Actions
Incoming Resources
- A structured VAR under changing monetary policy
- Domestic and foreign effects on prices in an open economy
- VAR modelling and Haavelmo's probability approach to macroeconomic modelling
- Long-run relations in Australian monetary data
- Long-run relations in a well defined statistical model for the data generating process, cointegration analysis of the PPP and the UIP relations
- On the duality between long run relations and common trends in an empirical analysis of aggregate money holdings
- Do purchasing power parity and uncovered interest rate parity hold in the long run?, an example of likelihood inference in a multivariate time-series model
- Stationary disequilibrium error processes in the Danish money market, an application of ML cointegration
- The Cointegrated VAR Model, Methodology and Applications, by Katarina Juselius
- International parity relationships between Germany and the United States, a joint modelling approach
- International parity relationships and a nonstationarity real exchange rate, Germany versus the US in the post Bretton woods period
- The cointegrated VAR model, methodology and applications, Katarina Juselius
- Changing monetary transmission mechanisms within the EU
- Dynamic modelling and structural shift, monetary transmission mechanism in Italy before and after EMS
- Do prices move together in the long run?, an I(2) analysis of six price indices
- Model based seasonal extraction with both deterministic and stochastic seasonality, some simulation results
- An empirical analysis of the changing role of the German Bundesbank after 1983
- Long-run relations in Australian monetary data
- On the design of experiments when data are collected by passive observation
- Cointegration and identification in a vestor time series model, an application to the demand for money in Denmark
- The effect of joining the EMS, monetary transmission mechanisms in Spain
- Models and relations in economics and econometrics