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Cointegration Analysis with Mixed-Frequency Data
13 references·5 citing·39 second hop
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References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 1988Statistical analysis of cointegration vectors17,038 cited
  • 1997Systematic Monetary Policy and the Effects of Oil Price Shocks1,594 cited
  • 1971Best Linear Unbiased Interpolation, Distribution, and Extrapolation of Time Series by Related Series1,192 cited
  • 2009Endogenous product versus process innovation and a firm’s propensity to export431 cited
  • 2002Temporal Aggregation and the Power of Cointegration Tests: a Monte Carlo Study*377 cited
  • 1999Some Consequences of Temporal Aggregation in Empirical Analysis271 cited
  • 2007Does WTO Membership Make a Difference at the Extensive Margin of World Trade?96 cited
  • 2007The Welfare State and the Forces of Globalization68 cited
  • 2007Hitting and Hoping? Meeting the Exchange Rate and Inflation Criteria During a Period of Nominal Convergence58 cited
  • 2007Aggregate Wage Flexibility in Selected New EU Member States53 cited
  • 2014The Bazaar Effect, Unbundling of Comparative Advantage, and Migration52 cited
  • 2007The Free Movement of Inactive Citizens in the EU - A Challenge for the European Welfare State?41 cited

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  • 2007Real options and human capital investment52 cited

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  • 2007On the Modeling of the Income Distribution Business Cycle Dynamics46 cited
  • 2007Real Options and Human Capital Investment33 cited
  • 2007Political Pressures and Monetary Mystique20 cited
  • 2009Exports, unemployment, and the welfare state18 cited