Cointegrating VAR models with endogenous I(0) variables Theoretical extensions and an application to UK monetary policy

The estimation and testing of cointegrating vectors A survey of recent approaches and an application to the U.K. non-durable consumption function

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

January 1989

1.00Available from British Library Document Supply Centre- DSC:1571.971(79) / BLDSC - British Librar...

Inference in Cointegrating Models: UK M1 Revisited.

Doornik, Jurgen A.
Hendry, David F.
Nielsen, Bent

January 1998

The paper addresses the practical determination of cointegration rank. This is difficult for many re...

On the construction of two-country cointegrated VAR models with an application to the UK and US

Reinhold Heinlein
Hans-martin Krolzig

January 2012

In this paper we introduce a cointegrated VAR modelling approach for two-country macro dy-namics. In...

A structural cointegrating VAR approach to macroeconomic modelling

Garratt, A.
Lee, K.
Cambridge Univ. (United Kingdom). Dept. of Applied Economics

January 1998

SIGLEAvailable from British Library Document Supply Centre-DSC:3509.880(9823) / BLDSC - British Libr...

Exogeneity, Causality, and Co-breaking in Economic Policy Analysis of a Small Econometric Model of Money in the UK.

Hendry, David F
Mizon, Grayham E

January 1998

Since the objective of economic policy is to change target variables in the DGP, when economic polic...

Exogeneity, causality, and co-breaking in economic policy analysis of a small econometric model of money in the UK

Hendry, David F.
Mizon, Grayham E.

January 1998

Since the objective of economic policy is to change target variables in the DGP, when economic polic...

Cointegration and dynamic econometric modelling

Clements, M.P

January 1992

Available from British Library Document Supply Centre- DSC:D177012 / BLDSC - British Library Documen...

Monetary and asset market models for sterling exchange rates A cointegration approach

Stewart, C.
Sarantis, N.
Kingston Univ., Kingston upon Thames (United Kingdom). APEX Centre

January 1993

Available from British Library Document Supply Centre-DSC:3656.9735(93/1) / BLDSC - British Library ...

Essays on applications of I(1) and I(2) cointegrated VAR models on issues in international price parties

PEDERSEN, Michael

January 2003

Defence date: 6 June 2003Examining Board: Søren Johansen, Supervisor, External EUI and Copenhagen ; ...

Inference in cointegrating models: UK M1 revisited

Jurgen A. Doornik
David F. Hendry
Bent Nielsen
Nuffield College

January 1998

The paper addresses the empirical application of multivariate cointegration analysis to a small mode...

Cointegration-based tests of the New Keynesian model of inflation

Demery, D.
Duck, N.W.
Bristol Univ. (United Kingdom). Dept. of Economics

January 2002

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.760(02/541) / BLDSC - British Li...

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...

Recent Developments in Cointegration

Katarina Juselius (Ed.)

July 2018

The Cointegrated VAR model allows the user to study both long-run and short-run effects in the same ...

Measuring monetary policy with VAR models An evaluation

Favero, C.A.
Bagliano, F.C.
Centre for Economic Policy Research, London (United Kingdom)

January 1997

Available from British Library Document Supply Centre-DSC:3597.9512(1743) / BLDSC - British Library ...

Bootstrap inference in cointegrated VAR models

Canepa, Alessandra

January 2002

SIGLEAvailable from British Library Document Supply Centre- DSC:DXN059827 / BLDSC - British Library ...

The estimation and testing of cointegrating vectors A survey of recent approaches and an application to the U.K. non-durable consumption function

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

January 1989

1.00Available from British Library Document Supply Centre- DSC:1571.971(79) / BLDSC - British Librar...

Inference in Cointegrating Models: UK M1 Revisited.

Doornik, Jurgen A.
Hendry, David F.
Nielsen, Bent

January 1998

The paper addresses the practical determination of cointegration rank. This is difficult for many re...

On the construction of two-country cointegrated VAR models with an application to the UK and US

Reinhold Heinlein
Hans-martin Krolzig

January 2012

In this paper we introduce a cointegrated VAR modelling approach for two-country macro dy-namics. In...

A structural cointegrating VAR approach to macroeconomic modelling

Garratt, A.
Lee, K.
Cambridge Univ. (United Kingdom). Dept. of Applied Economics

January 1998

SIGLEAvailable from British Library Document Supply Centre-DSC:3509.880(9823) / BLDSC - British Libr...

Exogeneity, Causality, and Co-breaking in Economic Policy Analysis of a Small Econometric Model of Money in the UK.

Hendry, David F
Mizon, Grayham E

January 1998

Since the objective of economic policy is to change target variables in the DGP, when economic polic...

Exogeneity, causality, and co-breaking in economic policy analysis of a small econometric model of money in the UK

Hendry, David F.
Mizon, Grayham E.

January 1998

Since the objective of economic policy is to change target variables in the DGP, when economic polic...

Cointegration and dynamic econometric modelling

Clements, M.P

January 1992

Available from British Library Document Supply Centre- DSC:D177012 / BLDSC - British Library Documen...

Monetary and asset market models for sterling exchange rates A cointegration approach

Stewart, C.
Sarantis, N.
Kingston Univ., Kingston upon Thames (United Kingdom). APEX Centre

January 1993

Available from British Library Document Supply Centre-DSC:3656.9735(93/1) / BLDSC - British Library ...

Essays on applications of I(1) and I(2) cointegrated VAR models on issues in international price parties

PEDERSEN, Michael

January 2003

Defence date: 6 June 2003Examining Board: Søren Johansen, Supervisor, External EUI and Copenhagen ; ...

Inference in cointegrating models: UK M1 revisited

Jurgen A. Doornik
David F. Hendry
Bent Nielsen
Nuffield College

January 1998

The paper addresses the empirical application of multivariate cointegration analysis to a small mode...

Cointegration-based tests of the New Keynesian model of inflation

Demery, D.
Duck, N.W.
Bristol Univ. (United Kingdom). Dept. of Economics

January 2002

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.760(02/541) / BLDSC - British Li...

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...

Recent Developments in Cointegration

Katarina Juselius (Ed.)

July 2018

The Cointegrated VAR model allows the user to study both long-run and short-run effects in the same ...

Measuring monetary policy with VAR models An evaluation

Favero, C.A.
Bagliano, F.C.
Centre for Economic Policy Research, London (United Kingdom)

January 1997

Available from British Library Document Supply Centre-DSC:3597.9512(1743) / BLDSC - British Library ...

Bootstrap inference in cointegrated VAR models

Canepa, Alessandra

January 2002

SIGLEAvailable from British Library Document Supply Centre- DSC:DXN059827 / BLDSC - British Library ...

The estimation and testing of cointegrating vectors A survey of recent approaches and an application to the U.K. non-durable consumption function

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

January 1989

1.00Available from British Library Document Supply Centre- DSC:1571.971(79) / BLDSC - British Librar...

Inference in Cointegrating Models: UK M1 Revisited.

Doornik, Jurgen A.
Hendry, David F.
Nielsen, Bent

January 1998

The paper addresses the practical determination of cointegration rank. This is difficult for many re...

On the construction of two-country cointegrated VAR models with an application to the UK and US

Reinhold Heinlein
Hans-martin Krolzig

January 2012

In this paper we introduce a cointegrated VAR modelling approach for two-country macro dy-namics. In...

Cointegrating VAR models with endogenous I(0) variables Theoretical extensions and an application to UK monetary policy

Abstract

Extracted data

Cointegrating VAR models with endogenous I(0) variables Theoretical extensions and an application to UK monetary policy

Abstract

Extracted data

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