| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A comparison of autoregressive distributed lag and dynamic OLS cointegration estimators in the case of a serially correlated cointegration error |
1 |
7 |
47 |
342 |
4 |
16 |
138 |
1,238 |
| Causality Links between Consumer and Producer Prices: Some Empirical Evidence |
0 |
0 |
0 |
0 |
2 |
3 |
14 |
14 |
| Causes of the Forward Bias: Non-rational Expectations versus Risk Premia |
0 |
0 |
0 |
2 |
2 |
3 |
9 |
49 |
| Cointegration and joint efficiency of international commodity markets |
0 |
0 |
3 |
20 |
0 |
0 |
11 |
95 |
| Cointegration and predictability of asset prices1 |
0 |
0 |
1 |
26 |
0 |
0 |
1 |
41 |
| Cointegration, variance shifts and the limiting distribution of the OLS estimator |
0 |
0 |
3 |
8 |
0 |
0 |
8 |
31 |
| Conditional Leptokurtosis and Non-Linear Dependence in Exchange Rate Returns |
0 |
0 |
4 |
6 |
0 |
0 |
7 |
26 |
| Domestic and External Factors in Interest Rate Determination |
0 |
1 |
1 |
32 |
1 |
2 |
6 |
106 |
| Efficient Estimation of Cointegrating Vectors and Testing for Causality in Vector Autoregressions |
0 |
1 |
8 |
60 |
1 |
5 |
15 |
127 |
| Exogeneity and measurement of persistence |
0 |
1 |
5 |
8 |
4 |
9 |
22 |
36 |
| Feedbacks between mutual fund flows and security returns: evidence from the Greek capital market |
0 |
3 |
6 |
39 |
0 |
5 |
15 |
137 |
| Forward versus reverse regression and cointegration |
0 |
0 |
1 |
21 |
0 |
0 |
1 |
52 |
| IGARCH models and structural breaks |
1 |
4 |
31 |
250 |
2 |
11 |
86 |
666 |
| Inflation convergence in the EMS: Some additional evidence. A reply |
0 |
0 |
0 |
2 |
0 |
0 |
3 |
8 |
| Interest Rate Linkages within the European Monetary System: An Alternative Interpretation |
0 |
0 |
1 |
12 |
0 |
1 |
3 |
61 |
| Interest rate convergence, capital controls, risk premia and foreign exchange market efficiency in the EMS |
0 |
0 |
0 |
23 |
0 |
2 |
5 |
64 |
| KERNEL AND BANDWIDTH SELECTION, PREWHITENING, AND THE PERFORMANCE OF THE FULLY MODIFIED LEAST SQUARES ESTIMATION METHOD |
1 |
1 |
5 |
6 |
1 |
2 |
12 |
14 |
| Long-Run PPP under the Presence of Near-to-Unit Roots: The Case of the British Pound-US Dollar Rate |
1 |
2 |
13 |
13 |
4 |
6 |
40 |
40 |
| Modelling the sterling-deutschmark exchange rate: Non-linear dependence and thick tails |
0 |
2 |
2 |
15 |
0 |
2 |
6 |
148 |
| Nominal exchange rate regimes and the stochastic behavior of real variables |
0 |
0 |
2 |
11 |
0 |
0 |
5 |
30 |
| On Modelling Speculative Prices: The Empirical Literature |
2 |
5 |
12 |
63 |
3 |
8 |
20 |
151 |
| On the Exchange Rate of the Dollar: Market Fundamentals AU versus Speculative Bubbles |
0 |
0 |
0 |
0 |
1 |
1 |
9 |
125 |
| Parameter instability, superexogeneity, and the monetary model of the exchange rate |
0 |
0 |
0 |
1 |
1 |
1 |
4 |
7 |
| Persistence in macroeconomic time series: Is it a model invariant property? |
1 |
2 |
4 |
8 |
4 |
7 |
15 |
30 |
| Persistence in real variables under alternative exchange rate regimes: Some multi-country evidence |
0 |
0 |
0 |
4 |
0 |
0 |
0 |
37 |
| Term Structure and Interest Differentials as Predictors of Future Inflation Changes and Inflation Differentials |
0 |
0 |
1 |
12 |
0 |
1 |
4 |
53 |
| Testing for Causality-in-Variance: An Application to the East Asian Markets |
1 |
3 |
18 |
143 |
1 |
7 |
36 |
281 |
| Testing for Granger causality in variance in the presence of causality in mean |
0 |
0 |
4 |
20 |
0 |
1 |
8 |
55 |
| Testing for PPP and UIP in an FIML framework: Some evidence for Germany and Japan |
1 |
1 |
12 |
58 |
3 |
4 |
28 |
163 |
| Testing for PPP: the erratic behaviour of unit root tests |
0 |
0 |
4 |
16 |
0 |
0 |
5 |
41 |
| Testing for Unbiasedness of Term Structure and Interest Differentials as Predictors of Future Inflation Changes and Inflation Differentials |
0 |
1 |
1 |
1 |
0 |
3 |
4 |
47 |
| Testing for a unit root under errors with just barely infinite variance |
0 |
4 |
7 |
11 |
0 |
4 |
18 |
39 |
| Testing for exchange rate bubbles using variance inequalities |
0 |
3 |
7 |
12 |
0 |
5 |
12 |
51 |
| The Feldstein-Horioka puzzle revisited: A Monte Carlo study |
0 |
0 |
7 |
35 |
1 |
1 |
17 |
125 |
| Unit Root Testing Using Covariates: Some Theory and Evidence |
0 |
0 |
6 |
49 |
0 |
0 |
12 |
126 |
| Unit Roots versus Other Types of Time Heterogeneity, Parameter Time Dependence and Superexogeneity |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
132 |
| Unit roots and Granger causality in the EMS interest rates: the German Dominance Hypothesis revisited |
0 |
0 |
2 |
37 |
0 |
1 |
7 |
104 |
| Unit roots and long-run causality: investigating the relationship between output, money and interest rates |
1 |
1 |
2 |
24 |
1 |
1 |
3 |
53 |
| Total Journal Articles |
10 |
42 |
220 |
1,390 |
36 |
112 |
612 |
4,603 |
LogEc is hosted by the
Swedish Business School at Örebro University.