit root tests for OECD and non-OECD countries. (2008). Stewart, Chris ; de Peretti, Christian ; cerrato, mario.
    In: SIRE Discussion Papers.
    RePEc:edn:sirdps:59.

    Full description at Econpapers || Download paper

  34. Money Demand Stability and Inflation Prediction in the Four Largest EMU Countries. (2008). Hossfeld, Oliver ; Carstensen, Kai ; Neaves, Abelardo Salazar ; Hagen, Jan .
    In: ifo Working Paper Series.
    RePEc:ces:ifowps:_61.

    Full description at Econpapers || Download paper

  35. Taking a DSGE Model to the Data Meaningfully. (2007). juselius, katarina ; Franchi, Massimo.
    In: Economics - The Open-Access, Open-Assessment E-Journal.
    RePEc:zbw:ifweej:5739.

    Full description at Econpapers || Download paper

  36. Monetary Policy, Beliefs, Unemployment and Inflation; Evidence from the UK. (2007). N/A, .
    In: National Institute of Economic and Social Research (NIESR) Discussion Papers.
    RePEc:nsr:niesrd:1780.

    Full description at Econpapers || Download paper

  37. Unemployment in Britain: Some more Questions. (2007). Kirby, Simon.
    In: National Institute of Economic and Social Research (NIESR) Discussion Papers.
    RePEc:nsr:niesrd:1499.

    Full description at Econpapers || Download paper

  38. Benchmark Status in Fixed‐Income Asset Markets. (2007). Portes, Richard ; Moore, Michael ; Dunne, Peter.
    In: Journal of Business Finance & Accounting.
    RePEc:bla:jbfnac:v:34:y:2007:i:9-10:p:1615-1634.

    Full description at Econpapers || Download paper

  39. Alternative bootstrap procedures for testing cointegration in fractionally integrated processes. (2006). Davidson, James.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:133:y:2006:i:2:p:741-777.

    Full description at Econpapers || Download paper

  40. Elasticities, markups and technical progress: evidence from a state-space approach. (2006). Ellis, Colin.
    In: Bank of England working papers.
    RePEc:boe:boeewp:300.

    Full description at Econpapers || Download paper

  41. Interest rate linkages: identifying structural relations. (2005). Hall, Stephen ; Caporale, Guglielmo Maria ; Barassi, Marco.
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:15:y:2005:i:14:p:977-986.

    Full description at Econpapers || Download paper

  42. A Sequential Test for Structural Breaks in the Causal Linkages Between the G7 Short-Term Interest Rates. (2005). Hall, Stephen ; Caporale, Guglielmo Maria ; Barassi, Marco.
    In: Open Economies Review.
    RePEc:kap:openec:v:16:y:2005:i:2:p:107-133.

    Full description at Econpapers || Download paper

  43. Interest rate linkages: a Kalman filter approach to detecting structural change. (2005). Hall, Stephen ; Caporale, Guglielmo Maria ; Barassi, Marco.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:22:y:2005:i:2:p:253-284.

    Full description at Econpapers || Download paper

  44. Money Demand in theEuroArea: Do National Differences Matter?. (2004). Gaiotti, Eugenio ; Dedola, Luca ; Silipo, Luca.
    In: Macroeconomics.
    RePEc:wpa:wuwpma:0404019.

    Full description at Econpapers || Download paper

  45. A monetary vector error correction model of the Euro area and implications for monetary policy. (2004). Holtemöller, Oliver.
    In: Empirical Economics.
    RePEc:spr:empeco:v:29:y:2004:i:3:p:553-574.

    Full description at Econpapers || Download paper

  46. UK business investment: long-run elasticities and short-run dynamics. (2004). Price, Simon ; Ellis, Colin.
    In: Money Macro and Finance (MMF) Research Group Conference 2003.
    RePEc:mmf:mmfc03:27.

    Full description at Econpapers || Download paper

  47. Monetary policy and the stock market in the euro area. (2004). MORANA, CLAUDIO ; Cassola, Nuno.
    In: Journal of Policy Modeling.
    RePEc:eee:jpolmo:v:26:y:2004:i:3:p:387-399.

