Add to ORKGAuthor's draft (March 2003) of chapter published in New Trends in Macroeconomics, Claude Diebolt, Catherine Kyrtsou, editors, Springer Verlag (2005
The paper addresses the empirical application of multivariate cointegration analysis to a small mode...
This paper tests statistically the long run and causal relationship between government spending and ...
This thesis focuses on empirical applications and tests of macroeconomic theories. It consists of th...
Revised draft, July 2005Two versions of a fractionally cointegrating vector error correction model (...
Purpose Using data from 1820 onwards in a group of seven countries, namely, Australia, Chile, Denma...
We propose in this article a two-step testing procedure of fractional cointegration in macroeconomic...
We propose in this article a two-step testing procedure of fractional cointegration in macroeconomic...
Multivariate tests due to Johansen (1988, 1991) as implemented by Baillie and Bollerslev (1989a) and...
A two-component model for the evolution of real GDP per capita in the USA is presented and tested. T...
This paper investigates the validity of the Fisher hypothesis using data from thirty-three developed...
We use a fractionally cointegrated vector autoregressive model to examine the relation- ship between...
Abstract: A two-component model for the evolution of real GDP per capita in the USA is pre...
A critical review of cointegration is presented in this paper, emphasizing some limitations of this ...
This thesis develops new techniques for analyzing cointegrated relationships in panel data. The firs...
A critical review of cointegration is presented in this paper, emphasizing some limitations of this ...
The paper addresses the empirical application of multivariate cointegration analysis to a small mode...
This paper tests statistically the long run and causal relationship between government spending and ...
This thesis focuses on empirical applications and tests of macroeconomic theories. It consists of th...
Revised draft, July 2005Two versions of a fractionally cointegrating vector error correction model (...
Purpose Using data from 1820 onwards in a group of seven countries, namely, Australia, Chile, Denma...
We propose in this article a two-step testing procedure of fractional cointegration in macroeconomic...
We propose in this article a two-step testing procedure of fractional cointegration in macroeconomic...
Multivariate tests due to Johansen (1988, 1991) as implemented by Baillie and Bollerslev (1989a) and...
A two-component model for the evolution of real GDP per capita in the USA is presented and tested. T...
This paper investigates the validity of the Fisher hypothesis using data from thirty-three developed...
We use a fractionally cointegrated vector autoregressive model to examine the relation- ship between...
Abstract: A two-component model for the evolution of real GDP per capita in the USA is pre...
A critical review of cointegration is presented in this paper, emphasizing some limitations of this ...
This thesis develops new techniques for analyzing cointegrated relationships in panel data. The firs...
A critical review of cointegration is presented in this paper, emphasizing some limitations of this ...
The paper addresses the empirical application of multivariate cointegration analysis to a small mode...
This paper tests statistically the long run and causal relationship between government spending and ...
This thesis focuses on empirical applications and tests of macroeconomic theories. It consists of th...