Fractional cointegration between energy imports to the Euro area and exchange rates to the US dollar
Bibliographic Data
| ID | 21541504 |
|---|---|
| Authors | Maria Malmierca-Ordoqui (0000-0001-6048-6426, Universidad Villanueva, corresponding author), Luis A Gil-Alana (0000-0002-5760-3123, Universidad de Navarra), Manuel Monge (0000-0002-9581-9443, Universidad Francisco de Vitoria) |
| Year | 2024 |
| Volume | 66 |
| Issue | 2 |
| Pages | 859-882 |
| Publication date | 2024-02-01 |
| Open Access | Yes |
| Type | ARTICLE |
| Venue | Empirical Economics (JOURNAL) |
| Journal identifiers | ISSN: 0377-7332 • E-ISSN: 1435-8921 |
| Publisher | Springer Science and Business Media LLC (PUBLISHER) |
| DOI | 10.1007/s00181-023-02468-w |
| OpenAlex | W4385067526 |
| Language | EN |
| Citations received | 1 |
| References cited | 73 |
Cointegration · Econometrics · Economics · Exchange rate · International economics · Liberian dollar · Macroeconomics · Monetary economics · Us dollar · Energy, Environment, Economic Growth · Market Dynamics and Volatility · Monetary Policy and Economic Impact · Finance
The Estimation and Application of Long Memory Time Series Models
Distribution of the Estimators for Autoregressive Time Series With a Unit Root
Efficient Tests of Nonstationary Hypotheses
Testing for a unit root in time series regression
Testing the null hypothesis of stationarity against the alternative of a unit root
A Fractional Cointegration Analysis of Purchasing Power Parity
Maximum-Likelihood Estimation of Fractional Cointegration with an Application to U.S. and Canadian Bond Rates
Oil and the Macroeconomy since World War II
Oil Prices and Exchange Rates
| Citations per year | 0.5 |
|---|---|
| Citation span | 2024 - 2024 (1) |
| Highly cited | No |