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ArticleTesting the nominal-to-real transformation

Hans Christian Kongsted2004

OA

Articlegreen2004

Testing the nominal-to-real transformation

Hans Christian Kongsted

65 citations·0/0 files stored·Journal of Econometrics

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Monetary Policy and Economic Impact Economic theories and models Diverse Scientific and Economic Studies

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References

1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root 1988Statistical analysis of cointegration vectors 1992Testing the null hypothesis of stationarity against the alternative of a unit root 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root 1995Likelihood-Based Inference in Cointegrated Vector Autoregressive Models 1993A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems 1986DEVELOPMENTS IN THE STUDY OF COINTEGRATED ECONOMIC VARIABLES 1999Numerical distribution functions of likelihood ratio tests for cointegration

Cited by

2005Monetary transmission mechanisms in Spain: The effect of monetization, financial deregulation, and the EMS 2001European integration and monetary transmission mechanisms: the case of Italy 2003An I(2) cointegration analysis of small‐country import price determination 2002An I(2) Cointegration Analysis of Price and Quantity Formation in Danish Manufactured Exports 2016Leverage Dynamics and the Burden of Debt

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Year2004

Typearticle

Published2004-03-17

VenueJournal of Econometrics

ISSN-L0304-4076

Languageen

Citations65

Files0 public / 0

ShelfMonetary Policy and Economic Impact

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doi10.1016/j.jeconom.2004.02.016

openalex_workW2016624160

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2008A VECX* Model of the Swiss Economy

2004Analysing I(2) Systems by Transformed Vector Autoregressions*

2005Testing the purchasing power parity through I(2) cointegration techniques