Asymmetric Interest Rate Effects for the UK Real Economy
Marianne Sensier, Denise R. Osborn, Nadir Öcal
págs. 315-339
Why Does the Engel Method Work? Food Demand, Economies of Size and Household Survey Methods
John Gibson
págs. 341-359
Cointegration and the Monetary Exchange Rate Model Revisited
Jan J. J. Groen
págs. 361-380
Can Tests for Stochastic Unit Roots Provide Useful Portmanteau Tests for Persistence?
A. M. Robert Taylor, Dick Van Dijk
págs. 381-397
Temporal Aggregation and the Power of Cointegration Tests: a Monte Carlo Study
Alfred A. Haug
págs. 399-412
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