create a website

Haavelmos Probability Approach and the Cointegrated VAR. (2012). juselius, katarina.
In: Discussion Papers.
RePEc:kud:kuiedp:1201.

Full description at Econpapers || Download paper

Cited: 0

Citations received by this document

Cites: 30

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

    This document has not been cited yet.

References

References cited by this document

  1. Aldrich, J. (1989), Autonomy, Oxford Economic Papers, New Series, Vol. 41, No. 1, History and Methodology of Econometrics, pp. 15-34.
    Paper not yet in RePEc: Add citation now
  2. Andersen, T.W. (1991). Tryggve Haavelmo and Simultaneous Equation Models. Scandinavian Journal of Statistics, 18, 1-19.
    Paper not yet in RePEc: Add citation now
  3. Anderson, T.W. (1951), Estimating linear restrictions on regression coe cients for multivariate normal distributions, Annals of Mathematical Statistics, 22, 327-351.
    Paper not yet in RePEc: Add citation now
  4. Bjerkholt, O. (2011), Trygve Haavelmo, Frisch and the probability approach , the Department of Economics, University of Oslo.
    Paper not yet in RePEc: Add citation now
  5. Davidson, J. (1988), Structural relations, cointegration and identiâcation: Some simple results and their application, Journal of Econometrics, 87(1), 87-113.

  6. Frish, R. (1938), Statistical versus theoretical relations in economic macrodynamics, Unpublished memorandum, University of Oslo.
    Paper not yet in RePEc: Add citation now
  7. Frydman, R. and M. Goldberg (2007), Imperfect Knowledge Economics: Exchange rates and Risk, Princeton. NJ: Princeton University Press.
    Paper not yet in RePEc: Add citation now
  8. Frydman, R. and M. Goldberg (2011), Beyond Mechanical Markets: Risk and the Role of Asset Price Swings, Princeton University Press, Princeton.
    Paper not yet in RePEc: Add citation now
  9. Garrone, G., R. Marchionatti, and R. Belloâore (2004). Keynes on Econometric Method. A Reassessment of his Debate with Tinbergen and Econometricians, 1938-1943, CESMEP Working Papers 200401, University of Turin Giese, J.V. (2008), âLevel, Slope, Curvature: Characterizing the Yield Curve in a Cointegrated VAR Modelâ. Economics: The Open-Access, OpenAssessment E-Journal, Vol. 2, 28, http://www.economics-ejournal.org/economics/journalarticles/2 28.

  10. Haavelmo, T. (1943), The statistical implications of a system of simultaneous equations, Econometrica, 11, 1-12.
    Paper not yet in RePEc: Add citation now
  11. Haavelmo, T. (1944), The Probability Approach to Econometrics. Econometrica, 12 (Supplement), 1-118.
    Paper not yet in RePEc: Add citation now
  12. Haavelmo, T. (1950), Remarks on Frischâs Conâuence Analysis and its Use in Econometrics, in Statistical Inference in Dynamic Models, ed. T. C. Koopmans, Cowles Commission Monograph, Vol. 10, John Wiley & Sons, New York, 258-265.
    Paper not yet in RePEc: Add citation now
  13. Hansen, H. and S. Johansen (1999). Some tests for parameter constancy in cointegrated VAR-models. The Econometrics Journal, 2(2), 306â333.

  14. Hendry, D.F. and G.E. Mizon (1993), âEvaluating Econometric Models by Encompassing the VARâ in Phillips, P.C. (ed.) Models, Methods and Applications of Econometrics, Blackwell, Oxford, 272-300.
    Paper not yet in RePEc: Add citation now
  15. Hendry, D.F. and J.F. Richard (1983), The econometric analysis of economic time-series (with discussion), International Statistical Review, 51, 111163.

  16. Hendry, D.F. and M.S. Morgan (1989), A Re-Analysis of Conâuence Analysis, Oxford Economic Papers, Vol. 41, No. 1, History and Methodology of Econometrics, pp. 35-52 Hendry, D.F. and M.S. Morgan (1995), The Foundations of Econometric Analysis, Cambridge University Press, Cambridge.