    Full description at Econpapers || Download paper

  48. UK Business Investment and the User Cost of Capital. (2004). Price, Simon ; Ellis, Colin.
    In: Manchester School.
    RePEc:bla:manchs:v:72:y:2004:i:s1:p:72-93.

    Full description at Econpapers || Download paper

  49. The Bernanke and Blinder Model in an Open Economy: The Italian Case. (2004). Gambacorta, Leonardo ; Chiades, Paolo .
    In: German Economic Review.
    RePEc:bla:germec:v:5:y:2004:i:1:p:1-34.

    Full description at Econpapers || Download paper

  50. Private capital formation and public investment in Sudan: testing the substitutability and complementarity hypotheses in a growth framework. (2003). Badawi, Ahmed.
    In: Journal of International Development.
    RePEc:wly:jintdv:v:15:y:2003:i:6:p:783-799.

    Full description at Econpapers || Download paper

  51. Private Capital Formation and Public Investment in Sudan: Testing the Substitutability and Complementarity Hypotheses in a Growth Framework. (2003). Badawi, Ahmed.
    In: The School of Economics Discussion Paper Series.
    RePEc:man:sespap:0316.

    Full description at Econpapers || Download paper

  52. Expectations and perceived causality in fiscal policy: an experimental analysis using real world data. (2003). Paruolo, Paolo ; Omtzigt, Pieter ; Kirchkamp, Oliver ; Bernasconi, Michele.
    In: Economics and Quantitative Methods.
    RePEc:ins:quaeco:qf0224.

    Full description at Econpapers || Download paper

  53. Is the demand for euro area M3 stable?. (2003). Warne, Anders ; Donati, Paola ; Bruggeman, Annick.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2003255.

    Full description at Econpapers || Download paper

  54. UK business investment: long-run elasticities and short-run dynamics. (2003). Price, Simon ; Ellis, Colin.
    In: Bank of England working papers.
    RePEc:boe:boeewp:196.

    Full description at Econpapers || Download paper

  55. The impact of price competitiveness on UK producer price behaviour. (2003). Price, Simon ; Ellis, Colin.
    In: Bank of England working papers.
    RePEc:boe:boeewp:178.

    Full description at Econpapers || Download paper

  56. PRICE LINKAGES IN THE INTERNATIONAL WHEAT MARKET. (2003). Ghoshray, Atanu ; Lloyd, Tim.
    In: 2003 Annual Meeting, August 16-22, 2003, Durban, South Africa.
    RePEc:ags:iaae03:25852.

    Full description at Econpapers || Download paper

  57. Modelling the demand for M3 in the Euro area. (2002). Golinelli, Roberto ; Pastorello, Sergio.
    In: The European Journal of Finance.
    RePEc:taf:eurjfi:v:8:y:2002:i:4:p:371-401.

    Full description at Econpapers || Download paper

  58. Crowding-in or Crowding-out? Modelling the Relationship between Public and Private Fixed Capital Formation Using Co-integration Analysis: The Case of Pakistan 1964-2000. (2002). Naqvi, Naveed H..
    In: The Pakistan Development Review.
    RePEc:pid:journl:v:41:y:2002:i:3:p:255-276.

    Full description at Econpapers || Download paper

  59. Defining Benchmark Status: An Application using Euro-Area Bonds. (2002). Portes, Richard ; Moore, Michael ; Dunne, Peter.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:9087.

    Full description at Econpapers || Download paper

  60. Automatic identification and restriction of the cointegration space. (2002). Omtzigt, Pieter.
    In: Economics and Quantitative Methods.
    RePEc:ins:quaeco:qf0213.

    Full description at Econpapers || Download paper

  61. External Wealth, the Trade Balance, and the Real Exchange Rate. (2002). Milesi-Ferretti, Gian Maria ; Lane, Philip R.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2002/051.

