Publications Search Results

October 21, 2014

The search found 39 of 12863 documents sorted by Date with the following criteria:
Subject / Keyword: Cointegration

Results: 1 2 [Next] [New Search] [Sort by Author] [Sort by Title]


1.

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 1, 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

 

2.

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 1, 2012
Subject(s): Business cycles | Economic models | Real effective exchange rates
Author's keyword(s): International Business Cycles | Spectrum | Real Exchange Rates | Cointegration.

 

3.

Title: Modeling Inflation in Chad
Author/Editor: Kinda, Tidiane
Series: Working Paper No. 11/57
Published: March 1, 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 1, 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 1, 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 1, 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 1, 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 1, 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 1, 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 1, 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 1, 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 1, 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 1, 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 1, 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 1, 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 1, 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 1, 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 1, 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 1, 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 1, 2006
Subject(s): Economic growth | Niger
Author's keyword(s): Niger | sources of growth | total factor productivity | cointegration

 

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