-
1
-
-
85033846889
-
-
Institute of South-East Asian Studies, Singapore
-
ASEAN Economic Research Unit (1987) ASEAN: The Tasks Ahead, Institute of South-East Asian Studies, Singapore.
-
(1987)
ASEAN: The Tasks Ahead
-
-
-
2
-
-
5744242561
-
Financial development in Indonesia
-
Beng, D. L. C. (1993) Financial development in Indonesia, Singapore Management Review, 15, 13-25.
-
(1993)
Singapore Management Review
, vol.15
, pp. 13-25
-
-
Beng, D.L.C.1
-
3
-
-
0000219986
-
Interest parity, cointegration, and the term structure in Canada and the United States
-
Boothe, P. (1991) Interest parity, cointegration, and the term structure in Canada and the United States, Canadian Journal of Economics, 24, 595-603.
-
(1991)
Canadian Journal of Economics
, vol.24
, pp. 595-603
-
-
Boothe, P.1
-
4
-
-
0001397560
-
Pitfalls and opportunities: What macroeconomists should know about unit roots
-
Campbell, J. Y. and Perron, P (1991) Pitfalls and opportunities: what macroeconomists should know about unit roots, NBER Macroeconomic Annual, 141-201.
-
(1991)
NBER Macroeconomic Annual
, pp. 141-201
-
-
Campbell, J.Y.1
Perron, P.2
-
5
-
-
5744251328
-
ASEAN shows potential, but beware pitfalls
-
Dalton, M. (1994) ASEAN shows potential, but beware pitfalls, Global Trade & Transportation, Aug., 15-18.
-
(1994)
Global Trade & Transportation
, vol.AUG.
, pp. 15-18
-
-
Dalton, M.1
-
6
-
-
0004576239
-
On the relationship between Dutch and German interest rates
-
De Hann, J., Pilat, D.-J. and Zelhorst, D. (1991) On the relationship between Dutch and German interest rates, De Economist, 139, 550-65.
-
(1991)
De Economist
, vol.139
, pp. 550-565
-
-
De Hann, J.1
Pilat, D.-J.2
Zelhorst, D.3
-
7
-
-
0000472488
-
Likelihood ratio statistics for autoregressive time series with a unit root
-
Dickey, D. A. and Fuller, W. A. (1981) Likelihood ratio statistics for autoregressive time series with a unit root, Econometrica, 49, 1057-71.
-
(1981)
Econometrica
, vol.49
, pp. 1057-1071
-
-
Dickey, D.A.1
Fuller, W.A.2
-
8
-
-
0000013567
-
Co-integration and error correction: Representation, estimation, and testing
-
Engle, R. F. and Granger, C. W. J. (1987) Co-integration and error correction: representation, estimation, and testing, Econometrica, 55, 251-76.
-
(1987)
Econometrica
, vol.55
, pp. 251-276
-
-
Engle, R.F.1
Granger, C.W.J.2
-
9
-
-
0000596686
-
Exogeneity
-
Engle, R. F., Hendry, D. F. and Richard, J.-F. (1983) Exogeneity, Econometrica, 51, 277-304.
-
(1983)
Econometrica
, vol.51
, pp. 277-304
-
-
Engle, R.F.1
Hendry, D.F.2
Richard, J.-F.3
-
10
-
-
0000544220
-
Cointegration, exogeneity, and policy analysis: An Overview
-
Ericsson, N. R. (1992) Cointegration, exogeneity, and policy analysis: an Overview, Journal of Policy Modeling, 14, 251-80.
-
(1992)
Journal of Policy Modeling
, vol.14
, pp. 251-280
-
-
Ericsson, N.R.1
-
11
-
-
0003482780
-
Is Japan creating a yen bloc in East Asia and the Pacific?
-
Frankel, J. A. (1992) Is Japan creating a yen bloc in East Asia and the Pacific? NBER Working Papers Series, No. 4050.
-
(1992)
NBER Working Papers Series
, vol.4050
-
-
Frankel, J.A.1
-
12
-
-
0010687777
-
International linkage of interest rates: The case of Japan and the United States
-
Fukao, M. and Okubo, T. (1984) International linkage of interest rates: the case of Japan and the United States, International Economic Review, 25, 193-207
-
(1984)
International Economic Review
, vol.25
, pp. 193-207
-
-
Fukao, M.1
Okubo, T.2
-
15
-
-
84952524237
-
Estimation of common long-memory components in cointegrated systems
-
Gonzalo, J. and Granger, C. (1995) Estimation of common long-memory components in cointegrated systems, Journal of Business & Economic Statistics, 13, 27-35.
