| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Bartlett Correction Factor for Tests on the Cointegrating Relations |
0 |
0 |
0 |
1 |
5 |
11 |
45 |
267 |
| A Resolution of the Purchasing Power Parity Puzzle: Imperfect Knowledge and Long Swings |
4 |
12 |
35 |
35 |
14 |
45 |
75 |
75 |
| A Resolution of the Purchasing Power Parity Puzzle: Imperfect Knowledge and Long Swings |
0 |
10 |
49 |
49 |
5 |
21 |
61 |
61 |
| A Small Sample Correction for Tests of Hypotheses on the Cointegrating Vectors |
0 |
0 |
0 |
1 |
9 |
25 |
70 |
340 |
| A Small Sample Correction of the Test for Cointegrating Rank in the Vector Autoregressive Model |
0 |
0 |
0 |
3 |
5 |
9 |
37 |
313 |
| A Statistical Analsysis of Cointegration for I(2) Variables |
0 |
0 |
0 |
3 |
7 |
15 |
55 |
642 |
| Allowing the Data to Speak Freely: The Macroeconometrics of the Cointegrated Vector Autoregression |
20 |
45 |
138 |
271 |
29 |
65 |
205 |
308 |
| An I(2) Cointegration Analysis of the Purchasing Power Parity between Australia and the United States |
0 |
0 |
0 |
2 |
3 |
10 |
32 |
736 |
| An analysis of the indicator saturation estimator as a robust regression |
0 |
1 |
11 |
25 |
2 |
7 |
38 |
54 |
| An analysis of the indicator saturation estimator as a robust regression estimator |
0 |
2 |
7 |
11 |
4 |
9 |
22 |
39 |
| An analysis of the indicator saturation estimator as a robust regression estimator |
1 |
1 |
6 |
6 |
2 |
5 |
23 |
24 |
| Controlling Inflation in a Cointegrated Vector Autoregressive Model with an Application to US Data |
7 |
15 |
50 |
559 |
10 |
24 |
82 |
1,236 |
| Controlling Inflation in a Cointergrated Vector Autoregressive Model with an Application to US Data |
0 |
1 |
6 |
150 |
1 |
4 |
16 |
341 |
| Correlation, Regression, and Cointegration of Nonstationary Economic Time Series |
21 |
44 |
180 |
365 |
43 |
122 |
416 |
614 |
| Correlation, regression, and cointegration of nonstationary economic time series |
5 |
8 |
44 |
55 |
11 |
28 |
92 |
93 |
| Determination of Cointegration Rank in the Presence of a Linear Trend |
0 |
0 |
0 |
5 |
15 |
35 |
117 |
817 |
| Exact Rational Expectations, Cointegration, and Reduced Rank Regression |
0 |
3 |
22 |
63 |
1 |
11 |
55 |
105 |
| Exact rational expectations, cointegration, and reduced rank regression |
1 |
3 |
13 |
14 |
2 |
8 |
27 |
27 |
| Extracting Information from the Data: A Popperian View on Empirical Macro |
2 |
6 |
36 |
256 |
4 |
15 |
62 |
503 |
| Granger's Representation Theorem and Multicointegration |
0 |
0 |
0 |
2 |
11 |
32 |
83 |
424 |
| Hypothesis Testing for Cointegration Vectors: with Application to the Demand for Money in Denmark and Finland |
0 |
0 |
0 |
4 |
10 |
39 |
96 |
316 |
| Identification of the Long-Run and the Short-Run Structure: An Application to the ISLM Model |
0 |
0 |
0 |
7 |
27 |
96 |
305 |
1,019 |
| Likelihood Analysis of Seasonal Cointegration |
0 |
0 |
0 |
1 |
4 |
6 |
28 |
249 |
| Likelihood Inference for a Nonstationary Fractional Autoregressive Model |
1 |
3 |
18 |
70 |
4 |
12 |
55 |
110 |
| Likelihood inference for a nonstationary fractional autoregressive model |
10 |
25 |
93 |
93 |
23 |
61 |
208 |
208 |
| Likelihood inference for a nonstationary fractional autoregressive model |
0 |
2 |
8 |
10 |
0 |
5 |
30 |
30 |
