Dissertations / Theses on the topic 'Cointegration models'
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Pashourtidou, Nicoletta. "Cointegration in misspecified models." Thesis, University of Southampton, 2002. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.252324.
Full textAl-Balaa, Norah Rashid. "On the estimation of cointegration models." Thesis, Aberystwyth University, 1999. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.271006.
Full textSilvestrini, Andrea. "Essays on aggregation and cointegration of econometric models." Doctoral thesis, Universite Libre de Bruxelles, 2009. http://hdl.handle.net/2013/ULB-DIPOT:oai:dipot.ulb.ac.be:2013/210304.
Full textLi, Hongyi. "Small sample inference in unit roots and cointegration models." Connect to resource, 1995. http://rave.ohiolink.edu/etdc/view.cgi?acc%5Fnum=osu1263403552.
Full textAbhayaratne, Anoma S. P. "Growth and international trade in developing countries : an empirical analysis." Thesis, University of Essex, 1998. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.242227.
Full textLebo, Matthew Jonathan. "Fractional Integration and Political Modeling." Thesis, University of North Texas, 1999. https://digital.library.unt.edu/ark:/67531/metadc2229/.
Full textLi, Dao. "Common Features in Vector Nonlinear Time Series Models." Doctoral thesis, Högskolan Dalarna, Statistik, 2013. http://urn.kb.se/resolve?urn=urn:nbn:se:du-13253.
Full textAndersson, Michael K. "On testing and forecasting in fractionally integrated time series models." Doctoral thesis, Stockholm : Economic Research Institute, Stockholm School of Economics [Ekonomiska forskningsinstitutet vid Handelshögsk.] (EFI), 1998. http://www.hhs.se/efi/summary/467.htm.
Full textBrännström, Tomas. "Bias approximation and reduction in vector autoregressive models." Doctoral thesis, Handelshögskolan i Stockholm, Ekonomisk Statistik (ES), 1995. http://urn.kb.se/resolve?urn=urn:nbn:se:hhs:diva-878.
Full textCustódio, Sandra Cristina Casquinha Gancho da Silva. "Curva de Phillips para Portugal : uma abordagem de cointegração." Master's thesis, Instituto Superior de Economia e Gestão, 1998. http://hdl.handle.net/10400.5/18802.
Full textSilva, Bruno Gonçalves da. "Evolução do setor elétrico brasileiro no contexto econômico nacional: uma análise histórica e econométrica de longo prazo." Universidade de São Paulo, 2011. http://www.teses.usp.br/teses/disponiveis/86/86131/tde-12032012-091848/.
Full textVerner, Jan. "Analýza konvergence vybraných finančních ukazatelů ČR a EU." Master's thesis, Vysoká škola ekonomická v Praze, 2011. http://www.nusl.cz/ntk/nusl-81859.
Full textБардадим, Т. О., Ю. П. Лаптін, J. F. Emmenegger та В. М. Домрачев. "Моделі коінтегрування як засіб розробки ринкових стратегій". Thesis, Українська академія банківської справи Національного банку України, 2008. http://essuir.sumdu.edu.ua/handle/123456789/61458.
Full textYang, Kai. "Essays on Multivariate and Simultaneous Equations Spatial Autoregressive Models." The Ohio State University, 2016. http://rave.ohiolink.edu/etdc/view?acc_num=osu1461277549.
Full textStarkey, Randall Ashley. "Financial system development and economic growth in selected African countries: evidence from a panel cointegration analysis." Thesis, Rhodes University, 2011. http://hdl.handle.net/10962/d1002713.
Full textDias, Gustavo Fruet. "Uma estimativa da taxa de câmbio real com mudança de regime markoviano : uma análise para o Brasil 1994 a 2005." reponame:Biblioteca Digital de Teses e Dissertações da UFRGS, 2006. http://hdl.handle.net/10183/8785.
Full textNahhas, Abdulkader. "Essays in international finance and banking." Thesis, Brunel University, 2016. http://bura.brunel.ac.uk/handle/2438/13160.
Full textTonguc, Ozlem. "Wheat Price Dynamics In Turkey: A Nonlinear Analysis." Master's thesis, METU, 2010. http://etd.lib.metu.edu.tr/upload/12612357/index.pdf.
Full textObešlo, František. "Exportní a importní funkce (empirická analýza na příkladě České republiky)." Master's thesis, Vysoká škola ekonomická v Praze, 2014. http://www.nusl.cz/ntk/nusl-201093.
Full textDíaz, Vela Carlos. "Contrastes de no invertibilidad y cointegración en modelos VARIMA." Doctoral thesis, Universidad de Cantabria, 2012. http://hdl.handle.net/10803/80195.
Full textSuwardi, Eko. "Exploring the relationship between market values and accounting numbers of firms listed in an emerging market." Queensland University of Technology, 2004. http://eprints.qut.edu.au/15986/.
Full textCsereklyei, Zsuzsanna, and Stefan Humer. "Modelling Primary Energy Consumption under Model Uncertainty." WU Vienna University of Economics and Business, 2012. http://epub.wu.ac.at/3706/1/wp147.pdf.
Full textYanik, Yeliz. "The Twin Deficits Hypothesis: An Empirical Investigation." Master's thesis, METU, 2006. http://etd.lib.metu.edu.tr/upload/12608286/index.pdf.
Full textCaiado, Aníbal Jorge Da Costa Cristóvão. "Taxas de juro e inflação em Portugal : testes e modelos de previsão." Master's thesis, Instituto Superior de Economia e Gestão, 1997. http://hdl.handle.net/10400.5/16213.
