haku: @indexterm Vector autoregression models / yhteensä: 14
viitteet: 6-14 / 14
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6.
Real exchange rates, trade balances and nominal shocks: evidence for the G-7
Journal of International Money and Finance
2002 : AUG, VOL. 21:4, p. 497-518
 2002 Fisher, L.A.
Huh, H-S.
7.
Exchange rate stabilization in the ERM: identifying European monetary policy reactions
Journal of International Money and Finance
2002 : JUN, VOL. 21:3, p. 413-434
 2002 Kim, S.
8.
What drives firm-level stock returns?
Journal of Finance
2002 : FEB, VOL. 57:1, p. 233-264
 2002 Vuolteenaho, T.
9.
Testing for efficiency and rationality in foreign exchange markets - a review of the literature and research on foreign exchange market efficiency and rationality with comments
Journal of International Money and Finance
2002 : APR, VOL. 21:2, p. 223-239
 2002 Wang, P.
Jones, T.
10.
A peek inside the black box: the monetary transmission mechanism in Japan
IMF Staff papers
2001 : VOL. 48:1, p. 22-57
 2001 Morsink, J.
Bayoumi, T.
11.
The Federal Reserve´s operating procedure, nonborrowed reserves, borrowed reserves and the liquidity effect
Journal of Banking and Finance
2001 : SEP, VOL. 25:9, p. 1717-1739
 2001 Thornton, D. L.
12.
Exact small-sample inference in stationary, fully regular, dynamic demand models
Journal of Econometrics
2000 : JUL, VOL. 97:1, p. 51-91
 2000 Deschamps, P.
13.
Do measures of monetary policy in VAR make sense?
International Economic Review
1998 : NOV, VOL. 39:4, p. 907-932
 1998 Rudebusch, G.
14.
Seasonal cointegration analysis of German consumption function
Empirical Economics
1997 : VOL. 22:2, p. 205-231
 1997 Reimers, H-E.
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