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ArticleIV threshold cointegration tests and the Taylor rule

Walter Enders2010

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Articlegreen2010

IV threshold cointegration tests and the Taylor rule

Walter Enders · Kyung So Im · Junsoo Lee · Mark C. Strazicich

15 citations·0/0 files stored·Economic Modelling

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

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References

1987Co-Integration and Error Correction: Representation, Estimation, and Testing 1988Statistical analysis of cointegration vectors 1991Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models 1993Discretion versus policy rules in practice 1989The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis 1998Error‐correction Mechanism Tests for Cointegration in a Single‐equation Framework 2001Monetary Policy Rules Based on Real-Time Data 1992THE POWER OF COINTEGRATION TESTS

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Year2010

Typearticle

Published2010-09-03

VenueEconomic Modelling

ISSN-L0264-9993

Languageen

Citations15

Files0 public / 0

ShelfMonetary Policy and Economic Impact

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doi10.1016/j.econmod.2010.07.013

openalex_workW2166316396

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