Full textFonseca, Eder Lucio da. "Modelo de cointegração variando com o tempo: abordagem via ondaletas." Universidade de São Paulo, 2017. http://www.teses.usp.br/teses/disponiveis/45/45133/tde-26032017-175337/.
Full textMnjama, Gladys Susan. "Exchange rate pass-through to domestic prices in Kenya." Thesis, Rhodes University, 2011. http://hdl.handle.net/10962/d1002709.
Full textSenzangakhona, Phakama. "The impact of oil price volatility on unemployment: a case study of South Africa." Thesis, University of Fort Hare, 2014. http://hdl.handle.net/10353/1697.
Full textTshipinare, Katso. "Purchasing power parity between Botswana and South Africa: a cointegration analysis." Thesis, University of the Western Cape, 2006. http://etd.uwc.ac.za/index.php?module=etd&action=viewtitle&id=gen8Srv25Nme4_1984_1184669340.
Full textJuselius, Mikael. "A cointegration approach to topics in empirical macroeconomics /." Helsingfors : Svenska Handelshögskolan, 2007. http://www.gbv.de/dms/zbw/555519236.pdf.
Full textChang, Jaechul. "Real exchange rate and relative real wage : the Balassa-Samuelson model revisited /." Thesis, Connect to this title online; UW restricted, 2002. http://hdl.handle.net/1773/7430.
Full textJovanović, Mario. "Welche Bedeutung hat die Theorie für die Praxis? : Schätzung ökonometrischer Mehrgleichungsmodelle unter Cointegration /." Frankfurt am Main [u.a.] : Lang, 2007. http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&doc_number=015591756&line_number=0002&func_code=DB_RECORDS&service_type=MEDIA.
Full textKorucu, Gumusoglu Nebile. "Modelling Nonlinearities In European Money Demand: An Application Of Threshold Cointegration Model." Phd thesis, METU, 2013. http://etd.lib.metu.edu.tr/upload/12615635/index.pdf.
Full textHu, Zhejin. "Time Series Forecasting Model for Chinese Future Marketing Price of Copper and Aluminum." Digital Archive @ GSU, 2008. http://digitalarchive.gsu.edu/math_theses/60.
Full textGuo, Yuanxiang. "Chinese wheat price analysis - with application of cointegration and Granger causality test." Thesis, Georgia Institute of Technology, 2013. http://hdl.handle.net/1853/52978.
Full textOliach, Güell Mª José. "Mesura de la influència dels determinants de la salut en l'evolució de la tuberculosi." Doctoral thesis, Universitat Rovira i Virgili, 2015. http://hdl.handle.net/10803/385740.
Full textHavrlant, David. "Analýza vývoje cenové konvergence ČR k EU." Doctoral thesis, Vysoká škola ekonomická v Praze, 2006. http://www.nusl.cz/ntk/nusl-77050.
Full textHe, Wei. "Model selection for cointegrated relationships in small samples." Thesis, Nelson Mandela Metropolitan University, 2008. http://hdl.handle.net/10948/971.
Full textBonilla, Bolanos Andrea. "A step further in the theory of regional economic integration : a look at the Unasur's integration strategy." Thesis, Lyon 2, 2015. http://www.theses.fr/2015LYO22009.
Full textDarpeix, Pierre-Emmanuel. "Three essays in applied economics with panel data." Thesis, Paris Sciences et Lettres (ComUE), 2018. http://www.theses.fr/2018PSLEH099/document.
Full textAjagbe, Stephen Mayowa. "An analysis of the long run comovements between financial system development and mining production in South Africa." Thesis, Rhodes University, 2011. http://hdl.handle.net/10962/d1002689.
Full textclements, john s. III. "Agricultural Commodity Futures and Farmland Investment: A Regional Analysis." Digital Archive @ GSU, 2010. http://digitalarchive.gsu.edu/real_estate_diss/8.
Full textAsfaha, S. G. "Exchange rate misalignment and international trade competitiveness : A cointegration analysis for South Africa." University of the Western Cape, 2002. http://hdl.handle.net/11394/7772.
Full textHlongwane, Tshembhani Mackson. "The effect of South African public debt on economic growth: An ARDL cointegration approach from 1961-2017." University of Western Cape, 2019. http://hdl.handle.net/11394/7927.
Full textFernandes, Pedro Manuel Ribeiro. "The role of banks in economic growth : an empirical application to Portugal." Master's thesis, Instituto Superior de Economia e Gestão, 2019. http://hdl.handle.net/10400.5/19408.
Full textMaxa, Jan. "Analýha a komparace inflace v ČR a SRN." Master's thesis, Vysoká škola ekonomická v Praze, 2012. http://www.nusl.cz/ntk/nusl-124610.
Full textAkusuwan, Mutita. "A small quarterly macroeconometric model for the Thai economy : a structural cointegrating VAR approach." Thesis, University of Cambridge, 2005. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.614921.
Full text"Cointegration pairs trading strategy on derivatives." 2013. http://library.cuhk.edu.hk/record=b5549271.
Full textSsekuma, Rajab. "A study of cointegration models with applications." Thesis, 2011. http://hdl.handle.net/10500/4821.
Full text"Longevity risk management with continuous-time cointegration models." 2014. http://repository.lib.cuhk.edu.hk/en/item/cuhk-1291794.
Full text"Cointegration and model selection on foreign exchange markets." 1998. http://library.cuhk.edu.hk/record=b5889711.
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