-
(1995)
Journal of Business & Economic Statistics
, vol.13
, pp. 27-35
-
-
Gonzalo, J.1
Granger, C.2
-
16
-
-
5744254614
-
Cointegration and the term-structure of interest rates: Evidence from nine countries
-
working paper, Southern Illinois University, Edwardsville. Washington D.C.
-
Hafer, R, W., Kutan, A. M. and Zhou, S. (1995) Cointegration and the term-structure of interest rates: evidence from nine countries, working paper, Southern Illinois University, Edwardsville. Presented at the 1995 Annual Meetings of Atlantic Economic Society/ASSA Annual Convention, Washington D.C.
-
(1995)
1995 Annual Meetings of Atlantic Economic Society/ASSA Annual Convention
-
-
Hafer, R.W.1
Kutan, A.M.2
Zhou, S.3
-
17
-
-
85033838586
-
International linkages in the term-structure of interest rates: Evidence from the EMS countries
-
working paper, Southern Illinois University, Edwardsville, and the University of Texas, San Antonio
-
Hafer, R. W., Kutan, A. M. and Zhou, S. (1993) International linkages in the term-structure of interest rates: evidence from the EMS countries, working paper, Southern Illinois University, Edwardsville, and the University of Texas, San Antonio. Presented at the 1993 American Economic Association Annual Meetings.
-
(1993)
1993 American Economic Association Annual Meetings
-
-
Hafer, R.W.1
Kutan, A.M.2
Zhou, S.3
-
18
-
-
0000471946
-
A cointegration analysis of treasury bill yield
-
Hall, D., Anderson, H. M. and Granger, C. W. J. (1994) A cointegration analysis of treasury bill yield, Review of Economics and Statistics, 74, 116-26.
-
(1994)
Review of Economics and Statistics
, vol.74
, pp. 116-126
-
-
Hall, D.1
Anderson, H.M.2
Granger, C.W.J.3
-
19
-
-
5744219742
-
ASEAN accelerates AFTA
-
Janssen, P. (1994) ASEAN accelerates AFTA, Asian Business, 30, 6.
-
(1994)
Asian Business
, vol.30
, pp. 6
-
-
Janssen, P.1
-
20
-
-
44049114825
-
Testing weak exogeneity and order of cointegration in UK money demand data
-
Johansen, S. (1992) Testing weak exogeneity and order of cointegration in UK money demand data, Journal of Policy Modeling, 14, 314-34
-
(1992)
Journal of Policy Modeling
, vol.14
, pp. 314-334
-
-
Johansen, S.1
-
21
-
-
0000158117
-
Estimation and hypothesis testing of cointegration vectors in gaussian vector auto regressive models
-
Johansen, S. (1991) Estimation and hypothesis testing of cointegration vectors in gaussian vector auto regressive models, Econometrica, 59, 1551-80.
-
(1991)
Econometrica
, vol.59
, pp. 1551-1580
-
-
Johansen, S.1
-
23
-
-
84981579311
-
Maximum likelihood estimation and inference on cointegration - With applications to the demand for money
-
Johansen, S. and Juselius, K. (1990) Maximum likelihood estimation and inference on cointegration - with applications to the demand for money, Oxford Bulletin of Economics and Statistics, 52, 169-210.
-
(1990)
Oxford Bulletin of Economics and Statistics
, vol.52
, pp. 169-210
-
-
Johansen, S.1
Juselius, K.2
-
24
-
-
0000394028
-
US-European interest rate linkage: A time series analysis for West Germany, Switzerland, and the United States
-
Kirchgässner, G. and Wolters, J. (1987) US-European interest rate linkage: a time series analysis for West Germany, Switzerland, and the United States, Review of Economics and Statistics, 69, 675-84.
-
(1987)
Review of Economics and Statistics
, vol.69
, pp. 675-684
-
-
Kirchgässner, G.1
Wolters, J.2
-
25
-
-
85033864710
-
ASEAN co-operation on commodities: Looking back and looking forward
-
ed. Institute of Strategic and International Studies, Kuala Lumpur
-
Konjing, K. (1987) ASEAN co-operation on commodities: looking back and looking forward, in ASEAN at the Crossroads, ed. Institute of Strategic and International Studies, Kuala Lumpur, p. 231.