  17. Hendry, D.F., Spanos, A. and Ericsson, N.R. (1989). The Contributions to Econometrics in Tryggve Haavelmoâs âThe Probability Approach in Econometrics â. SocialÃkonomen, 43(11), 12-17.
    Paper not yet in RePEc: Add citation now
  18. Johansen, S. (1988). âStatistical Analysis of Cointegration Vectorsâ. Journal of Economic Dynamics and Control, 12(213), 231â254.
    Paper not yet in RePEc: Add citation now
  19. Johansen, S. (1995), Identifying restrictions of linear equations. With applications to simultaneous equations and cointegration. Journal of Econo32 metrics, 69(1), 111-132.

  20. Johansen, S. (1996), Likelihood-Based Inference in Cointegrated Vector Autoregressive Models, Oxford. Oxford University Press.
    Paper not yet in RePEc: Add citation now
  21. Johansen, S. and K. Juselius (1994), Identiâcation of the long-run and short-run structure: An application to the ISLM model, Journal of Econometrics, 63, 7-36.

  22. Juselius, K. (1993), VAR Modelling and Haavelmoâs Probability Approach to Macroeconomic Modelling, Empirical Economics,18, 595-622.

  23. Juselius, K. (2006), The Cointegrated VAR Model: Methodology and Applications. Oxford: Oxford University Press.

  24. Juselius, K. (2010), âTesting Exchange Rate Models Based on Rational Expectations versus Imperfect Knowledge Economics: A Scenario Analysisâ. Working Paper, Economics Department, University of Copenhagen.
    Paper not yet in RePEc: Add citation now
  25. Juselius, K. and M. Franchi (2007), âTaking a DSGE Model to the Data Meaningfully.â Economics-The Open-Access, Open-Assessment E-Journal, No. 4, http://www.economics-ejournal.org/economics/journalarticles/20074.

  26. Kongsted, H. C. (2005), Testing the nominal-to- real transformation, Journal of Econometrics, 124, 202-225.

  27. Nielsen, H. B. (2008), Inâuential Observations in Cointegrated VAR Models: Danish Money Demand 1973-2003. The Econometrics Journal, 11 (1): 1-19.

  28. Phillips, P.C.B., (1986), Understanding Spurious Regressions in Econometrics , Journal of Econometrics 33, 311-340.

  29. Romer, D. (1996). Advanced Macroeconomics. McGraw Hill: New York.
    Paper not yet in RePEc: Add citation now
  30. Yule, U. (1926), âWhy do we Sometimes Get Nonsense-Correlations Between Time Series? âA Study in Sampling and the Nature of Time Seriesâ. Journal of the Royal Statistical Society 89, 1â63.
    Paper not yet in RePEc: Add citation now

Cocites

Documents in RePEc which have cited the same bibliography

  1. Addressing important econometric issues on how to construct theoretical based exchange rate misalignment estimates. (2015). Merlin, Giovanni ; Mendonça, Diogo ; Marçal, Emerson ; Maral, Emerson Fernandes ; de Prince, Diogo ; Zimmermann, Beatrice.
    In: Textos para discussão.
    RePEc:fgv:eesptd:401.

    Full description at Econpapers || Download paper

  2. The long-run relationship between trade and population health: evidence from five decades. (2014). Herzer, Dierk.
    In: VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy.
    RePEc:zbw:vfsc14:100441.

    Full description at Econpapers || Download paper

  3. Income inequality and health: Evidence from developed and developing countries. (2014). Nunnenkamp, Peter ; Herzer, Dierk.
    In: Economics Discussion Papers.
    RePEc:zbw:ifwedp:201445.

    Full description at Econpapers || Download paper

  4. Green Growth in Mexico, Brazil and Chile: Policy strategies and future prospects. (2014). Martínez-Zarzoso, Inmaculada ; Grunewald, Nicole ; Martinez-Zarzoso, Inmaculada.
    In: Ibero America Institute for Econ. Research (IAI) Discussion Papers.
    RePEc:got:iaidps:229.

    Full description at Econpapers || Download paper

  5. Religiosity and income: A panel cointegration and causality analysis. (2013). Strulik, Holger ; Herzer, Dierk.
    In: University of Göttingen Working Papers in Economics.
    RePEc:zbw:cegedp:168.

