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Cointegration
Results: 310

#	Item
111	Melbourne Institute Working Paper Series Working Paper No[removed]A Bayesian Approach to Modelling Bivariate Time-Varying Cointegration and Cointegrating Rank Chew Lian Chua and Sarantis Tsiaplias Add to Reading List Source URL: www.melbourneinstitute.com Language: English - Date: 2014-12-11 19:01:20 Time series analysis Econometrics Mathematical finance Cointegration Singular value decomposition Matrix Rank Orthogonal matrix Singular value Algebra Linear algebra Mathematics
112	A Monetary Union in East Asia: What does the Common Cycles Approach Tell? Sato, K.1, D. Allen2 and Z.Y. Zhang2* 1 2 Add to Reading List Source URL: www.mssanz.org.au Language: English - Date: 2013-01-16 19:29:04 Cointegration Vector autoregression Unit root Trend estimation Monetary policy Statistical hypothesis testing Macroeconomic model Error correction model Economic model Statistics Time series analysis Econometrics
113	Modelling Interstate Tourism Demand in Australia: A Cointegration Approach David Allen, Riaz Shareef and Ghialy Yap* Faculty of Business and Law, Edith Cowan University, Perth, Australia * Email: Add to Reading List Source URL: www.mssanz.org.au Language: English - Date: 2013-01-16 20:08:22 Leisure Tourism Cointegration Sustainable tourism Supply and demand Queensland Economics Types of tourism Entertainment
114	Melbourne Institute Working Paper Series Working Paper No[removed]A Bayesian Approach to Modelling Bivariate Time-Varying Cointegration and Cointegrating Rank Chew Lian Chua and Sarantis Tsiaplias Add to Reading List Source URL: melbourneinstitute.com Language: English - Date: 2014-12-11 19:01:20 Time series analysis Econometrics Mathematical finance Cointegration Singular value decomposition Matrix Rank Orthogonal matrix Singular value Algebra Linear algebra Mathematics
115	ESA/STAT/AC. 223/S4.7 Third International Seminar on Early Warning and Business Cycle Indicators 17 – 19 November 2010 Moscow, Russian Federation Add to Reading List Source URL: unstats.un.org Language: English - Date: 2011-02-07 15:16:08 Statistics Macroeconomics Economic indicators Gross domestic product Cointegration Economic growth Unit root Climate Economics Time series analysis Econometrics
116	PDF Document Add to Reading List Source URL: www.rba.gov.au Language: English - Date: 2014-01-27 21:46:11 Markov chain Cointegration Dummy variable Economic model Endogeneity Error correction model Economic equilibrium Regression analysis Normal distribution Statistics Econometrics Economics
117	Microsoft Word - DP -88- Brosig - Yahsilikov-1.doc Add to Reading List Source URL: www.econstor.eu Language: English - Date: 2013-05-22 03:44:36 Time series analysis Market integration Wheat Gottfried Wilhelm Leibniz Scientific Community Kazakhstan Arbitrage Earth Futures contract Economics Cointegration Econometrics Mathematical finance
118	jaeXIII_2:jaeXIII_2[removed]:14 PM Add to Reading List Source URL: www.uv.es Language: English - Date: 2010-12-23 17:50:53 Public economics Econometrics Time series analysis Economic policy Macroeconomics Cointegration Government budget deficit Fiscal sustainability Unit root Fiscal policy Economics Public finance
119	Applied Economics Letters, 2010, 17, 405–410 Threshold cointegration and nonlinear adjustment between stock prices and dividends Vicente Estevea,* and Marı´ a A. Pratsb Add to Reading List Source URL: www.uv.es Language: English - Date: 2010-02-17 12:34:23 Economics Mathematical finance Cointegration Error correction model Vector autoregression Dividend Stock market Share price Statistics Time series analysis Econometrics
120	Applied Financial Economics, 2008, 18, 1533–1537 Are there threshold effects in the stock price–dividend relation? The case of the US stock market, 1871–2004 Add to Reading List Source URL: www.uv.es Language: English - Date: 2008-10-24 10:56:29 Unit root test Cointegration Unit root Threshold model Share price Dividend Stock split Economic model Stock market Time series analysis Statistics Economics

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