(When) should cointegrating regressions be detrended?: The case of a German money demand function

Instability in cointegration regressions: a brief review with an application to money demand in Portugal

Vasco J. C. R. De A. Gabriel
Artur C. B. Da Silva Lopes
Luis C. Nunes

This study addresses some modelling questions related to the possibility of structural change in mod...

Preislücke, Kointegration und Kausalität — Eine zeitreihenanalytische Untersuchung der Geldmengenentwicklung in Deutschland seit 1973

Alecke, Björn

January 2001

Price Gap, Cointegration and Causality - a Time Series-Based Analysis of the Monetary Stock in Germa...

Nonlinear cointegration analysis of German unemployment

Hansen, Gerd
Kim, Jeong-ryeol

January 1996

SIGLEAvailable from Bibliothek des Instituts fuer Weltwirtschaft, ZBW, Duesternbrook Weg 120, D-2410...

Cointegration and the demand for money: an empirical evaluation for West Germany

Schmidt, Roland

January 1990

SIGLEAvailable from Bibliothek des Instituts fuer Weltwirtschaft, ZBW, Duesternbrook Weg 120, D-2410...

Cointegration and the demand for money An empirical evaluation for West Germany

Schmidt, R. (Bonn Univ. (Germany). Inst. fuer Internationale Wirtschaftspolitik)
Bonn Univ. (Germany). Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitaeten
Deutsche Forschungsgemeinschaft (DFG), Bonn (Germany)

January 1990

SIGLEAvailable from TIB Hannover: RO 3009(153) / FIZ - Fachinformationszzentrum Karlsruhe / TIB - Te...

Fractional cointegrating regression in the presence of linear time trends

Hassler, Uwe
Marmol, Francesc

January 1998

SIGLEAvailable from Bibliothek des Instituts fuer Weltwirtschaft, ZBW, Duesternbrook Weg 120, D-2410...

A cointegration analysis of a money demand system in Europe

Gottschalk, Jan
Institut fuer Weltwirtschaft Kiel (Germany)

January 1999

SIGLEAvailable from Bibliothek des Instituts fuer Weltwirtschaft, ZBW, Duesternbrook Weg 120, D-2410...

Money and inflation in Germany: a cointegration analysis

Hansen, Gerd
Kim, Jeong-ryeol

January 1995

SIGLEAvailable from Bibliothek des Instituts fuer Weltwirtschaft, ZBW, Duesternbrook Weg 120, D-2410...

Seasonal cointegration analysis of German money demand using simple-sum and divisia monetary aggregates

Eberl, Klaus

January 1998

SIGLEAvailable from Bibliothek des Instituts fuer Weltwirtschaft, ZBW, Duesternbrook Weg 120, D-2410...

A Cointegration Analysis of a Money Demand System in Europe

Jan Gottschalk

This paper presents a multivariate analysis of a money demand system in Europe. The system comprises...

Seasonal cointegration analysis for German M3 money demand

Helmut Herwartz
Hans-Eggert Reimers

Investigating the German money demand function the paper provides a vector autoregressive model that...

Investigating Stability and Linearity of a German M1 Money Demand Function

Helmut Lütkepohl
Timo Teräsvirta
Jürgen Wolters

January 1998

Starting from a linear error correction model (ECM) the stability and linearity of a German M1 money...

Cointegration, Error Correction Models and Forecasting: The U.K. Demand for Money

García Ferrer, Antonio
Novales Cinca, Alfonso

March 1995

We analyze the ability of recent methods proposed for the specification and estimation of relationsh...

Cointegration testing in single error-correction equations in the presence of linear time trends

Hassler, Uwe

January 1998

Available from Bibliothek des Instituts fuer Weltwirtschaft, ZBW, Duesternbrook Weg 120, D-24105 Kie...

Instability in cointegration regressions : a brief review with an application to money demand in Portugal

Gabriel, Vasco J. C. R. De A.
Lopes, Artur Silva
Nunes, Luis C

January 2003

This study addresses some modelling questions related to the possibility of structural change in mod...

Instability in cointegration regressions: a brief review with an application to money demand in Portugal

Vasco J. C. R. De A. Gabriel
Artur C. B. Da Silva Lopes
Luis C. Nunes

This study addresses some modelling questions related to the possibility of structural change in mod...

Preislücke, Kointegration und Kausalität — Eine zeitreihenanalytische Untersuchung der Geldmengenentwicklung in Deutschland seit 1973

Alecke, Björn

January 2001

Price Gap, Cointegration and Causality - a Time Series-Based Analysis of the Monetary Stock in Germa...

