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Recursive Estimation in Cointegrated VAR-Models
0 references·16 citing·44 second hopsampled
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  • 2009Crude oil and stock markets: Stability, instability, and bubbles658 cited
  • 2015The environmental Kuznets curve, economic growth, renewable and non-renewable energy, and trade in Tunisia496 cited
  • 2013CO2 emissions, energy consumption, income and foreign trade: A South African perspective259 cited
  • 2003The out-of-sample success of term structure models as exchange rate predictors: a step beyond255 cited
  • 2011Oil price volatility and stock price fluctuations in an emerging market: Evidence from South Korea234 cited
  • 2007Are there asymmetries in the response of bank interest rates to monetary shocks?232 cited
  • 1994MODELLING LINEAR DYNAMIC ECONOMETRIC SYSTEMS202 cited
  • 2000A Survey of Recent Empirical Money Demand Studies194 cited
  • 2004Testing the monetary model of exchange rate determination: a closer look at panels148 cited
  • 2009Informal self-employment and macroeconomic fluctuations146 cited
  • 1998TESTS FOR STRUCTURAL CHANGE IN COINTEGRATED SYSTEMS146 cited
  • 2001Increasing convergence among European stock markets?141 cited
  • 2004The Bernanke and Blinder Model in an Open Economy: The Italyn Case134 cited
  • 2006The dynamics of Central European equity market comovements

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133 cited
  • 2003International parity relationships between the USA and Japan126 cited
  • 2010Detecting instability in the volatility of carbon prices126 cited