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There are 12347 results for: content related to: Cointegration methodology for psychological researchers: An introduction to the analysis of dynamic process systems

  1. Testing for Cointegration between House Prices and Economic Fundamentals

    Real Estate Economics

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

    Version of Record online : 11 JUN 2010, DOI: 10.1111/j.1540-6229.2010.00273.x

  2. Simple Identification and Specification of Cointegrated Varma Models

    Journal of Applied Econometrics

    Volume 30, Issue 4, June/July 2015, Pages: 675–702, Christian Kascha and Carsten Trenkler

    Version of Record online : 22 APR 2014, DOI: 10.1002/jae.2393

  3. 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

    Version of Record online : 25 OCT 2010, DOI: 10.1111/j.1467-6419.2010.00650.x

  4. 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

  5. The Effect of the Hedge Horizon on Optimal Hedge Size and Effectiveness When Prices are Cointegrated

    Journal of Futures Markets

    Volume 32, Issue 9, September 2012, Pages: 837–876, Ted Juhl, Ira G. Kawaller and Paul D. Koch

    Version of Record online : 16 SEP 2011, DOI: 10.1002/fut.20544

  6. 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

    Version of Record online : 10 SEP 2015, DOI: 10.1111/1467-8454.12046

  7. Real Exchange Rates and Productivity: Evidence from Asia

    Journal of Money, Credit and Banking

    Volume 44, Issue 2-3, March-April 2012, Pages: 301–322, VIKAS KAKKAR and ISABEL YAN

    Version of Record online : 27 MAR 2012, DOI: 10.1111/j.1538-4616.2011.00488.x

  8. The Effect of Estimating Parameters on Long-Term Forecasts for Cointegrated Systems

    Journal of Forecasting

    Volume 31, Issue 4, July 2012, Pages: 344–360, Hiroaki Chigira and Taku Yamamoto

    Version of Record online : 16 MAR 2011, DOI: 10.1002/for.1230

  9. 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

    Version of Record online : 1 FEB 2010, DOI: 10.1002/jae.1139

  10. A fractionally cointegrated VAR analysis of economic voting and political support

    Canadian Journal of Economics/Revue canadienne d'économique

    Volume 47, Issue 4, November/Novembre 2014, Pages: 1078–1130, Maggie E. C. Jones, Morten Ørregaard Nielsen and Michał Ksawery Popiel

    Version of Record online : 16 DEC 2014, DOI: 10.1111/caje.12115

  11. A REVISIT OF INTERNATIONAL STOCK MARKET LINKAGES: NEW EVIDENCE FROM RANK TESTS FOR NONLINEAR COINTEGRATION

    Scottish Journal of Political Economy

    Volume 53, Issue 2, May 2006, Pages: 174–197, Xiao-Ming Li

    Version of Record online : 24 MAR 2006, DOI: 10.1111/j.1467-9485.2006.00375.x

  12. 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

    Version of Record online : 27 APR 2009, DOI: 10.1111/j.1468-036X.2008.00479.x

  13. 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

    Version of Record online : 17 JAN 2003, DOI: 10.1111/1368-423X.00085

  14. Econometric Regime Shifts and the US Subprime Bubble

    Journal of Applied Econometrics

    Volume 30, Issue 1, January/February 2015, Pages: 145–169, André K. Anundsen

    Version of Record online : 28 NOV 2013, DOI: 10.1002/jae.2367

  15. Long-term relationships between electricity and oil, gas and coal future prices—evidence from Nordic countries, Continental Europe and the United Kingdom

    OPEC Energy Review

    Volume 38, Issue 2, June 2014, Pages: 216–242, Stein Frydenberg, Joseph I. Onochie, Sjur Westgaard, Nora Midtsund and Hanna Ueland

    Version of Record online : 2 JUN 2014, DOI: 10.1111/opec.12025

  16. Cointegration Testing in Panels with Common Factors

    Oxford Bulletin of Economics and Statistics

    Volume 68, Issue s1, December 2006, Pages: 683–719, Christian Gengenbach, Franz C. Palm and Jean-Pierre Urbain

    Version of Record online : 23 NOV 2006, DOI: 10.1111/j.1468-0084.2006.00452.x

  17. Cointegration and Its Application in Finance

    Chapter

    Handbook of Finance

    Bala Arshanapalli and William Nelson

    Published Online : 15 SEP 2008, DOI: 10.1002/9780470404324.hof003061

  18. The Environmental Kuznets Curve, Cointegration and Nonlinearity

    Journal of Applied Econometrics

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

    Version of Record online : 30 SEP 2014, DOI: 10.1002/jae.2421

  19. A Fractionally Cointegrated VAR Analysis of Price Discovery in Commodity Futures Markets

    Journal of Futures Markets

    Volume 35, Issue 4, April 2015, Pages: 339–356, Sepideh Dolatabadi, Morten Ørregaard Nielsen and Ke Xu

    Version of Record online : 27 OCT 2014, DOI: 10.1002/fut.21693

  20. THE HARROD–BALASSA–SAMUELSON HYPOTHESIS: REAL EXCHANGE RATES AND THEIR LONG-RUN EQUILIBRIUM

    International Economic Review

    Volume 53, Issue 2, May 2012, Pages: 609–634, Yanping Chong, Òscar Jordà and Alan M. Taylor

    Version of Record online : 21 MAY 2012, DOI: 10.1111/j.1468-2354.2012.00694.x