Found 4 results for your keywords: subject="Cointegration analysis"

The Roles of nominal exchange rate and relative price adjustments in PPP reversion

1
(Nam, Deokwoo)

Monetary policy and inflation expectations in Latin America: long-run effects and volatility spil…

1
(de Mello, Luiz) (Moccero, Diego)

Portfolio choice over the life-cycle when the stock and labor markets are cointegrated

1
(Benzoni, Luca) (Collin-Dufresne, Pierre) (Goldstein, Robert S.)

Cointegration of firm strategies within groups: a long run analysis of firm behavior in the Japan…

1
(Nair, Anil) (Filer, Larry)