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2018 ◽  
Vol 40 (4) ◽  
pp. 519-543 ◽  
Author(s):  
Søren Johansen ◽  
Morten Ørregaard Nielsen
Keyword(s):  
Var Model ◽  
Cointegrated Var

scholarly journals The representative household's demand for money in a cointegrated VAR model

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Thórarinn G. Pétursson
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Var Model ◽  
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scholarly journals Who is responsible for asymmetric fuel price adjustments? An application of the threshold cointegrated VAR model

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pp. 59-73
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Emilia Gosińska ◽  
Katarzyna Leszkiewicz-Kędzior ◽  
Aleksander Welfe
Keyword(s):  
Var Model ◽  
Fuel Price ◽  
Cointegrated Var ◽  
Price Adjustments

scholarly journals Economic significance of commodity return forecasts from the fractionally cointegrated VAR model

2017 ◽  
Vol 38 (2) ◽  
pp. 219-242 ◽  
Author(s):  
Sepideh Dolatabadi ◽  
Paresh Kumar Narayan ◽  
Morten Ørregaard Nielsen ◽  
Ke Xu
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A Stable Cointegrated Var Model for Credit Returns with Time-Varying Volatility

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Author(s):  
Bernhard Martin ◽  
Svetlozar T. Rachev
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Time Varying ◽  
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scholarly journals Accelerated Estimation of Switching Algorithms: The Cointegrated VAR Model and Other Applications

2018 ◽  
Vol 45 (2) ◽  
pp. 283-300
Author(s):  
Jurgen A. Doornik
Keyword(s):  
Var Model ◽  
Cointegrated Var

scholarly journals Modeling Monetary Transmission in Switzerland with a Structural Cointegrated VAR Model

2008 ◽  
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pp. 197-246 ◽  
Author(s):  
Katrin Assenmacher-Wesche
Keyword(s):  
Monetary Transmission ◽  
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Cointegrated Var

scholarly journals Nonstationary Cointegration in the Fractionally Cointegrated VAR Model

2018 ◽  
Author(s):  
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Morten Orregaard Nielsen
Keyword(s):  
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