Cointegration

Results: 310



#Item
21Climate history / Econometrics / Time series analysis / Climatology / Climate change / Temperature record / Error correction model / Unit root / Temperature / Cointegration / Paleoclimatology / Divergence problem

GLOBAL BIOGEOCHEMICAL CYCLES, VOL. 18, GB3021, doi:2004GB002249, 2004 Thresholds for warming-induced growth decline at elevational tree line in the Yukon Territory, Canada Rosanne D. D’Arrigo,1 Robert K. Kaufm

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Source URL: sites.bu.edu

Language: English - Date: 2013-12-24 15:59:04
22

Cointegration ● Problem with differencing is that lose valuable long run information in the data ● One possible solution to this is cointegration methods which get long run solutions from non stationary variables Def

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Source URL: carecon.org.uk

Language: English - Date: 2010-12-21 10:47:27
    23Time series analysis / Macroeconomics / Monetary economics / Mathematical finance / Demand for money / Quantity theory of money / Vector autoregression / Cointegration / Dummy variable / Economics / Statistics / Econometrics

    CENTRAL BANK OF ICELAND WORKING PAPERS No. 12 THE REPRESENTATIVE HOUSEHOLD’S DEMAND FOR MONEY IN A COINTEGRATED VAR MODEL by

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    Source URL: www.cb.is

    Language: English - Date: 2004-12-27 12:05:38
    24Time series analysis / Working time / Labor history / Labour relations / Cointegration / Vector autoregression / Unemployment / Workweek and weekend / Economic model / Econometrics / Statistics / Economics

    Did worksharing work in France? Evidence from a structural cointegrated VAR model by Sven Schreiber∗ this version: August 2007

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    Source URL: econ.schreiberlin.de

    Language: English - Date: 2009-02-17 13:45:59
    25Macroeconomics / Monetary policy / Phillips curve / NAIRU / Inflation / Keynesian economics / Cointegration / Macroeconomic model / Economic model / Economics / Unemployment / Economic theories

    The long-run Phillips curve revisited: Is the NAIRU framework data-consistent? Sven Schreiber∗ Jürgen Wolters† veritas

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    Source URL: econ.schreiberlin.de

    Language: English - Date: 2009-02-17 13:46:15
    26

    CREATES Research PaperFirst and second order non-linear cointegration models Theis Lange School of Economics and Management University of Aarhus

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    Source URL: www.econ.au.dk

    - Date: 2011-09-21 09:12:58
      27

      Nonlinear cointegration: Theory and Application to Purchasing Power Parity

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      Source URL: www.statistics.du.se

      Language: English - Date: 2009-11-24 08:00:12
        28

        Monitoring Euro Area Real Exchange Rates Philipp Aschersleben, Martin Wagner and Dominik Wied Abstract We apply the stationarity and cointegration monitoring procedure of Wagner and Wiedto the real exchange rate

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        Source URL: www.statistik.tu-dortmund.de

        Language: English - Date: 2014-11-30 05:47:56
          29

          Economic Modelling 18 Ž᎐623 Exports, imports, and economic growth in Portugal: evidence from causality and cointegration analysis Francisco F. Ribeiro Ramos

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          Source URL: plagiarism.repec.org

          Language: English - Date: 2012-05-16 16:21:24
            30

            M PRA Munich Personal RePEc Archive Relationship between exports, imports, and economic growth in France: evidence from cointegration analysis and Granger

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            Source URL: plagiarism.repec.org

            Language: English - Date: 2012-02-01 09:11:06
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