A General Representation Theorem for Integrated Vector Autoregressive Processes [PDF]
We study the algebraic structure of an I(d) vector autoregressive process, where d is restricted to be an integer. This is useful to characterize its polynomial cointegrating relations and its moving average representation, that is to prove a version of ...
Massimo Franchi
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A Comparison of Two Alternative Monetary Approaches to Exchange Rate Determination over the Long-Run [PDF]
The aim of this paper is to compare the conventional monetary model of the exchange rate with an alternative model, which incorporates a stock price measure and is based on Friedman?s money demand function.
Bruce Morley
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ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, 2021 BAYAT TAYFUR, TUTGUN SEYHUN, TASAR IZZET
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The Integration Order of Vector Autoregressive Processes [PDF]
We show that the order of integration of a vector autoregressive process is equal to the difference between the multiplicity of the unit root in the characteristic equation and the multiplicity of the unit root in the adjoint matrix polynomial.
Massimo Franchi
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Unemployment and Labour Force Participation in Sweden [PDF]
This paper investigates the relationship between Swedish unemployment and labour-force participation. Cointegration analysis supports a robust long-run relationship between the two variables, regardless of whether aggregate or gender-specific rates are ...
Österholm, Pär
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A Novel Adaptive SFA-LII Based Fault Detection Method for Nonstationary Processes. [PDF]
ACS OmegaZhang C, Kong X, Liu M, Li C.
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The impacts of the refugee population, renewable energy consumption, carbon emissions, and economic growth on health expenditure in Turkey: new evidence from Fourier-based analyses. [PDF]
Environ Sci Pollut Res Int, 2023 Aydin M, Bozatli O.
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The Dynamics of Parallel Economies. Measuring the Informal Sector in México [PDF]
The existence of parallel economies that operate in the shadows of informality within most Latin American countries is widely recognized by the economic literature.
Guido Cazzavillan, José Brambila Macias
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Multi-replicon Architecture Drives the Global Accumulation of Resistance to Antimicrobials, Biocides, and Metals in IncF and IncH Plasmids. [PDF]
Curr Microbiolde Souza HCA +3 more
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The demand for money by private firms in a regulated economy: Theoretical underpinnings and empirical evidence for Germany 1960 - 1998 [PDF]
Based on a cash-in-advance approach, this paper investigates theoretically the determinants of money holdings of firms under the conditions of a highly regulated labor market and analyses empirically the demand for money of German businesses during the ...
Bohl, Martin T., Sell, Friedrich L.
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