Nonlinear cointegration analysis of German unemployment

Hansen, Gerd
Kim, Jeong-ryeol

January 1996

SIGLEAvailable from Bibliothek des Instituts fuer Weltwirtschaft, ZBW, Duesternbrook Weg 120, D-2410...

Cointegration and the demand for money: an empirical evaluation for West Germany

Schmidt, Roland

January 1990

SIGLEAvailable from Bibliothek des Instituts fuer Weltwirtschaft, ZBW, Duesternbrook Weg 120, D-2410...

Cointegration and the demand for money An empirical evaluation for West Germany

Schmidt, R. (Bonn Univ. (Germany). Inst. fuer Internationale Wirtschaftspolitik)
Bonn Univ. (Germany). Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitaeten
Deutsche Forschungsgemeinschaft (DFG), Bonn (Germany)

January 1990

SIGLEAvailable from TIB Hannover: RO 3009(153) / FIZ - Fachinformationszzentrum Karlsruhe / TIB - Te...

Fractional cointegrating regression in the presence of linear time trends

Hassler, Uwe
Marmol, Francesc

January 1998

SIGLEAvailable from Bibliothek des Instituts fuer Weltwirtschaft, ZBW, Duesternbrook Weg 120, D-2410...

A cointegration analysis of a money demand system in Europe

Gottschalk, Jan
Institut fuer Weltwirtschaft Kiel (Germany)

January 1999

SIGLEAvailable from Bibliothek des Instituts fuer Weltwirtschaft, ZBW, Duesternbrook Weg 120, D-2410...

Money and inflation in Germany: a cointegration analysis

Hansen, Gerd
Kim, Jeong-ryeol

January 1995

SIGLEAvailable from Bibliothek des Instituts fuer Weltwirtschaft, ZBW, Duesternbrook Weg 120, D-2410...

Seasonal cointegration analysis of German money demand using simple-sum and divisia monetary aggregates

Eberl, Klaus

January 1998

SIGLEAvailable from Bibliothek des Instituts fuer Weltwirtschaft, ZBW, Duesternbrook Weg 120, D-2410...

A Cointegration Analysis of a Money Demand System in Europe

Jan Gottschalk

This paper presents a multivariate analysis of a money demand system in Europe. The system comprises...

Seasonal cointegration analysis for German M3 money demand

Helmut Herwartz
Hans-Eggert Reimers

Investigating the German money demand function the paper provides a vector autoregressive model that...

Investigating Stability and Linearity of a German M1 Money Demand Function

Helmut Lütkepohl
Timo Teräsvirta
Jürgen Wolters

January 1998

Starting from a linear error correction model (ECM) the stability and linearity of a German M1 money...

Cointegration, Error Correction Models and Forecasting: The U.K. Demand for Money

García Ferrer, Antonio
Novales Cinca, Alfonso

March 1995

We analyze the ability of recent methods proposed for the specification and estimation of relationsh...

Cointegration testing in single error-correction equations in the presence of linear time trends

Hassler, Uwe

January 1998

Available from Bibliothek des Instituts fuer Weltwirtschaft, ZBW, Duesternbrook Weg 120, D-24105 Kie...

Instability in cointegration regressions : a brief review with an application to money demand in Portugal

Gabriel, Vasco J. C. R. De A.
Lopes, Artur Silva
Nunes, Luis C

January 2003

This study addresses some modelling questions related to the possibility of structural change in mod...

Instability in cointegration regressions: a brief review with an application to money demand in Portugal

Vasco J. C. R. De A. Gabriel
Artur C. B. Da Silva Lopes
Luis C. Nunes

This study addresses some modelling questions related to the possibility of structural change in mod...

Preislücke, Kointegration und Kausalität — Eine zeitreihenanalytische Untersuchung der Geldmengenentwicklung in Deutschland seit 1973

Alecke, Björn

January 2001

Price Gap, Cointegration and Causality - a Time Series-Based Analysis of the Monetary Stock in Germa...

Nonlinear cointegration analysis of German unemployment

Hansen, Gerd
Kim, Jeong-ryeol

January 1996

SIGLEAvailable from Bibliothek des Instituts fuer Weltwirtschaft, ZBW, Duesternbrook Weg 120, D-2410...

(When) should cointegrating regressions be detrended?: The case of a German money demand function

Abstract

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(When) should cointegrating regressions be detrended?: The case of a German money demand function

Abstract

Extracted data

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