| Mathematical and Statistical Modelling of Cointegration |
0 |
0 |
0 |
3 |
5 |
9 |
35 |
332 |
| More on Testing Exact Rational Expectations in Cointegrated Vector Autoregressive Models: Restricted Drift Terms |
0 |
0 |
11 |
228 |
0 |
1 |
21 |
400 |
| On a Numerical and Graphical Technique for Evaluating some Models Involving Rational Expectations |
0 |
3 |
3 |
3 |
2 |
7 |
7 |
7 |
| On a numerical and graphical technique for evaluating some models involving rational expectations |
3 |
4 |
4 |
4 |
2 |
4 |
4 |
4 |
| Recursive Estimation in Cointegrated VAR-Models |
0 |
0 |
0 |
5 |
6 |
45 |
202 |
672 |
| Selecting a Regression Saturated by Indicators |
2 |
4 |
32 |
83 |
7 |
19 |
82 |
153 |
| Selecting a Regression Saturated by Indicators |
1 |
3 |
19 |
20 |
4 |
14 |
62 |
62 |
| Some Identification Problems in the Cointegrated Vector Autoregressive Model |
8 |
18 |
80 |
199 |
14 |
31 |
102 |
181 |
| Some Structural Hypotheses in a Multivariate Cointegration Analysis of the Purchasing Power Parity and the Uncovered Interest Parity for UK |
0 |
0 |
0 |
1 |
34 |
92 |
192 |
474 |
| Some identification problems in the cointegrated vector autoregressive model |
0 |
0 |
13 |
17 |
1 |
1 |
17 |
18 |
| Testing Hypotheses in an I(2) Model with Applications to the Persistent Long Swings in the Dmk/$ Rate |
2 |
5 |
32 |
73 |
5 |
12 |
63 |
117 |
| Testing Rational Expectations in Vector Autoregressive Models |
0 |
0 |
0 |
0 |
2 |
5 |
20 |
227 |
| Testing Weak Exogeneity and the Order of Cointegration in UK Money Demand Data |
0 |
0 |
0 |
4 |
8 |
30 |
87 |
1,060 |
| Testing hypotheses in an I(2) model with applications to the persistent long swings in the Dmk/$ rate |
0 |
1 |
22 |
23 |
2 |
6 |
50 |
50 |
| The Asymptotic Variance of the Estimated Roots in a Cointegrated Vector Autoregressive Model |
1 |
1 |
9 |
132 |
2 |
2 |
12 |
275 |
| The Full Information Maximum Likelihood Procedure for Inference on Cointegration - with Applications |
0 |
0 |
0 |
2 |
27 |
94 |
202 |
492 |
| Total Working Papers |
89 |
220 |
941 |
2,858 |
372 |
1,092 |
3,493 |
13,475 |
| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A BARTLETT CORRECTION FACTOR FOR TESTS ON THE COINTEGRATING RELATIONS |
1 |
3 |
9 |
9 |
1 |
5 |
14 |
14 |
| A Bayesian Perspective on Inference from Macroeconomic Data: Comment |
0 |
0 |
0 |
0 |
0 |
0 |
9 |
66 |
| A NOTE ON TESTING RESTRICTIONS FOR THE COINTEGRATION PARAMETERS OF A VAR WITH I(2) VARIABLES |
0 |
1 |
5 |
7 |
1 |
2 |
8 |
16 |
| A REPRESENTATION THEORY FOR A CLASS OF VECTOR AUTOREGRESSIVE MODELS FOR FRACTIONAL PROCESSES |
2 |
8 |
12 |
12 |
4 |
12 |
19 |
19 |
| A Small Sample Correction for the Test of Cointegrating Rank in the Vector Autoregressive Model |
1 |
4 |
12 |
146 |
2 |
7 |
30 |
450 |
| A Stastistical Analysis of Cointegration for I(2) Variables |
5 |
9 |
9 |
9 |
7 |
13 |
14 |
14 |
| A small sample correction for tests of hypotheses on the cointegrating vectors |
2 |
2 |
7 |
66 |
3 |
4 |
19 |
163 |
| Allowing the Data to Speak Freely: The Macroeconometrics of the Cointegrated Vector Autoregression |
17 |
30 |
58 |
58 |
22 |
40 |
102 |
102 |
| Automatic selection of indicators in a fully saturated regression |
0 |
1 |
6 |
9 |
0 |
2 |
27 |
32 |