    Full description at Econpapers || Download paper

  62. External wealth, the trade balance, and the real exchange rate. (2002). Milesi-Ferretti, Gian Maria ; Lane, Philip.
    In: European Economic Review.
    RePEc:eee:eecrev:v:46:y:2002:i:6:p:1049-1071.

    Full description at Econpapers || Download paper

  63. A model of fractional cointegration, and tests for cointegration using the bootstrap. (2002). Davidson, James.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:110:y:2002:i:2:p:187-212.

    Full description at Econpapers || Download paper

  64. External Wealth, the Trade Balance, and the Real Exchange Rate. (2002). Milesi-Ferretti, Gian Maria ; Lane, Philip.
    In: Royal Economic Society Annual Conference 2002.
    RePEc:ecj:ac2002:119.

    Full description at Econpapers || Download paper

  65. Monetary policy and the stock market in the euro area. (2002). MORANA, CLAUDIO ; Cassola, Nuno.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2002119.

    Full description at Econpapers || Download paper

  66. Defining Benchmark Status: An Application using Euro-Area Bonds. (2002). Portes, Richard ; Moore, Michael ; Dunne, Peter.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:3490.

    Full description at Econpapers || Download paper

  67. External Wealth, the Trade Balance and the Real Exchange Rate. (2002). Milesi-Ferretti, Gian Maria ; Lane, Philip.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:3153.

    Full description at Econpapers || Download paper

  68. European Integration and Manufactures Import Demand: An Empirical Investigation of Ten European Countries. (2002). te Velde, Dirk Willem ; Barrell, Ray.
    In: German Economic Review.
    RePEc:bla:germec:v:3:y:2002:i:3:p:263-293.

    Full description at Econpapers || Download paper

  69. External Wealth, the Trade Balance, and the Real Exchange Rate. (2001). Milesi-Ferretti, Gian Maria ; Lane, Philip.
    In: Trinity Economics Papers.
    RePEc:tcd:tcduee:200121.

    Full description at Econpapers || Download paper

  70. THE EXTERNAL WEALTH OF NATIONS: Measures of Foreign Assets and Liabilities For Industrial and Developing Countries. (2001). Milesi-Ferretti, Gian Maria ; Lane, Philip.
    In: CEG Working Papers.
    RePEc:tcd:tcdceg:20012.

    Full description at Econpapers || Download paper

  71. External Wealth, the Trade Balance, and the Real Exchange Rate. (2001). Milesi-Ferretti, Gian Maria ; Lane, Philip.
    In: CEG Working Papers.
    RePEc:tcd:tcdceg:200113.

    Full description at Econpapers || Download paper

  72. The demand for M3 in the euro area. (2001). Vega, Juan ; Coenen, Günter ; J.-L. Vega, .
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:16:y:2001:i:6:p:727-748.

    Full description at Econpapers || Download paper

  73. Euro Area Money Demand; Measuring the Opportunity Costs Appropriately. (2001). Gerdesmeier, Dieter ; Calza, Alessandro ; Ferreira, Joaquim Vieira.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2001/179.

    Full description at Econpapers || Download paper

  74. Monetary Policy transmission, interest rate rules and inflation targeting in three transition countries.. (2001). Rovelli, Riccardo ; Golinelli, Roberto.
    In: Working Papers.
    RePEc:bol:bodewp:429.

    Full description at Econpapers || Download paper

  75. The Applied Cointegration Analysis for the Open Economy: A Critical Review. (1999). Kang, Heejoon.
    In: Open Economies Review.
    RePEc:kap:openec:v:10:y:1999:i:3:p:325-346.

