Forecasting, causality and cointegration analysis using vector autoregressions

Cointegration and Granger-causality testing of hypotheses on supply-leading and demand-following finance

Lyons, S.E.
Murinde, V
Cardiff Business School (United Kingdom). Financial and Banking Economics Research Group

January 1993

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.9833(CBS-FABER-G--93/2/2/C) / B...

Interpreting conitegrating vectors and common stochastic trends

Wickens, M
London Business School (United Kingdom). Centre for Economic Forecasting

January 1993

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.3859(LBS-CEF-DP--14/93) / BLDSC...

Econometric modelling using cointegrated time series

Muscatelli, V.A.
Hurn, S.
Glasgow Univ. (United Kingdom). Dept. of Political Economy

January 1992

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.930(9219) / BLDSC - British Libr...

Testing for changes in the long-run causal structure of cointegrated vector autoregressions

Barassi, M.R.
Caporale, G.M.
Hall, S.G.
Birmingham Univ. (United Kingdom). Dept. of Economics

January 2001

SIGLEAvailable from British Library Document Supply Centre-DSC:3553.800(01/09) / BLDSC - British Lib...

Vector autoregression modelling and forecasting

Holden, K.
Liverpool John Moores Univ. (United Kingdom). Centre for International Banking, Economics and Finance

January 1994

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.9663(5/94) / BLDSC - British Lib...

Forecasting in cointegrated systems

Clements, M.P.
Hendry, D.F
Oxford Univ. (United Kingdom). Inst. of Economics and Statistics

January 1992

SIGLEAvailable from British Library Document Supply Centre- DSC:1571.971(139) / BLDSC - British Libr...

Estimation and inference in short panel vector autoregressions with unit roots and cointegration

Binder, M.
Hsaio, C.
Pesaran, M.
Cambridge Univ. (United Kingdom). Dept. of Applied Economics

January 2000

SIGLEAvailable from British Library Document Supply Centre-DSC:3509.880(0003) / BLDSC - British Libr...

Cointegration and forecast evaluation Some lessons from National Institute forecasts

Pain, N
National Inst. of Economic and Social Research, London (United Kingdom)

January 1994

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.532(NIESR-DP--60) / BLDSC - Bri...

Cointegration and the predictability of asset prices

Caporale, G.M.
Pittis, N.
London Business School (United Kingdom). Centre for Economic Forecasting

January 1998

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.3859(08-98) / BLDSC - British Li...

Applied cointegration analysis in the mirror of macroeconomic theory

Soederlind, P.
Vredin, A
Centre for Economic Policy Research, London (United Kingdom)

January 1995

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.9512(CEPR-DP--1120) / BLDSC - B...

An autoregressive distributed lag modelling approach to cointegration analysis

Pesaran, M.H.
Shin, Y
Cambridge Univ. (United Kingdom). Dept. of Applied Economics

January 1995

SIGLEAvailable from British Library Document Supply Centre- DSC:3509.88(CU-DAE-WP--9514) / BLDSC - B...

Cointegration and exchange rate forecasting A state space model

Chen, Z
London School of Economics (United Kingdom). Financial Markets Group

January 1993

SIGLEAvailable from British Library Document Supply Centre- DSC:5300.405(LSE-FMG-DP--156) / BLDSC - ...

Cointegration representation, identification and estimation

Hunter, J.
Dislis, C.
Brunel Univ., Uxbridge (United Kingdom). Centre for Empirical Research in Finance
Brunel Univ., Uxbridge (United Kingdom). Dept. of Economics and Finance

January 1996

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.0904(BU-CERF-DEF-DP--96-15) / BL...

Nonparametric cointegration analysis of real exchange rates

Coakley, J.
Fuertes, A.M.
Birkbeck Coll., London (United Kingdom). Dept. of Economics

January 1998

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.9148(9/98) / BLDSC - British Lib...

On the estimation of cointegration models

Al-Balaa, Norah Rashid

January 1999

Includes bibliographical referencesAvailable from British Library Document Supply Centre- DSC:DX2212...

Cointegration and Granger-causality testing of hypotheses on supply-leading and demand-following finance

Lyons, S.E.
Murinde, V
Cardiff Business School (United Kingdom). Financial and Banking Economics Research Group

January 1993

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.9833(CBS-FABER-G--93/2/2/C) / B...

Interpreting conitegrating vectors and common stochastic trends

Wickens, M
London Business School (United Kingdom). Centre for Economic Forecasting

January 1993

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.3859(LBS-CEF-DP--14/93) / BLDSC...

