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May 19, 2013

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Subject/Keyword: Cointegration

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1. Title: Can International Macroeconomic Models Explain Low-Frequency Movements of Real Exchange Rates?   Author/Editor: Rabanal, Pau ; Rubio-Ramirez, Juan F.   Series: Working Paper No. 12/13   Published: January 01, 2012   Subject(s): Business cycles | Economic models | Real effective exchange rates   Author's Keyword(s): International Business Cycles | Spectrum | Real Exchange Rates | Cointegration.   2. Title: Capital Market Integration: Progress Ahead of the East African Community Monetary Union   Author/Editor: Yabara, Masafumi   Series: Working Paper No. 12/18   Published: January 01, 2012   Subject(s): Bond markets | Capital account liberalization | Capital markets | East Africa | Economic integration | Monetary unions | Stock markets   Author's Keyword(s): East African Community | regional integration | monetary union | capital market | equity | stock | debt | bond | beta convergence | sigma convergence | cointegration   3. Title: Modeling Inflation in Chad   Author/Editor: Kinda, Tidiane   Series: Working Paper No. 11/57   Published: March 01, 2011   Subject(s): Chad | Consumer price indexes | Demand | Demand for money | Economic models | Government expenditures | Inflation   Author's Keyword(s): Inflation | Rainfall | External shocks | Public spending | Cointegration | Single-equation model | Structural VAR.   4. Title: What Drives House Prices in Australia? A Cross-Country Approach   Author/Editor: Tumbarello, Patrizia ; Wang, Shengzu   Series: Working Paper No. 10/291   Published: December 01, 2010   Subject(s): Australia | Capital inflows | Cross country analysis | Economic models | Housing prices | Terms of trade   Author's Keyword(s): House prices | cointegration | VECM | event analysis | capital inflows | terms of trade   5. Title: Investment - Specific Technology Shocks and International Business Cycles: An Empirical Assessment   Author/Editor: Rabanal, Pau ; Mandelman, Federico ; Rubio-Ramirez, Juan F. ; Vilan, Diego   Series: Working Paper No. 10/207   Published: September 01, 2010   Subject(s): Business cycles | Consumption | Cross country analysis | Demand | Economic models | External shocks | International trade | Investment | Productivity | United States   Author's Keyword(s): International Business Cycles | Cointegration | Investment-Specific Technology Shocks   6. Title: Cross-country Consumption Risk Sharing, a Long-run Perspective   Author/Editor: Qiao, Zhaogang   Series: Working Paper No. 10/64   Published: March 01, 2010   Subject(s): Consumption | Cross country analysis | Economic integration | Economic models | Emerging markets | Financial risk | OECD | Time series   Author's Keyword(s): Consumption risk sharing | Intertemporal smoothing | Nonstationary panel analysis | Cointegration   7. Title: Inflation in Tajikistan: Forecasting Analysis and Monetary Policy Challenges   Author/Editor: Alturki, Fahad ; Vtyurina, Svetlana   Series: Working Paper No. 10/17   Published: January 01, 2010   Subject(s): Banking sector | Credit | Demand for money | Dollarization | Economic forecasting | Economic models | Exchange rates | Inflation | Interest rates | Monetary policy | Money supply | Reserve requirements | Tajikistan   Author's Keyword(s): monetary policy | money demand | inflation | dollarization | cointegration | error correction model | forecasting | autoregressive moving average model | Tajikistan   8. Title: Frugality: Are We Fretting Too Much? Household Saving and Assets in the United States   Author/Editor: Abdih, Yasser ; Tanner, Evan   Series: Working Paper No. 09/197   Published: September 01, 2009   Subject(s): Asset prices | Economic models | Financial crisis | Household credit | Income | Investment | Private investment | Private savings | Private sector | Savings | Time series | United States   Author's Keyword(s): Saving | net worth | cointegration | transversality | paradox of thrift   9. Title: The Gambia: Demand for Broad Money and Implications for Monetary Policy Conduct   Author/Editor: Sriram, Subramanian S.   