C32

Time-Series Models

The All-Gap Phillips Curve

Author(s)

Gregor W. Smith

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Inference on the dimension of the nonstationary subspace in functional time series

Author(s)

Morten Ø. Nielsen

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Nonstationary Cointegration In The Fractionally Cointegrated Var Model

Author(s)

Morten Ø. Nielsen

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Testing The Cvar In The Fractional Cvar Model

Author(s)

Morten Ø. Nielsen

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The Cointegrated Vector Autoregressive Model With General Deterministic Terms

Author(s)

Morten Ø. Nielsen

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Interest Rate Pass-through: A Nonlinear Vector Error-correction Approach

Author(s)

Michal Ksawery Popiel

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Economic Significance Of Commodity Return Forecasts From The Fractionally Cointegrated Var Model

Author(s)

Sepideh Dolatabadi

Morten Ø. Nielsen

Paresh Kumar Narayan

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A Matlab Program And User's Guide For The Fractionally Cointegrated Var Model

Author(s)

Morten Ø. Nielsen

Michal Ksawery Popiel

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A Fractionally Cointegrated Var Analysis Of Price Discovery In Commodity Futures Markets

Author(s)

Sepideh Dolatabadi

Morten Ø. Nielsen

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A Fractionally Cointegrated Var Model With Deterministic Trends And Application To Commodity Futures Markets

Author(s)

Sepideh Dolatabadi

Morten Ø. Nielsen

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