메뉴 건너뛰기




Volumn 19, Issue 3, 2000, Pages 419-432

European Monetary Union: A cointegration analysis

Author keywords

[No Author keywords available]

Indexed keywords


EID: 0034196783     PISSN: 02615606     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0261-5606(00)00013-9     Document Type: Article
Times cited : (45)

References (26)
  • 1
    • 0000722585 scopus 로고
    • Estimation of partially nonstationary multivariate autoregressive models
    • Ahn, S.K., Reinsel, G.C., 1990. Estimation of partially nonstationary multivariate autoregressive models. Journal of the American Statistical Association 85 (411), 813-823.
    • (1990) Journal of the American Statistical Association , vol.85 , Issue.411 , pp. 813-823
    • Ahn, S.K.1    Reinsel, G.C.2
  • 2
    • 0001497505 scopus 로고
    • Estimating linear restrictions on regression coefficients for multivariate normal distributions
    • Anderson, T.W., 1951. Estimating linear restrictions on regression coefficients for multivariate normal distributions. Annals of Mathematical Statistics 22 (3), 327-351.
    • (1951) Annals of Mathematical Statistics , vol.22 , Issue.3 , pp. 327-351
    • Anderson, T.W.1
  • 3
    • 0000677539 scopus 로고
    • Exchange rates, capital controls and the European system: Assessing the track record
    • Giavazzi, F., Micossi, S., Miller, M. (Eds.). Blackwell, Oxford
    • Artis, M.J., Taylor, M.P., 1988. Exchange rates, capital controls and the European system: Assessing the track record. In: Giavazzi, F., Micossi, S., Miller, M. (Eds.), The European Monetary System. Blackwell, Oxford, pp. 185-206.
    • (1988) The European Monetary System , pp. 185-206
    • Artis, M.J.1    Taylor, M.P.2
  • 5
    • 0003748337 scopus 로고
    • Office for Official Publications of the European Communities, Committee for the Study of Economic and Monetary Union, Luxembourg
    • Delors Report, 1989. Report on Economic and Monetary Union in the European Community. Office for Official Publications of the European Communities, Committee for the Study of Economic and Monetary Union, Luxembourg.
    • (1989) Report on Economic and Monetary Union in the European Community
  • 7
    • 0000013567 scopus 로고
    • Cointegration and error correction: Representation, estimation and testing
    • Engle, R.F., Granger, C.W.J., 1987. Cointegration and error correction: Representation, estimation and testing. Econometrica 55 (2), 251-276.
    • (1987) Econometrica , vol.55 , Issue.2 , pp. 251-276
    • Engle, R.F.1    Granger, C.W.J.2
  • 8
    • 84977386035 scopus 로고
    • A long run view of German dominance and the degree of policy convergence in the EMS
    • Hafer, R.W., Kutan, A.M., 1994. A long run view of German dominance and the degree of policy convergence in the EMS. Economic Inquiry 32 (4), 684-695.
    • (1994) Economic Inquiry , vol.32 , Issue.4 , pp. 684-695
    • Hafer, R.W.1    Kutan, A.M.2
  • 9
    • 0031211483 scopus 로고    scopus 로고
    • Linkages in the EMS term structures: Evidence from common trend and transitory components
    • Hafer, R.W., Kutan, A.M., Zhou, S., 1997. Linkages in the EMS term structures: Evidence from common trend and transitory components. Journal of International Money and Finance 16 (4), 595-607.
    • (1997) Journal of International Money and Finance , vol.16 , Issue.4 , pp. 595-607
    • Hafer, R.W.1    Kutan, A.M.2    Zhou, S.3
  • 10
    • 0003518334 scopus 로고
    • September. International Monetary Fund, Washington, DC
    • International Monetary Fund, 1995. International Financial Statistics (IFS) CD-ROM, September. International Monetary Fund, Washington, DC.