-
(1987)
ASEAN at the Crossroads
, pp. 231
-
-
Konjing, K.1
-
27
-
-
38249039137
-
The interdependence of the term structure of eurocurrency interest rates
-
Krol, R. (1986) The interdependence of the term structure of eurocurrency interest rates, Journal of International Money and Finance, 5, 245-53.
-
(1986)
Journal of International Money and Finance
, vol.5
, pp. 245-253
-
-
Krol, R.1
-
28
-
-
0000631178
-
A note with quantiles of the asymptotic distribution of the likelihood cointegration rank test statistics: Four cases
-
Osterwald-Lenum, M. (1992) A note with quantiles of the asymptotic distribution of the likelihood cointegration rank test statistics: four cases, Oxford Bulletin of Economics and Statistics, 54, 461-72.
-
(1992)
Oxford Bulletin of Economics and Statistics
, vol.54
, pp. 461-472
-
-
Osterwald-Lenum, M.1
-
30
-
-
33745248740
-
Understanding spurious regressions in econometrics
-
Phillips, P. C. B. (1986) Understanding spurious regressions in econometrics, Journal of Econometrics, 33, 311-40.
-
(1986)
Journal of Econometrics
, vol.33
, pp. 311-340
-
-
Phillips, P.C.B.1
-
32
-
-
77956888124
-
Testing for a unit root in time series regression
-
Phillips, P. C. B. and Perron, P. (1988) Testing for a unit root in time series regression, Biometrika, 75, 335-46.
-
(1988)
Biometrika
, vol.75
, pp. 335-346
-
-
Phillips, P.C.B.1
Perron, P.2
-
33
-
-
0002679349
-
Violations of purchasing power parity and their implications for efficient international commodity markets
-
eds by M. Sarnat and G. Szego, Ballinger, Cambridge MA
-
Roll, R. (1979) Violations of purchasing power parity and their implications for efficient international commodity markets, in International Finance and Trade, Vol. 1, eds by M. Sarnat and G. Szego, Ballinger, Cambridge MA.
-
(1979)
International Finance and Trade
, vol.1
-
-
Roll, R.1
-
34
-
-
19044371729
-
Testing for unit roots in autoregressive-moving average models of unknown order
-
Said, E. and Dickey, D. A. (1984) Testing for unit roots in autoregressive-moving average models of unknown order, Biometrika, 71, 599-607.
-
(1984)
Biometrika
, vol.71
, pp. 599-607
-
-
Said, E.1
Dickey, D.A.2
-
35
-
-
85033860488
-
ASEAN cooperation in banking and finance
-
ed. by H. Esmara, Chopman, Singapore
-
Schulze, D. L. (1988) ASEAN cooperation in banking and finance, in ASEAN Economic Cooperation: A New Perspective, ed. by H. Esmara, Chopman, Singapore.
-
(1988)
ASEAN Economic Cooperation: A New Perspective
-
-
Schulze, D.L.1
-
36
-
-
0000120766
-
Estimating the dimension of a model
-
Schwartz, G. (1978) Estimating the dimension of a model, Annals of Statistics, 6, 451-54.
-
(1978)
Annals of Statistics
, vol.6
, pp. 451-454
-
-
Schwartz, G.1
-
37
-
-
0000769775
-
Asymptotic properties of least squares estimators of cointegrating vectors
-
Stock, J. H. (1987) Asymptotic properties of least squares estimators of cointegrating vectors, Econometrica, 55, 1035-56.
-
(1987)
Econometrica
, vol.55
, pp. 1035-1056
-
-
Stock, J.H.1
-
39
-
-
0002241813
-
Evolving pattern of comparative advantage in the Pacific economies
-
ed. M. Ariff, Allen & Unwin, New York
-
Yamazawa, I., Hirata, A. and Yokota, K. (1991) Evolving pattern of comparative advantage in the Pacific economies, in The Pacific Economy: Growth and External Stability, ed. M. Ariff, Allen & Unwin, New York.
-
(1991)
The Pacific Economy: Growth and External Stability
-
-
Yamazawa, I.1
Hirata, A.2
Yokota, K.3
-
40
-
-
85033850078
-
-
working paper, University of Texas, San Antonio
-
Zhou, S., Truett, L. and Truett, D. (1995) The relation between Canadian, Mexico, and United States short-term markets: a pre-NAFTA analysis, working paper, University of Texas, San Antonio.
-
(1995)
The Relation between Canadian, Mexico, and United States Short-term Markets: A Pre-NAFTA Analysis
-
-
Zhou, S.1
Truett, L.2
Truett, D.3
|