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Results of search for Cointegration
Records found: 25
| DP15434 |
From a common empire to colonial rule: commodity market disintegration in the Near East Author(s): Laura Panza Published: November 2020 |
| DP13724 |
Blockchain Characteristics and the Cross-Section of Cryptocurrency Returns Author(s): Siddharth Bhambhwani, Stefanos Delikouras and George Korniotis Published: May 2019 |
| DP12893 |
Multihorizon Currency Returns and Purchasing Power Parity Author(s): Mikhail Chernov and Drew Creal Published: April 2018 |
| DP12356 |
Long-run Money Demand in Switzerland Author(s): Stefan Gerlach Published: October 2017 |
| DP11654 |
Republicans, Democrats and Budget Deficits: Fiscal Dynamics in Political Perspective Author(s): Jaime Pereira and José Tavares Published: November 2016 |
| DP9858 |
Structural FECM: Cointegration in large-scale structural FAVAR models Author(s): Anindya Banerjee, Massimiliano Marcellino and Igor Masten Published: March 2014 |
| DP9721 |
Understanding Money Demand in the Transition from a Centrally Planned to a Market Economy Author(s): Anne-Laure Delatte, Julien Fouquau and Carsten Holz Published: November 2013 |
| DP9654 |
Testing for Cointegration with Temporally Aggregated and Mixed-frequency Time Series Author(s): Eric Ghysels and J. Isaac Miller Published: September 2013 |
| DP9504 |
Integration in the English wheat market 1770-1820 Author(s): Liam Brunt and Edmund Cannon Published: June 2013 |
| DP7966 |
International Business Cycle Spillovers Author(s): Kamil Yilmaz Published: August 2010 |
| DP7902 |
The Harrod-Balassa-Samuelson Hypothesis: Real Exchange Rates and their Long-Run Equilibrium Author(s): Yanping Chong, Òscar Jordà and Alan M. Taylor Published: June 2010 |
| DP7677 |
Forecasting with Factor-augmented Error Correction Models Author(s): Anindya Banerjee, Massimiliano Marcellino and Igor Masten Published: February 2010 |
| DP6707 |
Factor-augmented Error Correction Models Author(s): Anindya Banerjee and Massimiliano Marcellino Published: February 2008 |
| DP4958 |
Forecasting the Spot Exchange Rate with the Term Structure of Forward Premia: Multivariate Threshold Cointegration Author(s): Michel R van Tol and Christian C Wolff Published: March 2005 |
| DP4479 |
The Dynamics of R&D and Innovation in the Short-Run and in the Long-Run Author(s): Laura Bottazzi and Giovanni Peri Published: July 2004 |
| DP4420 |
Markets in China and Europe on the Eve of the Industrial Revolution Author(s): Wolfgang Keller and Carol Hua Shiue Published: June 2004 |
| DP3507 |
Expected Returns and Expected Dividend Growth Author(s): Martin Lettau and Sydney C. Ludvigson Published: August 2002 |
| DP3490 |
Defining Benchmark Status: An Application using Euro-Area Bonds Author(s): Peter Dunne, Michael J Moore and Richard Portes Published: August 2002 |
| DP3104 |
Understanding Trend and Cycle in Asset Values: Bulls, Bears and the Wealth Effect on Consumption Author(s): Martin Lettau and Sydney C. Ludvigson Published: December 2001 |
| DP2426 |
Natural Rate Doubts Author(s): Roger E A Farmer Published: April 2000 |
| DP1691 |
Are Differences in Firm Size Transitory or Permanent? Author(s): Paul A Geroski, Hossein Samiei and Giovanni Urga Published: October 1997 |
| DP1120 |
Applied Cointegration Analysis in the Mirror of Macroeconomic Theory Author(s): Paul Söderlind and Anders Vredin Published: January 1995 |
| DP801 |
Unemployment, Real Wages and Union Membership Author(s): Christoph M Schmidt and Klaus F Zimmermann Published: July 1993 |
| DP773 |
The Term Structure of Forward Exchange Premia and the Forecastability of Spot Exchange Rates: Correcting the Errors Author(s): Richard Clarida and Mark P Taylor Published: June 1993 |
| DP693 |
Ageing and Unemployment Author(s): Christoph M Schmidt Published: August 1992 |
Records Found 25