Related articles in economics

• Stephane Dees, Sean Holly, Hashem Pesaran, and L. Vanessa Smith
  Long Run Macroeconomic Relations in the Global Economy
• Katarina Juselius and Massimo Franchi
  Taking a DSGE Model to the Data Meaningfully
• Julia V. Giese
  Level, Slope, Curvature: Characterising the Yield Curve in a Cointegrated VAR Model
• Mikael Juselius
  Testing the New Keynesian Model on U.S. and Euro Area Data
• Damien Challet, Sorin Solomon, and Gur Yaari
  The Universal Shape of Economic Recession and Recovery after a Shock
• Luca Fanelli
  Evaluating the New Keynesian Phillips Curve under VAR-based Learning
• Elena Schneider, Pu Chen, and Joachim Frohn
  A Long-Run Structural Macroeconometric Model for Germany: An Empirical Note
• Bent Nielsen
  On the Explosive Nature of Hyper-Inflation Data
• Katarina Juselius and Javier Ordóñez
  Balassa-Samuelson and Wage, Price and Unemployment Dynamics in the Spanish Transition to EMU Membership
• Niels Framroze Møller
  Bridging Economic Theory Models and the Cointegrated Vector Autoregressive Model
• Ulugbek Olimov and Nishanbay Sirajiddinov
  The Effects of the Real Exchange Rate Volatility and Misalignments on Foreign Trade Flows in Uzbekistan
• Roberto Tamborini
  The “Credit–Cost Channel” of Monetary Policy. A Theoretical Assessment
• Giorgio Canarella, Sunil K. Sapra, and Stephen K. Pollard
  Asymmetry and Spillover Effects in the North American Equity Markets
• Ahmer Qasim Qazi, Khalid Ahmed, and Muhammad Mudassar
  Disaggregate Energy Consumption and Industrial Output in Pakistan: An Empirical Analysis
• Nina Skrove Falch and Ragnar Nymoen
  The Accuracy of a Forecast Targeting Central Bank
• Ioane Muni Toke and Fabrizio Pomponio
  Modelling Trades-Through in a Limit Order Book Using Hawkes Processes