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July 22, 2014
 

The Search found 39 of 13587 documents sorted by Date with the following criteria:
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: Vtyurina, Svetlana ; Alturki, Fahad
  Series: Working Paper No. 10/17
  Published: January 01, 2010
  Subject(s): Dollarization | Banking sector | Credit | Economic forecasting | Economic models | Exchange rates | Interest rates | Reserve requirements
  Author's Keyword(s): monetary policy | money demand | inflation | dollarization | cointegration | error correction model | forecasting | autoregressive moving average model | Tajikistan
 
8. 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
 
9. 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
 
10. 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
 
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: 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
 
19. 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
 
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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