    Full description at Econpapers || Download paper

  6. The Real Exchange Rate, Foreign Aid and Macroeconomic Transmission Mechanisms in Tanzania and Ghana. (2013). Juselius, Katarina ; Reshid, Abdulaziz.
    In: WIDER Working Paper Series.
    RePEc:unu:wpaper:wp2013-090.

    Full description at Econpapers || Download paper

  7. Estimation of Keynesian Exchange Rate Model of Pakistan by Considering Critical Events and Multiple Cointegrating Vectors. (2013). Hina, Hafsa.
    In: MPRA Paper.
    RePEc:pra:mprapa:52611.

    Full description at Econpapers || Download paper

  8. Deutsche Konjunktur erholt sich – Wirtschaftspolitik stärker an der langen Frist ausrichten. (2013). Gemeinschaftsdiagnose, Projektgruppe.
    In: ifo Schnelldienst.
    RePEc:ces:ifosdt:v:66:y:2013:i:08:p:03-77.

    Full description at Econpapers || Download paper

  9. Haavelmos Probability Approach and the Cointegrated VAR. (2012). juselius, katarina.
    In: Discussion Papers.
    RePEc:kud:kuiedp:1201.

    Full description at Econpapers || Download paper

  10. The Effects of Banking Crises on Potential Output in OECD Countries. (2010). Barrell, Ray ; Professor E. Philip Davis, ; Liadze, Iana.
    In: National Institute of Economic and Social Research (NIESR) Discussion Papers.
    RePEc:nsr:niesrd:2683.

    Full description at Econpapers || Download paper

  11. Tests for cointegration with structural breaks based on subsamples. (2010). Monticini, Andrea ; Davidson, James.
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:54:y:2010:i:11:p:2498-2511.

    Full description at Econpapers || Download paper

  12. Structural Analysis of Electricity Demand and Supply Interactions. (2010). Bunn, Derek ; Fezzi, Carlo.
    In: Oxford Bulletin of Economics and Statistics.
    RePEc:bla:obuest:v:72:y:2010:i:6:p:827-856.

    Full description at Econpapers || Download paper

  13. International parity relations between Poland and Germany: a cointegrated VAR approach. (2008). Stazka-Gawrysiak, Agnieszka.
    In: MPRA Paper.
    RePEc:pra:mprapa:24057.

    Full description at Econpapers || Download paper

  14. The impact of EMU on growth and employment. (2008). Liadze, Iana ; Holland, Dawn ; Gottschalk, Sylvia ; Barrell, Ray ; Pomerantz, Olga ; Khoman, Ehsan.
    In: European Economy - Economic Papers 2008 - 2015.
    RePEc:euf:ecopap:0318.

    Full description at Econpapers || Download paper

  15. Money Demand Stability and Inflation Prediction in the Four Largest EMU Countries. (2008). Hossfeld, Oliver ; Carstensen, Kai ; Hagen, Jan ; Neaves, Abelardo Salazar .
    In: ifo Working Paper Series.
    RePEc:ces:ifowps:_61.

    Full description at Econpapers || Download paper

  16. Taking a DSGE Model to the Data Meaningfully. (2007). juselius, katarina ; Franchi, Massimo.
    In: Economics - The Open-Access, Open-Assessment E-Journal (2007-2020).
    RePEc:zbw:ifweej:5739.

    Full description at Econpapers || Download paper

  17. Monetary Policy, Beliefs, Unemployment and Inflation; Evidence from the UK. (2007). N/A, .
    In: National Institute of Economic and Social Research (NIESR) Discussion Papers.
    RePEc:nsr:niesrd:1780.

    Full description at Econpapers || Download paper

  18. Unemployment in Britain: Some more Questions. (2007). Kirby, Simon.
    In: National Institute of Economic and Social Research (NIESR) Discussion Papers.
    RePEc:nsr:niesrd:1499.

    Full description at Econpapers || Download paper

  19. Alternative bootstrap procedures for testing cointegration in fractionally integrated processes. (2006). Davidson, James.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:133:y:2006:i:2:p:741-777.

    Full description at Econpapers || Download paper

  20. Elasticities, markups and technical progress: evidence from a state-space approach. (2006). Ellis, Colin.
    In: Bank of England working papers.
    RePEc:boe:boeewp:300.