Series: Working Paper No. 09/192   Published: September 01, 2009   Subject(s): Central bank policy | Commercial banks | Demand for money | Economic growth | Economic models | Financial sector | Gambia, The | Inflation targeting | Interest rates on deposits | Liquidity | Monetary policy | Price stabilization | Sub-Saharan Africa | Time series   Author's Keyword(s): Broad money | cointegration | error-correction | inflation targeter lite | inflation tergeting | M2 | monetary policy | money demand | sub-Saharan Africa | The Gambia   10. Title: Cointegrated TFP Processes and International Business Cycles   Author/Editor: Rabanal, Pau ; Rubio-Ramirez, Juan F. ; Tuesta, Vicente   Series: Working Paper No. 09/212   Published: September 01, 2009   Subject(s): Business cycles | Consumer goods | Demand | Economic models | Exchange rates | External shocks | Industrial production | International trade | Price elasticity | Prices | Private consumption | Productivity | Real effective exchange rates | Spillovers   Author's Keyword(s): International Business Cycles | Real Exchange Rates | Cointegration   11. Title: The Impact of Public Capital, Human Capital, and Knowledge on Aggregate Output   Author/Editor: Abdih, Yasser ; Joutz, Frederick L.   Series: Working Paper No. 08/218   Published: September 01, 2008   Subject(s): Human capital | Public finance | Private sector | Capital | Labor productivity | Economic growth | Economic models | Economic policy   Author's Keyword(s): Public capital | human capital | knowledge | economic growth | cointegration.   12. Title: Modeling Inflation for Mali   Author/Editor: Diouf, Mame Astou   Series: Working Paper No. 07/295   Published: December 01, 2007   Subject(s): Inflation | Mali | Real effective exchange rates | Demand for money   Author's Keyword(s): Mali | inflation | money demand | real exchange rate | food supply | cointegration   13. Title: Testing for Purchasing Power Parity in Cointegrated Panels   Author/Editor: Carlsson, Mikael ; Lyhagen, Johan ; Österholm, Pär   Series: Working Paper No. 07/287   Published: December 01, 2007   Subject(s): Purchasing power parity   Author's Keyword(s): Panel cointegration | maximum likelihood | fully modified OLS | dynamic OLS   14. Title: Estimation of Equilibrium Exchange Rates in the WAEMU: A Robustness Approach   Author/Editor: Roudet, Stéphane ; Saxegaard, Magnus ; Tsangarides, Charalambos G.   Series: Working Paper No. 07/194   Published: August 01, 2007   Subject(s): West African Economic and Monetary Union | Exchange rates | Real effective exchange rates   Author's Keyword(s): Equilibrium real exghange rate | FEER | cointegration | panel | WAEMU.   15. Title: Go Long or Short in Pyramids? News from the Egyptian Stock Market   Author/Editor: Billmeier, Andreas ; Massa, Isabella   Series: Working Paper No. 07/179   Published: July 01, 2007   Subject(s): Stock markets | Egypt | Financial integration | Stock prices   Author's Keyword(s): Egypt | stock market | CASE | integration | cointegration | market capitalization   16. Title: Testing for Cointegration Using the Johansen Methodology when Variables are Near-Integrated   Author/Editor: Hjalmarsson, Erik ; Österholm, Pär   Series: Working Paper No. 07/141   Published: June 01, 2007   Subject(s): Financial integration | Economic models   Author's Keyword(s): Cointegration | Near-unit-roots | Spurious rejection | Monte Carlo simulations   17. Title: Sources of Inflation in Sub-Saharan Africa   Author/Editor: Barnichon, Régis ; Peiris, Shanaka J.   Series: Working Paper No. 07/32   Published: February 01, 2007   Subject(s): Inflation | Sub-Saharan Africa | Demand for money | Production | Accounting | Economic models   Author's Keyword(s): Inflation | Phillips curve | money demand | panel cointegration | growth accounting   18. Title: Barriers to Retail Competition and Prices: Evidence from Spain   Author/Editor: Hoffmaister, Alexander W.   Series: Working Paper No. 06/231   Published: October 01, 2006   Subject(s): Competition | Spain | Prices | Markets | Economic models   Author's Keyword(s): Barriers to entry | Cournot-Nash model | regulation in goods markets | and panel cointegration   19. Title: FEER for the CFA Franc   Author/Editor: Abdih, Yasser ; Tsangarides, Charalambos G.   Series: Working Paper No. 06/236   Published: October 01, 2006   Subject(s): Exchange rates | Africa | Monetary unions | Economic models   Author's Keyword(s): Equilibrium real exchange rate | FEER | cointegration | WAEMU | CEMAC   20. Title: Economic Growth and Total Factor Productivity in Niger   Author/Editor: Nachega, Jean-Claude ; Fontaine, Thomson   Series: Working Paper No. 06/208   Published: September 01, 2006   Subject(s): Economic growth | Niger   Author's Keyword(s): Niger | sources of growth | total factor productivity | cointegration

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