Log in

Relevant bibliographies by topics / Cointegration models / Books

To see the other types of publications on this topic, follow the link: Cointegration models.

Books on the topic 'Cointegration models'

Author: Grafiati

Published: 28 May 2022

Last updated: 18 July 2025

Create a spot-on reference in APA, MLA, Chicago, Harvard, and other styles

Select a source type:

Consult the top 50 books for your research on the topic 'Cointegration models.'

Next to every source in the list of references, there is an 'Add to bibliography' button. Press on it, and we will generate automatically the bibliographic reference to the chosen work in the citation style you need: APA, MLA, Harvard, Chicago, Vancouver, etc.

You can also download the full text of the academic publication as pdf and read online its abstract whenever available in the metadata.

Browse books on a wide variety of disciplines and organise your bibliography correctly.

1

Gregory, Allan W. Testing for cointegration in linear quadratic models. Institute for Economic Research, Queen's University, 1991.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

2

Hashem, Pesaran M. Generalised impulse responseanalysis in linear multivariate models. University of Cambridge, Dept. of Applied Economics, 1997.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

3

Boswijk, H. Peter. Cointegration, identification, and exogeneity: Inference in structural error correction models. Thesis Publishers, 1992.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

4

P, Hargreaves Colin, ed. Nonstationary time series analysis and cointegration. Oxford University Press, 1994.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

5

Broersma, Lourens. A cointegration model for search equilibrium wage formation. International Monetary Fund, Policy Development and Review Dept., 2004.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

6

Robinson, P. M. Semiparametric frequency domain analysis of fractional cointegration. Suntory Centre, 1998.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

7

H, Baltagi Badi, ed. Nonstationary panels, panel cointegration, and dynamic panels. JAI, 2000.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

8

Haug, Alfred A. Tests for cointegration: a Monte Carlo comparison. York University, Department of Economics, 1993.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

9

Lob, Matthias. Kointegration und Granger-Kausalität: Empirische Analysen der tariflichen Einkommen in der Bundesrepublik Deutschland. Schulz-Kirchner, 1994.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

10

McAleer, Michael. Cointegration and direct tests of the rational expectations hypothesis. Department of Applied Economics, University of Cambridge, 1993.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

11

McAleer, Michael. Cointegration and direct tests of the rational expectations hypothesis. Dept. of Applied Economics, University of Cambridge, 1993.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

12

Gregoriou, Greg N., and Razvan Pascalau, eds. Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration. Palgrave Macmillan UK, 2011. http://dx.doi.org/10.1057/9780230295216.

Full text

APA, Harvard, Vancouver, ISO, and other styles

13

Bansal, Ravi. Cointegration and consumption risks in asset returns. National Bureau of Economic Research, 2007.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

14

Bansal, Ravi. Cointegration and consumption risks in asset returns. National Bureau of Economic Research, 2007.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

15

Engle, R. F. Estimating sectorial cycles using cointegration and common features. National Bureau of Economic Research, 1993.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

16

Qian, Ying. Do steel prices move together?: A cointegration test. International Economics Dept., World Bank, 1990.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

17

Hubrich, Kirstin. Cointegration analysis in a German monetary system. Physica-Verlag, 2001.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

18

Johnson, David R. Cointegration, error correction and purchasing power parity. School of Business and Economics, Wilfrid Laurier University, 1987.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

19

Jovanović, Mario. Welche Bedeutung hat die Theorie für die Praxis?: Schätzung ökonometrischer Mehrgleichungsmodelle unter Cointegration. Lang, 2007.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

20

Cheung, Yin-Wong. Integration, cointegration and the forecast consistency of structural exchange rate models. City University of Hong Kong, Department of Economics and Finance, 1995.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

21

Cheung, Yin-Wong. Integration, cointegration and the forecast consistency of structural exchange rate models. National Bureau of Economic Research, 1997.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

22

Alvarez, Luis J. BVAR models in the context of cointegration: A Monte Carlo experiment. [ESADE], 1994.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

23

Gardeazabal, Javier. The monetary model of exchange rates and cointegration: Estimation, testing and prediction. Springer-Verlag, 1992.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

24

Callen, Tim. Modeling and forecasting inflation in India. International Monetary Fund, Asia and Pacific Department, 1999.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