    Full description at Econpapers || Download paper

  76. The demand for M3 in the euro area. (1999). Vega, Juan ; Coenen, Günter.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:19996.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Banerjee, A. ; Dolado, J.J. ; Galbraith, J.W. ; Hendry, D.F. . 1993 Oxford University Press: Oxford, London
    Paper not yet in RePEc: Add citation now
  2. Boswijk, H.P. Efficient inference on cointegration parameters in structural error correction models. 1995 Journal of Econometrics. 69 133-158

  3. Davidson, J. A Wald test of restrictions on the cointegrating space based on Johansen's estimator. 1998 Economics Letters. (59)2 183-187

  4. Davidson, J. Identifying cointegrating regressions by the rank condition. 1994 Oxford Bulletin of Economics and Statistics. 56 103-108

  5. Davidson, J. Structural relations, cointegration and identification. 1996 Cardiff Business School Economics Discussion Paper. 96 081-
    Paper not yet in RePEc: Add citation now
  6. Engle, R.F. ; Granger, C.W.J. Cointegration and error correction. 1987 Econometrica. 55 251-276
    Paper not yet in RePEc: Add citation now
  7. Hendry, D.F. . 1995 Oxford University Press: Oxford, London
    Paper not yet in RePEc: Add citation now
  8. Hsiao, C. Cointegration and dynamic simultaneous equations model. 1997 Econometrica. 63 647-670

  9. Johansen, S. Estimation and hypothesis testing of cointegration vectors in Gaussian vector autoregressive models. 1991 Econometrica. 59 1551-1580

  10. Johansen, S. Identifying restrictions of linear equations with applications to simultaneous equations and cointegration. 1995 Journal of Econometrics. 69 111-132

  11. Johansen, S. Statistical Analysis of Cointegration Vectors. 1988 Journal of Economic Dynamics and Control. 12 231-254

  12. Johnston, J. . 1984 McGraw Hill: New York
    Paper not yet in RePEc: Add citation now
  13. King, R.G. ; Plosser, C.I. ; Stock, J.H. ; Watson, M.W. Stochastic Trends and Economic Fluctuations. 1991 American Economic Review. 81 819-840

  14. Kremers, J.J.M. ; Ericsson, N.R. ; Dolado, J.J. The power of cointegration tests. 1992 Oxford Bulletin of Economics and Statistics. 54 325-348

  15. Newey, W.K. ; West, K. A simple positive definite heteroskedasticity and correlation consistent covariance matrix. 1987 Econometrica. 55 703-708

  16. Osterwald-Lenum, M. A note with fractiles of the asymptotic distribution of the maximum likelihood cointegration rank test statistics. 1992 Oxford Bulletin of Economics and Statistics. 54 461-472

  17. Pesaran, M.H., Shin, Y., 1994. Long-run structural modelling. Working Paper. Department of Applied Economics. University of Cambridge (September).
    Paper not yet in RePEc: Add citation now
  18. Phillips, P.C.B. Time series regression with a unit root. 1987 Econometrica. 55 277-301

  19. Phillips, P.C.B. ; Hansen, B.E. Statistical Inference in Instrumental Variables Regression with I(1) Processes. 1990 Review of Economic Studies. 57 99-125

  20. Phillips, P.C.B. ; Ouliaris, S. Asymptotic Properties of residual based tests for cointegration. 1990 Econometrica. 58 165-193

  21. Phillips, P.C.B. ; Perron, P. Testing for a unit root in time series regression. 1988 Biometrika. 75 335-346
    Paper not yet in RePEc: Add citation now
  22. Phillips, P.C.B., 1991. Optimal inference in cointegrated systems. Econometrica 59(2) (March), 283–306.

  23. Reimers, H.E. Comparisons of tests of multivariate cointegration. 1991 Christian-Albrechts University: Kiel
    Paper not yet in RePEc: Add citation now
  24. Sims, C. . 1980 Macroeconomics and Reality. Econometrica. 48 1-48

Cocites

Documents in RePEc which have cited the same bibliography

  1. Trivariate Modelling of the Nexus between Electricity Consumption, Urbanization and Economic Growth in Nigeria: Fresh Insights from Maki Cointegration and Causality Tests. (2020). Nathaniel, Solomon P ; Ali, Hamisu S ; Sarkodie, Samuel A ; Bekun, Festus V ; Uzuner, Gizem.
    In: Research Africa Network Working Papers.
    RePEc:abh:wpaper:20/010.