    Full description at Econpapers || Download paper

  21. Interest rate linkages: identifying structural relations. (2005). Hall, Stephen ; Caporale, Guglielmo Maria ; Barassi, Marco.
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:15:y:2005:i:14:p:977-986.

    Full description at Econpapers || Download paper

  22. A Sequential Test for Structural Breaks in the Causal Linkages Between the G7 Short-Term Interest Rates. (2005). Hall, Stephen ; Caporale, Guglielmo Maria ; Barassi, Marco.
    In: Open Economies Review.
    RePEc:kap:openec:v:16:y:2005:i:2:p:107-133.

    Full description at Econpapers || Download paper

  23. Interest rate linkages: a Kalman filter approach to detecting structural change. (2005). Hall, Stephen ; Caporale, Guglielmo Maria ; Barassi, Marco.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:22:y:2005:i:2:p:253-284.

    Full description at Econpapers || Download paper

  24. Money Demand in theEuroArea: Do National Differences Matter?. (2004). Gaiotti, Eugenio ; Dedola, Luca ; Silipo, Luca.
    In: Macroeconomics.
    RePEc:wpa:wuwpma:0404019.

    Full description at Econpapers || Download paper

  25. UK business investment: long-run elasticities and short-run dynamics. (2004). Price, Simon ; Ellis, Colin.
    In: Money Macro and Finance (MMF) Research Group Conference 2003.
    RePEc:mmf:mmfc03:27.

    Full description at Econpapers || Download paper

  26. Monetary policy and the stock market in the euro area. (2004). MORANA, CLAUDIO ; Cassola, Nuno.
    In: Journal of Policy Modeling.
    RePEc:eee:jpolmo:v:26:y:2004:i:3:p:387-399.

    Full description at Econpapers || Download paper

  27. The Bernanke and Blinder Model in an Open Economy: The Italian Case. (2004). Gambacorta, Leonardo ; Chiades, Paolo.
    In: German Economic Review.
    RePEc:bla:germec:v:5:y:2004:i:1:p:1-34.

    Full description at Econpapers || Download paper

  28. Private capital formation and public investment in Sudan: testing the substitutability and complementarity hypotheses in a growth framework. (2003). Badawi, Ahmed.
    In: Journal of International Development.
    RePEc:wly:jintdv:v:15:y:2003:i:6:p:783-799.

    Full description at Econpapers || Download paper

  29. Private Capital Formation and Public Investment in Sudan: Testing the Substitutability and Complementarity Hypotheses in a Growth Framework. (2003). Badawi, Ahmed.
    In: Economics Discussion Paper Series.
    RePEc:man:sespap:0316.

    Full description at Econpapers || Download paper

  30. Expectations and perceived causality in fiscal policy: an experimental analysis using real world data. (2003). Paruolo, Paolo ; Omtzigt, Pieter ; Kirchkamp, Oliver ; Bernasconi, Michele.
    In: Economics and Quantitative Methods.
    RePEc:ins:quaeco:qf0224.

    Full description at Econpapers || Download paper

  31. UK business investment: long-run elasticities and short-run dynamics. (2003). Price, Simon ; Ellis, Colin.
    In: Bank of England working papers.
    RePEc:boe:boeewp:196.

    Full description at Econpapers || Download paper

  32. The impact of price competitiveness on UK producer price behaviour. (2003). Price, Simon ; Ellis, Colin.
    In: Bank of England working papers.
    RePEc:boe:boeewp:178.

    Full description at Econpapers || Download paper

  33. PRICE LINKAGES IN THE INTERNATIONAL WHEAT MARKET. (2003). Ghoshray, Atanu ; Lloyd, Tim.
    In: 2003 Annual Meeting, August 16-22, 2003, Durban, South Africa.
    RePEc:ags:iaae03:25852.

    Full description at Econpapers || Download paper

  34. Crowding-in or Crowding-out? Modelling the Relationship between Public and Private Fixed Capital Formation Using Co-integration Analysis: The Case of Pakistan 1964-2000. (2002). Naqvi, Naveed H..
    In: The Pakistan Development Review.
    RePEc:pid:journl:v:41:y:2002:i:3:p:255-276.

