Time-varying cointegration with an application to the UK Great Ratios-Reference-Cited by-同舟云学术

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Time-varying cointegration with an application to the UK Great Ratios

Published:2020-08 Issue: Volume:193 Page:109213
ISSN:0165-1765
Container-title:Economics Letters
language:en
Short-container-title:Economics Letters

Author:

Kapetanios George,Millard Stephen,Petrova Katerina,Price Simon

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference21 articles.

1. Balanced growth and the great ratios: New evidence for the US and UK;Attfield;J. Macroecon.,2010

2. Time-varying cointegration;Bierens;Econometric Theory,2010

3. Long-run restrictions and survey forecasts of output, consumption and investment;Clements;Int. J. Forecast.,2016

4. A likelihood approximation for locally stationary processes;Dahlhaus;Ann. Statist.,2000

5. Nonparametric quasi maximum likelihood estimation for Gaussian locally stationary processes;Dahlhaus;Ann. Statist.,2006

Cited by 2 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Revisiting the Great Ratios Hypothesis*;Oxford Bulletin of Economics and Statistics;2023-07-11

2. Revisiting the Great Ratios Hypothesis;SSRN Electronic Journal;2022

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