    Full description at Econpapers || Download paper

  2. Structural Changes in the Korean Housing Market before and after Macroeconomic Fluctuations. (2016). Kim, Juhyung.
    In: Sustainability.
    RePEc:gam:jsusta:v:8:y:2016:i:5:p:415-:d:69022.

    Full description at Econpapers || Download paper

  3. Shale Gas Boom Affecting the Relationship Between LPG and Oil Prices. (2015). Osmundsen, Petter ; Lindback, Morten E.
    In: The Energy Journal.
    RePEc:aen:journl:ej36-4-osmundsen.

    Full description at Econpapers || Download paper

  4. Does the Composition of Government Expenditure Matter for Long-run GDP Levels?. (2014). Sanz, Ismael ; Kneller, Richard ; Gemmell, Norman.
    In: Working Paper Series.
    RePEc:vuw:vuwcpf:3516.

    Full description at Econpapers || Download paper

  5. Shale Gas and the Relationship between U.S. Natural Gas, Liquified Petroleum Gases and Oil Market. (2013). Osmundsen, Petter ; Oglend, Atle ; Lindback, Morten .
    In: UiS Working Papers in Economics and Finance.
    RePEc:hhs:stavef:2013_005.

    Full description at Econpapers || Download paper

  6. Dynamics of underwriting profits: Evidence from the U.S. insurance market. (2012). Nieh, Chien-Chung ; Jiang, Shi-Jie.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:21:y:2012:i:1:p:1-15.

    Full description at Econpapers || Download paper

  7. Do foreigners replace native immigrants? A panel cointegration analysis of internal migration in Italy. (2011). venturini, alessandra ; Fachin, Stefano ; Brücker, Herbert ; Brucker, Herbert.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:28:y:2011:i:3:p:1078-1089.

    Full description at Econpapers || Download paper

  8. How Strong is the Relationship between Defence Expenditure and Private Consumption? Evidence from the United States. (2007). Pieroni, Luca.
    In: Working Papers.
    RePEc:uwe:wpaper:0705.

    Full description at Econpapers || Download paper

  9. Agricultural sector and economic growth in Tunisia: Evidence from co-integration and error correction mechanism. (2007). Chebbi, Houssem Eddine ; Lachaal, Lassaad .
    In: MPRA Paper.
    RePEc:pra:mprapa:9101.

    Full description at Econpapers || Download paper

  10. Long-Run Links among Money, Prices and Output: Worldwide Evidence. (2006). Reimers, Hans-Eggert ; Herwartz, Helmut.
    In: German Economic Review.
    RePEc:bla:germec:v:7:y:2006:i::p:65-86.

    Full description at Econpapers || Download paper

  11. Autoregressive distributed lag models and cointegration. (2005). Wolters, Juergen ; Hassler, Uwe.
    In: Discussion Papers.
    RePEc:zbw:fubsbe:200522.

    Full description at Econpapers || Download paper

  12. Estimating the Role of Government Expenditure in Long-run Consumption.. (2005). Pieroni, Luca ; Aristei, David.
    In: Quaderni del Dipartimento di Economia, Finanza e Statistica.
    RePEc:pia:wpaper:13/2005.

    Full description at Econpapers || Download paper

  13. Other financial corporations: Cinderella or ugly sister of empirical monetary economics?. (2005). Mizen, Paul ; Chrystal, Alec K..
    In: International Journal of Finance & Economics.
    RePEc:ijf:ijfiec:v:10:y:2005:i:1:p:63-80.

    Full description at Econpapers || Download paper

  14. Modeling Factor Demands with SEM and VAR: An Empirical Comparison. (2005). Manera, Matteo.
    In: Working Papers.
    RePEc:fem:femwpa:2005.47.

    Full description at Econpapers || Download paper

  15. Bootstrap inference in systems of single equation error correction models. (2005). Herwartz, Helmut ; Neumann, Michael H..
    In: Journal of Econometrics.
    RePEc:eee:econom:v:128:y:2005:i:1:p:165-193.

