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Nonstationary time series analysis and cointegration
0 references·16 citing·51 second hopsampled
Nonstationary time series analysis and cointegration (1996)Nonstationary time series analysis and co…Business cycle measurement with some theory (2011)Business cycle measurement wi…A model of carbon price interactions with macroeconomic and energy dynamics (2011)A model of carbon price inter…Financial integration, economic instability and trade structure in emerging markets (2008)Financial integration, econom…Estimation of Markov regime-switching regression models with endogenous switching (2007)Estimation of Markov regime-s…Exchange-rate volatility in Latin America and its impact on foreign trade (2006)Exchange-rate volatility in L…Democratic Processes and Financial Markets: Pricing Politics (2006)Democratic Processes and Fina…Robustifying forecasts from equilibrium-correction systems (2005)Robustifying forecasts from e…Is the Response of Output to Monetary Policy Asymmetric? 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(2022)Statistical Inference in Instrumental Variables Regression with I(1) Processes (1990)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)EXCHANGE RATE VOLATILITY AND TRADE: A LITERATURE SURVEY (2006)Exchange-rate volatility and export performance: Do emerging market economies resemble industrial countries or other developing countries? (2010)The impact of exchange rate volatility on Indonesia's top exports to the five main export markets (2020)Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles (2000)An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area (2003)What are the effects of monetary policy on output? 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Regime-switching and interest rates in the European monetary system
100 cited
  • 2005Bootstrapping cointegrating regressions96 cited
  • 2006Democratic Processes and Financial Markets: Pricing Politics94 cited