| Automatic selection of indicators in a fully saturated regression |
0 |
2 |
18 |
18 |
3 |
8 |
56 |
64 |
| Cointegration analysis in the presence of structural breaks in the deterministic trend |
8 |
37 |
137 |
1,185 |
18 |
66 |
240 |
2,517 |
| Cointegration in partial systems and the efficiency of single-equation analysis |
5 |
21 |
63 |
256 |
14 |
38 |
121 |
497 |
| Comment |
0 |
0 |
0 |
4 |
0 |
1 |
2 |
19 |
| Determination of Cointegration Rank in the Presence of a Linear Trend |
0 |
0 |
0 |
8 |
16 |
48 |
174 |
940 |
| Discussion |
0 |
0 |
0 |
2 |
0 |
2 |
3 |
8 |
| Estimating systems of trending variables |
0 |
0 |
5 |
9 |
0 |
0 |
7 |
15 |
| Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models |
41 |
113 |
449 |
2,039 |
66 |
195 |
1,172 |
5,865 |
| Estimation of proportional covariances |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
2 |
| Identification of the long-run and the short-run structure an application to the ISLM model |
12 |
28 |
71 |
372 |
15 |
36 |
98 |
620 |
| Identifying restrictions of linear equations with applications to simultaneous equations and cointegration |
4 |
13 |
48 |
222 |
16 |
53 |
374 |
1,152 |
| Interpretation of Cointegrating Coefficients in the Cointegrated Vector Autoregressive Model |
8 |
24 |
68 |
239 |
12 |
39 |
136 |
482 |
| Likelihood analysis of seasonal cointegration |
1 |
2 |
18 |
139 |
1 |
5 |
38 |
244 |
| Maximum Likelihood Estimation and Inference on Cointegration--With Applications to the Demand for Money |
0 |
0 |
0 |
31 |
166 |
473 |
1,030 |
4,582 |
| Modelling of cointegration in the vector autoregressive model |
5 |
11 |
17 |
166 |
8 |
18 |
34 |
276 |
| More on testing exact rational expectations in cointegrated vector autoregressive models: Restricted constant and linear term |
0 |
2 |
11 |
50 |
0 |
5 |
19 |
162 |
| Reply to somments on "estimating systems of trending variables" |
0 |
0 |
0 |
0 |
1 |
2 |
6 |
11 |
| Representation of Cointegrated Autoregressive Processes with Application to Fractional Processes |
3 |
7 |
10 |
10 |
5 |
10 |
15 |
15 |
| Some tests for parameter constancy in cointegrated VAR-models |
0 |
0 |
0 |
5 |
12 |
42 |
137 |
985 |
| Statistical analysis of cointegration vectors |
135 |
361 |
1,139 |
2,756 |
209 |
629 |
2,283 |
5,101 |
| Statistical analysis of hypotheses on the cointegrating relations in the I(2) model |
1 |
2 |
10 |
46 |
1 |
3 |
20 |
95 |
| Testing exact rational expectations in cointegrated vector autoregressive models |
0 |
3 |
18 |
62 |
2 |
6 |
29 |
135 |
| Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK |
14 |
37 |
141 |
660 |
18 |
60 |
222 |
1,173 |
| Testing weak exogeneity and the order of cointegration in UK money demand data |
8 |
25 |
84 |
483 |
13 |
42 |
131 |
769 |
| The Role of Ancillarity in Inference for Non-stationary Variables |
0 |
0 |
3 |
40 |
0 |
1 |
12 |
170 |
| The asymptotic variance of the estimated roots in a cointegrated vector autoregressive model |
0 |
0 |
6 |
23 |
0 |
3 |
13 |
97 |
| The role of the constant and linear terms in cointegration analysis of nonstationary variables |
12 |
27 |
82 |
129 |
15 |
45 |
159 |
253 |
| Total Journal Articles |
285 |
773 |
2,516 |
9,270 |
651 |
1,916 |
6,775 |
27,125 |
LogEc is hosted by the
Swedish Business School at Örebro University.