    Full description at Econpapers || Download paper

  16. Unit Roots and Cointegration in Panels. (2005). Pesaran, M ; Breitung, Jörg.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_1565.

    Full description at Econpapers || Download paper

  17. Unit Roots and Cointegration in Panels. (2005). Pesaran, M ; Breitung, Jörg.
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:0535.

    Full description at Econpapers || Download paper

  18. Global transmission of interest rates: monetary independence and currency regime. (2004). Servén, Luis ; Schmukler, Sergio ; Frankel, Jeffrey.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:23:y:2004:i:5:p:701-733.

    Full description at Econpapers || Download paper

  19. Further results on weak-exogeneity in vector error correction models. (2004). Rault, Christophe.
    In: Econometric Society 2004 Far Eastern Meetings.
    RePEc:ecm:feam04:402.

    Full description at Econpapers || Download paper

  20. Structural Error Correction Models: Instrumental Variables Methods and an application to an exchange rate model.. (2003). Ogaki, Masao ; Kim, Jaebeom ; Yang, Minseok.
    In: RCER Working Papers.
    RePEc:roc:rocher:502.

    Full description at Econpapers || Download paper

  21. Global Transmission of Interest Rates: Monetary Independence and Currency Regime. (2002). Servén, Luis ; Schmukler, Sergio ; Frankel, Jeffrey.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:8828.

    Full description at Econpapers || Download paper

  22. Modelling credit in the transmission mechanism of the United Kingdom. (2002). Mizen, Paul ; Chrystal, Alec .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:26:y:2002:i:11:p:2131-2154.

    Full description at Econpapers || Download paper

  23. Testing the purchasing power parity in pooled systems of error correction models. (2002). Reimers, Hans-Eggert ; Herwartz, Helmut.
    In: Japan and the World Economy.
    RePEc:eee:japwor:v:14:y:2002:i:1:p:45-62.

    Full description at Econpapers || Download paper

  24. A small sample correction for tests of hypotheses on the cointegrating vectors. (2002). Johansen, Soren.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:111:y:2002:i:2:p:195-221.

    Full description at Econpapers || Download paper

  25. Base rate pass-through: evidence from banks and building societies retail rates. (2002). Mizen, Paul ; Hofmann, Boris.
    In: Bank of England working papers.
    RePEc:boe:boeewp:170.

    Full description at Econpapers || Download paper

  26. The demand for M3 in the euro area. (2001). Vega, Juan ; Coenen, Günter ; J.-L. Vega, .
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:16:y:2001:i:6:p:727-748.

    Full description at Econpapers || Download paper

  27. Bounds testing approaches to the analysis of level relationships. (2001). Smith, Richard ; shin, yongcheol ; Pesaran, M.
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:16:y:2001:i:3:p:289-326.

    Full description at Econpapers || Download paper

  28. Employment behaviour in slack and tight labour markets. (2001). Nymoen, Ragnar ; Akram, Qaisar.
    In: Memorandum.
    RePEc:hhs:osloec:2001_027.

    Full description at Econpapers || Download paper

  29. Identification of dynamic economic models from reduced form VECM structures: an application of covariance restrictions. (2001). Rasche, Robert.
    In: Working Papers.
    RePEc:fip:fedlwp:2000-011.

    Full description at Econpapers || Download paper

  30. Other financial corporations: Cinderella or ugly sister of empirical monetary economics?. (2001). Mizen, Paul ; Chrystal, Alec K.
    In: Bank of England working papers.
    RePEc:boe:boeewp:151.

    Full description at Econpapers || Download paper

  31. Consumption, money and lending: a joint model for the UK household sector. (2001). Mizen, Paul ; Chrystal, Alec K.
    In: Bank of England working papers.
    RePEc:boe:boeewp:134.

    Full description at Econpapers || Download paper

  32. Vector autoregressions. (1999). Lütkepohl, Helmut ; Lutkepohl, Helmut.
    In: SFB 373 Discussion Papers.
    RePEc:zbw:sfb373:19994.

