Oxford bulletin of economics and statistics

• 

  Año 2006, Vol. 68, Número 6

  • Frontiers in Time Series Analysis: Introduction

    Anindya Banerjee, Giampiero Gallo, Edoardo Otranto

    págs. 679-682

    

  • Cointegration Testing in Panels with Common Factors

    Christian Gengenbach, Franz C. Palm, Jean Pierre Urbain

    • Resumen

    págs. 683-719

    

  • Testing for Multicointegration in Panel Data with Common Factors

    Vanessa Berenguer-Rico, Josep Lluís Carrión i Silvestre

    • Resumen

    págs. 721-739

    

  • Testing for Parameter Stability in Dynamic Models across Frequencies

    Bertrand Candelon, Gianluca Cubadda

    • Resumen

    págs. 741-760

    

  • Testing for a Change in Persistence in the Presence of a Volatility Shift

    Giuseppe Cavaliere, A. M. Robert Taylor

    • Resumen

    págs. 761-781

    

  • How Stable is the Forecasting Performance of the Yield Curve for Output Growth?

    Raffaella Giacomini, Barbara Rossi

    • Resumen

    págs. 783-795

    

  • Simulation‐based Finite Sample Linearity Test against Smooth Transition Models

    Andrés González, Timo Teräsvirta

    • Resumen

    págs. 797-812

    

  • Threshold Effects in Cointegrating Relationships

    Jesús Gonzalo Muñoz, Jean-Yves Pitarakis

    • Resumen

    págs. 813-833

    

  • Dickey–Fuller Type of Tests against Nonlinear Dynamic Models

    Changli He, Rickard Sandberg

    • Resumen

    págs. 835-861

    

  • Convergence of Prices and Rates of Inflation

    Fabio Busetti, Silvia Fabiani, Andrew Harvey

    • Resumen

    págs. 863-877

    

  • Explaining US–UK Interest Rate Differentials: A Reassessment of the Uncovered Interest Rate Parity in a Bayesian Framework

    Andrea Carriero

    • Resumen

    págs. 879-899

    

  • Further Evidence on the Statistical Properties of Real GNP

    Laura Mayoral

    • Resumen

    págs. 901-920

    

  • The Likelihood Ratio Test for the Rank of a Cointegration Submatrix

    Paolo Paruolo

    • Resumen

    págs. 921-948