Cointegration

Results: 310



#Item
251Cointegration / Econometrics / Mathematical finance / Time series analysis / Regional integration / Financial contagion / Euro / Market integration / Late-2000s financial crisis / Economics / Financial crises / International trade

Assessing financial integration: a comparison between Europe and East Asia

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Source URL: ec.europa.eu

Language: English - Date: 2012-05-31 06:34:31
252Heteroscedasticity / Econometric model / Linear regression / Instrumental variable / Economic model / Macroeconomic model / Cointegration / Estimator / Regression analysis / Statistics / Econometrics / Economics

PDF Document

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Source URL: media.wiley.com

Language: English - Date: 2013-08-27 10:18:34
253Mathematical finance / Cointegration / Multivariate statistics / Unit root / Panel data / Statistics / Time series analysis / Econometrics

Cointegration in panel data with breaks and cross-section dependence

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Source URL: www.ecb.europa.eu

Language: English - Date: 2006-05-15 04:46:45
254New Keynesian economics / Time series analysis / Dynamic stochastic general equilibrium / Macroeconomic model / Economic model / Scientific modelling / Forecasting / Cointegration / Heterogeneity in economics / Macroeconomics / Economics / New classical macroeconomics

Economic  theory  and  forecasting:  some  lessons  from  the  literature   Raffaella  Giacomini   Associate  Professor  of  Economics   University  College,  London

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Source URL: forecasters.org

Language: English - Date: 2013-11-15 10:39:19
255Demand for money / Macroeconomic model / Money supply / Cointegration / Central bank / Economic model / Euro / Error correction model / Monetary policy / Economics / Macroeconomics / Inflation

Non-linear dynamics in the euro area demand for M1

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Source URL: www.ecb.europa.eu

Language: English - Date: 2006-05-15 04:42:21
256Monetary policy / Fixed income market / Interest rates / Finance / Yield curve / Cointegration / Interest / Federal funds rate / ECM Records / Economics / Mathematical finance / Macroeconomics

Melbourne Institute Working Paper Series Working Paper No[removed]Permanent Structural Change in the US Short-Term and Long-Term Interest Rates Chew Lian Chua and Chin Nam Low

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Source URL: www.melbourneinstitute.com

Language: English - Date: 2010-06-15 23:43:37
257Monetary policy / Fixed income market / Interest rates / Finance / Yield curve / Cointegration / Interest / Federal funds rate / ECM Records / Economics / Mathematical finance / Macroeconomics

Melbourne Institute Working Paper Series Working Paper No[removed]Permanent Structural Change in the US Short-Term and Long-Term Interest Rates Chew Lian Chua and Chin Nam Low

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Source URL: melbourneinstitute.com

Language: English - Date: 2010-06-15 23:43:37
258Econometrics / Cointegration / Mathematical finance / Time series analysis / Economic model / Euro / Exchange rate / Central bank / JEL classification codes / Economics / Foreign exchange market / International economics

Towards the estimation of equilibrium exchange rates for CEE acceding countries: methodological issues and a panel cointegration perspective

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Source URL: www.ecb.europa.eu

Language: English - Date: 2004-08-04 08:13:43
259Multivariate statistics / Bayesian statistics / Cointegration / Mathematical finance / Vector autoregression / Bayesian inference / Regression analysis / Gibbs sampling / Statistics / Econometrics / Time series analysis

Monetary policy analysis in a small open economy using bayesian cointegrated structural VARS

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Source URL: www.ecb.europa.eu

Language: English - Date: 2004-02-02 11:26:44
260New Keynesian economics / New classical macroeconomics / Dynamic stochastic general equilibrium / Macroeconomic model / Philosophy of science / Resampling / Economic model / Hypothesis / Cointegration / Macroeconomics / Statistics / Economics

Introduction The model An example Testable restrictions Alternative scenarios Monte Carlo Empirical application Lessons Frequentist evaluation of small DSGE models Gunnar Bårdsen (Trondheim), Luca Fanelli (Bologna) IV

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Source URL: www.bancaditalia.it

Language: English - Date: 2014-04-10 13:24:41
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