Analytical evaluation of the power of tests for the absence of cointegration

von Pesavento, Elena
Veröffentlicht 2000

Analytical evaluation of the power of tests for the absence of cointegration

von Pesavento, Elena
Veröffentlicht in Journal of econometrics (2004)

Do technology shocks drive hours up or down? : A little evidence from an agnostic procedure

von Pesavento, Elena
Veröffentlicht in Macroeconomic dynamics (2005)

On the failure of purchasing power parity for bilateral exchanges rates after 1973

von Elliott, Graham
Veröffentlicht in Journal of money, credit and banking (2006)

Small-sample confidence intervals for multivariate impulse response functions at long horizons

von Pesavento, Elena
Veröffentlicht in Journal of applied econometrics (2006)

Impulse response confidence intervals for persistent data : what have we learned?

von Pesavento, Elena
Veröffentlicht in Journal of economic dynamics & control (2007)

Small sample confidence intervals for multivariate impulse response functions at long horizons

von Pesavento, Elena
Veröffentlicht 2004

Testing the null of no cointegration when covariates are known to have a unit root

von Elliott, Graham
Veröffentlicht in Econometric theory (2009)

The decline in US output volatility : structural changes and inventory investment

von Herrera, Ana María
Veröffentlicht in Journal of business & economic statistics (2005)

Oil price shocks, systematic monetary policy, and the "great moderation"

von Herrera, Ana María
Veröffentlicht in Macroeconomic dynamics (2009)

Optimal power for testing potential cointegrating vectors with known parameters for nonstationarity

von Elliott, Graham
Veröffentlicht in Journal of business & economic statistics (2005)

Sensitivity of impulse responses to small low-frequency comovements : reconciling the evidence on the effects of technology shocks

von Gospodinov, Nikolaj
Veröffentlicht in Journal of business & economic statistics (2011)

Unit roots, cointegration, and pretesting in VAR models

von Gospodinov, Nikolaj
Veröffentlicht in VAR models in macroeconomics - new developments and applications (2013)

The comovement in inventories and in sales : higher and higher

von Herrera, Ana María
Veröffentlicht in Economics letters (2008)

Long-horizon stock valuation and return forecasts based on demographic projections

von Chen, Chaoyi
Veröffentlicht in Journal of empirical finance (2022)

Impulse response analysis for structural dynamic models with nonlinear regressors

von Gonçalvesa, Sílvia
Veröffentlicht in Journal of econometrics (2021)