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There are 57312 results for: content related to: Cointegrations and Common Trends

  1. Testing for Cointegration between House Prices and Economic Fundamentals

    Real Estate Economics

    Volume 38, Issue 4, Winter 2010, Pages: 599–632, Jian Zhou

    Article first published online : 11 JUN 2010, DOI: 10.1111/j.1540-6229.2010.00273.x

  2. Cointegration methodology for psychological researchers: An introduction to the analysis of dynamic process systems

    British Journal of Mathematical and Statistical Psychology

    Volume 65, Issue 3, November 2012, Pages: 511–539, Esther Stroe-Kunold, Antje Gruber, Tetiana Stadnytska, Joachim Werner and Burkhard Brosig

    Article first published online : 10 NOV 2011, DOI: 10.1111/j.2044-8317.2011.02033.x

  3. The Environmental Kuznets Curve, Cointegration and Nonlinearity

    Journal of Applied Econometrics

    Volume 30, Issue 6, September/October 2015, Pages: 948–967, Martin Wagner

    Article first published online : 30 SEP 2014, DOI: 10.1002/jae.2421

  4. Revisiting the Link Between Stock Prices and Goods Prices in OECD Countries

    Australian Economic Papers

    Volume 54, Issue 3, September 2015, Pages: 135–150, Kamrul Hassan, Ariful Hoque and Ananth Rao

    Article first published online : 10 SEP 2015, DOI: 10.1111/1467-8454.12046

  5. Inference in Cointegrating Models: UK M1 Revisited

    Journal of Economic Surveys

    Volume 12, Issue 5, December 1998, Pages: 533–572, Jurgen A. Doornik, David F. Hendry and Bent Nielsen

    Article first published online : 16 DEC 2002, DOI: 10.1111/1467-6419.00067

  6. LONG-TERM FORECASTING OF NONCOINTEGRATED AND COINTEGRATED REGIONAL AND NATIONAL MODELS

    Journal of Regional Science

    Volume 35, Issue 1, February 1995, Pages: 43–64, Gary L. Shoesmith

    Article first published online : 28 JUL 2006, DOI: 10.1111/j.1467-9787.1995.tb01399.x

  7. Regime shifts in stock–flow I(2)–I(1) systems: the case of US fiscal sustainability

    Journal of Applied Econometrics

    Volume 26, Issue 2, March 2011, Pages: 298–321, Vanessa Berenguer-Rico and Josep Lluís Carrion-i-Silvestre

    Article first published online : 1 FEB 2010, DOI: 10.1002/jae.1139

  8. Cointegration

    The Basics of Financial Econometrics: Tools, Concepts, and Asset Management Applications

    Frank J. Fabozzi, Sergio M. Focardi, Svetlozar T. Rachev, Bala G. Arshanapalli, Pages: 191–211, 2014

    Published Online : 7 MAR 2014, DOI: 10.1002/9781118856406.ch10

  9. Information Transmission in the World Money Markets

    European Financial Management

    Volume 17, Issue 1, January 2011, Pages: 183–200, Bruce G. Resnick and Gary L. Shoesmith

    Article first published online : 27 APR 2009, DOI: 10.1111/j.1468-036X.2008.00479.x

  10. An Econometric Analysis of I(2) Variables

    Journal of Economic Surveys

    Volume 12, Issue 5, December 1998, Pages: 595–650, Niels Haldrup

    Article first published online : 16 DEC 2002, DOI: 10.1111/1467-6419.00069

  11. Distributions of error correction tests for cointegration

    The Econometrics Journal

    Volume 5, Issue 2, December 2002, Pages: 285–318, Neil R. Ericsson and James G. MacKinnon

    Article first published online : 17 JAN 2003, DOI: 10.1111/1368-423X.00085

  12. Can cointegration-based forecasting outperform univariate models? An application to Asian exchange rates

    Journal of Forecasting

    Volume 21, Issue 5, August 2002, Pages: 355–380, Michael McCrae, Yan-Xia Lin, Daniel Pavlik and Chandra M. Gulati

    Article first published online : 26 APR 2002, DOI: 10.1002/for.824

  13. Determination of Long-run and Short-run Dynamics in EC-VARMA Models via Canonical Correlations

    Journal of Applied Econometrics

    George Athanasopoulos, Donald S. Poskitt, Farshid Vahid and Wenying Yao

    Article first published online : 16 SEP 2015, DOI: 10.1002/jae.2484

  14. COINTEGRATION AND DYNAMIC TIME SERIES MODELS

    Journal of Economic Surveys

    Volume 6, Issue 1, March 1992, Pages: 1–43, Vito Antonio Muscatelli and Stan Hurn

    Article first published online : 27 OCT 2006, DOI: 10.1111/j.1467-6419.1992.tb00142.x

  15. CLIOMETRICS AND TIME SERIES ECONOMETRICS: SOME THEORY AND APPLICATIONS

    Journal of Economic Surveys

    Volume 24, Issue 5, December 2010, Pages: 970–1042, David Greasley and Les Oxley

    Article first published online : 25 OCT 2010, DOI: 10.1111/j.1467-6419.2010.00650.x

  16. Fully modified narrow-band least squares estimation of weak fractional cointegration

    The Econometrics Journal

    Volume 14, Issue 1, February 2011, Pages: 77–120, Morten Ørregaard Nielsen and Per Frederiksen

    Article first published online : 18 FEB 2011, DOI: 10.1111/j.1368-423X.2010.00323.x

  17. Learning and Trusting Cointegration in Statistical Arbitrage

    Wilmott

    Volume 2013, Issue 68, November 2013, Pages: 66–77, Richard V. Diamond

    Article first published online : 18 NOV 2013, DOI: 10.1002/wilm.10271

  18. Residual-Based Tests For Fractional Cointegration: A Monte Carlo Study

    Journal of Time Series Analysis

    Volume 21, Issue 6, November 2000, Pages: 615–647, Ingolf Dittmann

    Article first published online : 4 JAN 2002, DOI: 10.1111/1467-9892.00201

  19. You have free access to this content
    Electricity consumption and economic development in Asia: new data and new methods

    Asian-Pacific Economic Literature

    Volume 29, Issue 1, May 2015, Pages: 102–125, Fumitaka Furuoka

    Article first published online : 19 MAY 2015, DOI: 10.1111/apel.12093

  20. Applying Cointegration to Problems in Finance

    Chapter

    Encyclopedia of Financial Models

    Bala Arshanapalli and William Nelson

    Published Online : 15 DEC 2012, DOI: 10.1002/9781118182635.efm0064