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The impact of income distribution on consumption: a reassessment
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Has the CDS market influenced the borrowing cost of European countries during...
International audience -
Has the CDS Market influenced the borrowing cost of European countries during...
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Investigating the semiconductor industry cycles
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Comparison of procedures for fitting the autoregressive order of a vector err...
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Local-Explosive Approximations to Null Distributions of the Johansen Cointegr...
This paper considers approximating the nite sample null-distribution of a test statistic as its asymptotic distribution under a local alternative. We focus on the... -
Money, inflation and output in Romania, 1992-2000
Money, inflation and output are tested for stationarity, and found to be integrated of order one. We apply the Johansen procedure for cointegration to test for the... -
Benchmark status in fixed-income asset markets
What is a benchmark bond? We provide a formal theoretical treatment of this concept that relates endogenously determined benchmark status to price discovery, and we... -
Sunspots and predictable asset returns
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Une synthèse des tests de cointégration sur données de panel
Document de recherche du LEO - DR LEO 2006-12 -
A new approach for estimation of long-run relationships in economic analysis ...
In time series analysis, most estimation of relationships and tests are typically based on linear estimators and most classical co-integration methods and causality... -
The main determinant of venture capital
He thesis focuses on the determinants of venture capital dynamism. Our approach aims not only at identifying factors that led to the phenomenal development of this... -
Global integration of European tuna markets
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Efficiency and Dynamics of Islamic Investment: Evidence of Geopolitical Effec...
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Robust Cointegration Testing in the Presence of Weak Trends, with an Applicat...
Standard tests for the rank of cointegration of a vector autoregressive process present distributions that are affected by the presence of deterministic trends. We... -
The relation between corporate credit spreads, treasury yields and the equity...
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Long-term fuel demand: Not only a matter of fuel price
International audience