25

Hafer, R. W. The demand for money in the United States: Evidence from cointegration tests. Erasmus University Rotterdam, 1990.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

26

Sarantis, Nicholas. Monetary and asset market models for sterling exchange rates: A cointegration approach. Apex Centre, Kingston University, 1993.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

27

Brown, Scott J. Non-cointegration and econometric evaluation of models of regional shift and share. National Bureau of Economic Research, 1990.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

28

Ely, David P. Are stocks a hedge against inflation?: International evidence using cointegration analysis. Federal Reserve Bank of Dallas, 1994.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

29

Lianos, Theodore. Cointegration tests of the profit-maximising equilibrium in Greek manufacturing, 1958-1991. Department of Economics, University College Galway, 1997.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

30

Nachega, Jean-Claude. A cointegration analysis of broad money demand in Cameroon. International Monetary Fund, African Department, 2001.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

31

Cuevas, Mario A. Money demand in Venezuela: Multiple cycle extraction in a cointegration framework. World Bank, Latin America and the Caribbean Region, Columbia, Mexico, and Venezuela Country Management Unit, 2002.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

32

Drobny, Andre s. Some long-run features of dynamic time series models: The implications of cointegration. National Institute of Economic and Social Research, 1987.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

33

Cheung, Yin-Wong. Are macroeconomic forecasts informative?: Cointegration evidence from the ASA-NBER surveys. National Bureau of Economic Research, 1999.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

34

Charemza, Wojciech. New directions in econometric practice: General to specific modelling, cointegration, and vector autoregression. E. Elgar, 1992.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

35

Melni*k, Rafi. Financial services, cointegration and the demand for money in Israel. Research Dept., Bank of Israel, 1992.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

36

Boug, Pål. Cointegration analysis and error correction models: An empirical application to the Norwegian business cycle. typescript, 1994.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

37

Koop, Gary. Reexamining the consumption-wealth relationship: The role of model uncertainty. Federal Reserve Bank of New York, 2005.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

38

Lin, Kenneth Shang-Kai. Private consumption, non-traded goods and real exchange rate: A cointegration-Euler equation approach. National Bureau of Economic Research, 1996.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

39

Funke, Katja. Does fiscal policy matter for the trade account?: A panel cointegration study. International Monetary Fund, Middle East and Central Asia Dept., 2006.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

40

Joseph, Nathan Lael. Why empirical portfolio models of foreign exchange exposure fail: Evidence from cointegration and error-correction estimations. Sheffield University, School of Management, 1997.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

41

Kearney, Colm. The stability of monetary velocities in the United Kingdom and the United States 1871-1975: A cointegration analysis. Central Bank of Ireland, 1988.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

42

Ghatak, Subrata. Supply response in Turkish agriculture: An error correction and cointegration analysis, 1950-1990. Faculty of Social Sciences, Dept. of Economics, University of Leicester, 1994.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

43

Ghatak, Subrata. Supply response in Turkish agriculture: An error correction and cointegration analysis: 1950-1990. Department of Economics, University of Leicester, 1994.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

44

Semlali, A. Senhadji. Time series analysis of export demand equations: A cross-country analysis. International Monetary Fund, IMF Institute, 1998.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

45

Takala, Kari. Studies in time series analysis of consumption, asset prices and forecasting. Bank of Finland, 2001.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

46

Christoffersen, Peter F. Interest rate arbitrage in currency baskets: Forecasting weights and measuring risk. International Monetary Fund, Asia and Pacific Department, 1999.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

47

Calza, Alessandro. Euro area money demand: Measuring the opportunity costs appropriately. International Monetary Fund, European I Department, 2001.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

48

Gardeazabal, Javier, and Marta Regúlez. The Monetary Model of Exchange Rates and Cointegration. Springer Berlin Heidelberg, 1992. http://dx.doi.org/10.1007/978-3-642-48858-0.

Full text

APA, Harvard, Vancouver, ISO, and other styles

49

Chen, Zhaohui. Cointegration and exchange rate forecasting: A state space model. London School of Economics, Financial Markets Group, 1993.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

50

Johansen, Søren. A Bartlett correction factor for tests on the cointegrating relations. European University Institute, 1999.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

We offer discounts on all premium plans for authors whose works are included in thematic literature selections. Contact us to get a unique promo code!