    Full description at Econpapers || Download paper

  33. Weak exogeneity in I(2) VAR systems. (1999). Rahbek, Anders ; Paruolo, Paolo.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:93:y:1999:i:2:p:281-308.

    Full description at Econpapers || Download paper

  34. Bounds Testing Approaches to the Analysis of Long Run Relationships. (1999). Smith, Richard ; shin, yongcheol ; Pesaran, M.
    In: ESE Discussion Papers.
    RePEc:edn:esedps:46.

    Full description at Econpapers || Download paper

  35. Structural analysis of vector error correction models with exogenous I(1) variables. (1999). Smith, Richard ; shin, yongcheol ; Pesaran, M.
    In: ESE Discussion Papers.
    RePEc:edn:esedps:38.

    Full description at Econpapers || Download paper

  36. Bounds Testing Approaches to the Analysis of Long-run Relationships. (1999). Smith, Richard ; shin, yongcheol ; Pesaran, M.
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:9907.

    Full description at Econpapers || Download paper

  37. Money, credit and investment in UK corporate sector. (1999). Mizen, Paul ; Brigden, Andrew.
    In: Bank of England working papers.
    RePEc:boe:boeewp:100.

    Full description at Econpapers || Download paper

  38. Exogeneity, cointegration, and economic policy analysis. (1998). Mizon, Grayham ; Hendry, David ; Ericsson, Neil.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:616.

    Full description at Econpapers || Download paper

  39. Structural relations, cointegration and identification: some simple results and their application. (1998). Davidson, James.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:87:y:1998:i:1:p:87-113.

    Full description at Econpapers || Download paper

  40. Statistical inference on cointegration rank in error correction models with stationary covariates. (1998). Byeongseon, Seo.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:85:y:1998:i:2:p:339-385.

    Full description at Econpapers || Download paper

  41. The demand for M0 in the United Kingdom reconsidered: some specification issues. (1998). Janssen, Norbert.
    In: Bank of England working papers.
    RePEc:boe:boeewp:83.

    Full description at Econpapers || Download paper

  42. Single-equation estimation of the equilibrium real exchange rate. (1997). O'Connell, Stephen ; Baffes, John ; Elbadawi, Ibrahim A..
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:1800.

    Full description at Econpapers || Download paper

  43. Lagrance-multiplier tersts for weak exogeneity: a synthesis. (1997). Urbain, Jean-Pierre ; Boswijk, H. Peter.
    In: Econometric Reviews.
    RePEc:taf:emetrv:v:16:y:1997:i:1:p:21-38.

    Full description at Econpapers || Download paper

  44. Nonparametric cointegration analysis. (1997). Bierens, Herman.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:77:y:1997:i:2:p:379-404.

    Full description at Econpapers || Download paper

  45. The Demand for M4: A Sectoral Analysis Part 2 The Corporate Sector. (1997). Thomas, Ryland.
    In: Bank of England working papers.
    RePEc:boe:boeewp:62.

    Full description at Econpapers || Download paper

  46. The Demand for M4: A Sectoral Analysis. Part 1 - The Personal Sector. (1997). Thomas, Ryland.
    In: Bank of England working papers.
    RePEc:boe:boeewp:61.

    Full description at Econpapers || Download paper

  47. On the interactions of unit roots and exogeneity. (1995). Hendry, David.
    In: Economics Papers.
    RePEc:nuf:econwp:0007.

    Full description at Econpapers || Download paper

  48. Partial versus full system modelling of cointegrated systems an empirical illustration. (1995). Urbain, Jean-Pierre.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:69:y:1995:i:1:p:177-210.

    Full description at Econpapers || Download paper

  49. Conditional and structural error correction models. (1995). Ericsson, Neil.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:69:y:1995:i:1:p:159-171.

    Full description at Econpapers || Download paper

  50. Conditional and structural error correction models. (1994). Ericsson, Neil.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:487.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-02-12 19:27:55 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.