SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Some Structural Hypotheses in a Multivariate Cointegration Analysis of the Purchasing Power Parity and the Uncovered Interest Parity for UK
0 references·16 citing·36 second hop
Some Structural Hypotheses in a Multivariate Cointegration Analysis of the Purchasing Power Parity and the Uncovered Interest Parity for UK (1990)Some Structural Hypotheses in a Multivari…Substitution or complementary effects between banking and stock markets: Evidence from financial openness in Taiwan (2012)Substitution or complementary…Financial structure and economic growth link in African countries: a panel cointegration analysis (2011)Financial structure and econo…The relationship between tourism receipts, real effective exchange rate and economic growth in Tunisia (2010)The relationship between tour…Causal Relation between Life Insurance Funds and Economic Growth Evidence from Malaysia (2010)Causal Relation between Life …Finance – Growth Nexus: Evidence from Turkey (2009)Finance – Growth Nexus: Evide…The Causal Relationship between Stock, Credit Market and Economic Development: An Empirical Evidence for Greece (2005)The Causal Relationship betwe…Structural breaks, energy consumption, and economic growth revisited: Evidence from Taiwan (2005)Structural breaks, energy con…Saving dynamics in the Asian countries (2003)Saving dynamics in the Asian …Empirical Modelling of Money Demand in Periods of Structural Change: The Case of Greece* (2003)Empirical Modelling of Money …Macroeconomic influences on the stock market (2001)Macroeconomic influences on t…GOVERNMENT EXPENDITURES IN THE EUROPEAN UNION: DO THEY CONVERGE OR FOLLOW WAGNER'S LAW? (1996)GOVERNMENT EXPENDITURES IN TH…THE INTEGRATION AND EFFICIENCY OF INTERNATIONAL BOND MARKETS (1995)THE INTEGRATION AND EFFICIENC…INTERDEPENDENCE OF ASIAN EMERGING EQUITY MARKETS (1995)INTERDEPENDENCE OF ASIAN EMER…Cointegration tests of present value models with a time‐varying discount factor (1995)Cointegration tests of presen…A cointegration analysis of petroleum futures prices (1994)A cointegration analysis of p…Tests of cointegrating exogeneity for PPP and uncovered interest rate parity in the United Kingdom (1992)Tests of cointegrating exogen…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Statistical analysis of cointegration vectors (1988)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Alternative approaches to real exchange rates and real interest rates: three up and three down (1999)Causality and Exogeneity in Non-stationary Economic Time Series (2004)Money demand instability and real exchange rate persistence in the monetary model of USD–JPY exchange rate (2014)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Insurance development and the finance-growth nexus: Evidence from 34 OECD countries (2015)Insurance penetration and economic growth nexus: Cross-country evidence from ASEAN (2015)Trade openness, foreign direct investment, and finance-growth nexus in the Eurozone countries (2016)The Theory of Economic Development (2003)Economic growth and the development of banking and insurance sector in the post-liberalized India (2017)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Optimal investment for an insurer with cointegrated assets: CRRA utility (2012)Price discovery in energy markets (2014)Optimal investment and consumption under a continuous-time cointegration model with exponential utility (2019)Testing for a Unit Root in Time Series Regression (1988)An international literature survey on energy-economic growth nexus: Evidence from country-specific studies (2014)An approach to the pollution haven and pollution halo hypotheses in MINT countries (2019)Economic growth, urbanization and energy consumption — A provincial level analysis of China (2019)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Tourism and Economic Growth (2014)The relationship between tourism, financial development and economic growth in India (2017)Tourism and Economic Growth: A Meta-regression Analysis (2019)The Relationship Between Stock Markets Of Major Developed Countries And Asian Emerging Markets (2004)Dynamic Linkages Between the Greater China Economic Area Stock Markets—Mainland China, Hong Kong, and Taiwan (2005)Integration of emerging stock markets with global stock markets (2015)Cointegration and asset allocation: a new active hedge fund strategy (2002)Financial integration between sukuk and bond indices of emerging markets: Insights from wavelet coherence and multivariate-GARCH analysis (2017)Markov-switching dependence between artificial intelligence and carbon price: The role of policy uncertainty in the era of the 4th industrial revolution and the effect of COVID-19 pandemic (2020)Macroeconomic risk influences on the property stock market (2006)The Relationship between Macroeconomic Variables and Stock Market Index in Nigeria (2012)Assessing the impact of oil returns on emerging stock markets: A panel data approach for ten Central and Eastern European Countries (2013)Risky Arbitrage, Limits of Arbitrage, and Nonlinear Adjustment in the Dividend‐Price Ratio (2001)Financial econometrics : methods and models (2003)Explosive bubbles in the cointegrated VAR model (2006)
this work references cited by second hop

References

No references inside the corpus for this window.

Cited by

  • 2005Structural breaks, energy consumption, and economic growth revisited: Evidence from Taiwan391 cited
  • 2010The relationship between tourism receipts, real effective exchange rate and economic growth in Tunisia276 cited
  • 2001Macroeconomic influences on the stock market138 cited
  • 1995INTERDEPENDENCE OF ASIAN EMERGING EQUITY MARKETS111 cited
  • 1994A cointegration analysis of petroleum futures prices83 cited
  • 1995THE INTEGRATION AND EFFICIENCY OF INTERNATIONAL BOND MARKETS82 cited
  • 1992Tests of cointegrating exogeneity for PPP and uncovered interest rate parity in the United Kingdom81 cited
  • 2005The Causal Relationship between Stock, Credit Market and Economic Development: An Empirical Evidence for Greece71 cited
  • 1995Cointegration tests of present value models with a time‐varying discount factor70 cited
  • 2010Causal Relation between Life Insurance Funds and Economic Growth Evidence from Malaysia67 cited
  • 2012Substitution or complementary effects between banking and stock markets: Evidence from financial openness in Taiwan66 cited
  • 2009Finance – Growth Nexus: Evidence from Turkey66 cited
  • 2011Financial structure and economic growth link in African countries: a panel cointegration analysis64 cited
  • 1996

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

GOVERNMENT EXPENDITURES IN THE EUROPEAN UNION: DO THEY CONVERGE OR FOLLOW WAGNER'S LAW?
63 cited
  • 2003Saving dynamics in the Asian countries59 cited
  • 2003Empirical Modelling of Money Demand in Periods of Structural Change: The Case of Greece*51 cited