    Full description at Econpapers || Download paper

  35. Defining Benchmark Status: An Application using Euro-Area Bonds. (2002). Portes, Richard ; Moore, Michael ; Dunne, Peter.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:9087.

    Full description at Econpapers || Download paper

  36. Automatic identification and restriction of the cointegration space. (2002). Omtzigt, Pieter.
    In: Economics and Quantitative Methods.
    RePEc:ins:quaeco:qf0213.

    Full description at Econpapers || Download paper

  37. External Wealth, the Trade Balance, and the Real Exchange Rate. (2002). Milesi-Ferretti, Gian Maria ; Lane, Philip R.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2002/051.

    Full description at Econpapers || Download paper

  38. External wealth, the trade balance, and the real exchange rate. (2002). Milesi-Ferretti, Gian Maria ; Lane, Philip.
    In: European Economic Review.
    RePEc:eee:eecrev:v:46:y:2002:i:6:p:1049-1071.

    Full description at Econpapers || Download paper

  39. A model of fractional cointegration, and tests for cointegration using the bootstrap. (2002). Davidson, James.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:110:y:2002:i:2:p:187-212.

    Full description at Econpapers || Download paper

  40. External Wealth, the Trade Balance, and the Real Exchange Rate. (2002). Milesi-Ferretti, Gian Maria ; Lane, Philip.
    In: Royal Economic Society Annual Conference 2002.
    RePEc:ecj:ac2002:119.

    Full description at Econpapers || Download paper

  41. Defining Benchmark Status: An Application using Euro-Area Bonds. (2002). Portes, Richard ; Moore, Michael ; Dunne, Peter.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:3490.

    Full description at Econpapers || Download paper

  42. External Wealth, the Trade Balance and the Real Exchange Rate. (2002). Milesi-Ferretti, Gian Maria ; Lane, Philip.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:3153.

    Full description at Econpapers || Download paper

  43. European Integration and Manufactures Import Demand: An Empirical Investigation of Ten European Countries. (2002). te Velde, Dirk Willem ; Barrell, Ray.
    In: German Economic Review.
    RePEc:bla:germec:v:3:y:2002:i:3:p:263-293.

    Full description at Econpapers || Download paper

  44. External Wealth, the Trade Balance, and the Real Exchange Rate. (2001). Milesi-Ferretti, Gian Maria ; Lane, Philip.
    In: Trinity Economics Papers.
    RePEc:tcd:tcduee:200121.

    Full description at Econpapers || Download paper

  45. THE EXTERNAL WEALTH OF NATIONS: Measures of Foreign Assets and Liabilities For Industrial and Developing Countries. (2001). Milesi-Ferretti, Gian Maria ; Lane, Philip.
    In: CEG Working Papers.
    RePEc:tcd:tcdceg:20012.

    Full description at Econpapers || Download paper

  46. External Wealth, the Trade Balance, and the Real Exchange Rate. (2001). Milesi-Ferretti, Gian Maria ; Lane, Philip.
    In: CEG Working Papers.
    RePEc:tcd:tcdceg:200113.

    Full description at Econpapers || Download paper

  47. The demand for M3 in the euro area. (2001). Vega, Juan ; Coenen, Günter ; J.-L. Vega, .
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:16:y:2001:i:6:p:727-748.

    Full description at Econpapers || Download paper

  48. Euro Area Money Demand: Measuring the Opportunity Costs Appropriately. (2001). Ferreira, Joaquim Vieira ; Gerdesmeier, Dieter ; Calza, Alessandro.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2001/179.

    Full description at Econpapers || Download paper

  49. Monetary Policy transmission, interest rate rules and inflation targeting in three transition countries.. (2001). Rovelli, Riccardo ; Golinelli, Roberto.
    In: Working Papers.
    RePEc:bol:bodewp:429.

    Full description at Econpapers || Download paper

  50. The Applied Cointegration Analysis for the Open Economy: A Critical Review. (1999). Kang, Heejoon.
    In: Open Economies Review.
    RePEc:kap:openec:v:10:y:1999:i:3:p:325-346.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-09-05 17:23:43 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated August, 3 2024. Contact: Jose Manuel Barrueco.