Econometric modelling using cointegrated time series

Muscatelli, V.A.
Hurn, S.
Glasgow Univ. (United Kingdom). Dept. of Political Economy

January 1992

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.930(9219) / BLDSC - British Libr...

Testing for changes in the long-run causal structure of cointegrated vector autoregressions

Barassi, M.R.
Caporale, G.M.
Hall, S.G.
Birmingham Univ. (United Kingdom). Dept. of Economics

January 2001

SIGLEAvailable from British Library Document Supply Centre-DSC:3553.800(01/09) / BLDSC - British Lib...

Vector autoregression modelling and forecasting

Holden, K.
Liverpool John Moores Univ. (United Kingdom). Centre for International Banking, Economics and Finance

January 1994

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.9663(5/94) / BLDSC - British Lib...

Forecasting in cointegrated systems

Clements, M.P.
Hendry, D.F
Oxford Univ. (United Kingdom). Inst. of Economics and Statistics

January 1992

SIGLEAvailable from British Library Document Supply Centre- DSC:1571.971(139) / BLDSC - British Libr...

Estimation and inference in short panel vector autoregressions with unit roots and cointegration

Binder, M.
Hsaio, C.
Pesaran, M.
Cambridge Univ. (United Kingdom). Dept. of Applied Economics

January 2000

SIGLEAvailable from British Library Document Supply Centre-DSC:3509.880(0003) / BLDSC - British Libr...

Cointegration and forecast evaluation Some lessons from National Institute forecasts

Pain, N
National Inst. of Economic and Social Research, London (United Kingdom)

January 1994

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.532(NIESR-DP--60) / BLDSC - Bri...

Cointegration and the predictability of asset prices

Caporale, G.M.
Pittis, N.
London Business School (United Kingdom). Centre for Economic Forecasting

January 1998

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.3859(08-98) / BLDSC - British Li...

Applied cointegration analysis in the mirror of macroeconomic theory

Soederlind, P.
Vredin, A
Centre for Economic Policy Research, London (United Kingdom)

January 1995

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.9512(CEPR-DP--1120) / BLDSC - B...

An autoregressive distributed lag modelling approach to cointegration analysis

Pesaran, M.H.
Shin, Y
Cambridge Univ. (United Kingdom). Dept. of Applied Economics

January 1995

SIGLEAvailable from British Library Document Supply Centre- DSC:3509.88(CU-DAE-WP--9514) / BLDSC - B...

Cointegration and exchange rate forecasting A state space model

Chen, Z
London School of Economics (United Kingdom). Financial Markets Group

January 1993

SIGLEAvailable from British Library Document Supply Centre- DSC:5300.405(LSE-FMG-DP--156) / BLDSC - ...

Cointegration representation, identification and estimation

Hunter, J.
Dislis, C.
Brunel Univ., Uxbridge (United Kingdom). Centre for Empirical Research in Finance
Brunel Univ., Uxbridge (United Kingdom). Dept. of Economics and Finance

January 1996

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.0904(BU-CERF-DEF-DP--96-15) / BL...

Nonparametric cointegration analysis of real exchange rates

Coakley, J.
Fuertes, A.M.
Birkbeck Coll., London (United Kingdom). Dept. of Economics

January 1998

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.9148(9/98) / BLDSC - British Lib...

On the estimation of cointegration models

Al-Balaa, Norah Rashid

January 1999

Includes bibliographical referencesAvailable from British Library Document Supply Centre- DSC:DX2212...

Cointegration and Granger-causality testing of hypotheses on supply-leading and demand-following finance

Lyons, S.E.
Murinde, V
Cardiff Business School (United Kingdom). Financial and Banking Economics Research Group

January 1993

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.9833(CBS-FABER-G--93/2/2/C) / B...

Interpreting conitegrating vectors and common stochastic trends

Wickens, M
London Business School (United Kingdom). Centre for Economic Forecasting

January 1993

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.3859(LBS-CEF-DP--14/93) / BLDSC...

Econometric modelling using cointegrated time series

Muscatelli, V.A.
Hurn, S.
Glasgow Univ. (United Kingdom). Dept. of Political Economy

January 1992

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.930(9219) / BLDSC - British Libr...

Forecasting, causality and cointegration analysis using vector autoregressions

Abstract

Extracted data

Forecasting, causality and cointegration analysis using vector autoregressions

Abstract

Extracted data

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