    • (1995) International Financial Statistics (IFS) CD-ROM
  • 11
    • 0345510809 scopus 로고
    • Statistical analysis of cointegration vectors
    • Johansen, S., 1988. Statistical analysis of cointegration vectors. Journal of Economic Dynamics and Control 12 (2/3), 231-254.
    • (1988) Journal of Economic Dynamics and Control , vol.12 , Issue.2-3 , pp. 231-254
    • Johansen, S.1
  • 12
    • 0000158117 scopus 로고
    • Estimation and hypothesis testing of cointegration in Gaussian vector autoregressive models
    • Johansen, S., 1991. Estimation and hypothesis testing of cointegration in Gaussian vector autoregressive models. Econometrica 59 (6), 1551-1580.
    • (1991) Econometrica , vol.59 , Issue.6 , pp. 1551-1580
    • Johansen, S.1
  • 13
    • 84857011070 scopus 로고
    • The role of the constant and linear terms in cointegration analysis of nonstationary variables
    • Johansen, S., 1994. The role of the constant and linear terms in cointegration analysis of nonstationary variables. Econometric Reviews 13 (2), 205-229.
    • (1994) Econometric Reviews , vol.13 , Issue.2 , pp. 205-229
    • Johansen, S.1
  • 15
    • 84981579311 scopus 로고
    • Maximum likelihood estimation and inference on cointegration with applications to the demand for money
    • Johansen, S., Juselius, K., 1990. Maximum likelihood estimation and inference on cointegration with applications to the demand for money. Oxford Bulletin of Economics and Statistics 52 (2), 169-210.
    • (1990) Oxford Bulletin of Economics and Statistics , vol.52 , Issue.2 , pp. 169-210
    • Johansen, S.1    Juselius, K.2
  • 16
    • 0001074167 scopus 로고
    • Interest rate linkages within the European monetary system: A time series analysis
    • Karfakis, S.J., Moschos, D.M., 1990. Interest rate linkages within the European monetary system: A time series analysis. Journal of Money Credit and Banking 22 (3), 388-394.
    • (1990) Journal of Money Credit and Banking , vol.22 , Issue.3 , pp. 388-394
    • Karfakis, S.J.1    Moschos, D.M.2
  • 17
    • 0002609387 scopus 로고
    • Office for Official Publications of the European Communities, Luxembourg
    • Maastricht Treaty, 1992. Treaty on Economic Union. Office for Official Publications of the European Communities, Luxembourg.
    • (1992) Treaty on Economic Union
    • Treaty, M.1
  • 18
    • 0001638116 scopus 로고
    • Exchange rates, policy convergence, and the European monetary system
    • MacDonald, R., Taylor, M.P., 1991. Exchange rates, policy convergence, and the European monetary system. Review of Economics and Statistics 73 (3), 553-558.
    • (1991) Review of Economics and Statistics , vol.73 , Issue.3 , pp. 553-558
    • MacDonald, R.1    Taylor, M.P.2
  • 19
    • 21444437806 scopus 로고    scopus 로고
    • Numerical distribution functions for unit root and cointegration tests
    • MacKinnon, J.G., 1996. Numerical distribution functions for unit root and cointegration tests. Journal of Applied Econometrics 11 (6), 601-618.
    • (1996) Journal of Applied Econometrics , vol.11 , Issue.6 , pp. 601-618
    • MacKinnon, J.G.1
  • 20
    • 0033444729 scopus 로고    scopus 로고
    • Numerical distribution functions of likelihood ratio tests for cointegration
    • MacKinnon, J.G., Haug, A.A., Michelis, L., 1999. Numerical distribution functions of likelihood ratio tests for cointegration. Journal of Applied Econometrics 14 (5), 563-577.
    • (1999) Journal of Applied Econometrics , vol.14 , Issue.5 , pp. 563-577
    • MacKinnon, J.G.1    Haug, A.A.2    Michelis, L.3
  • 21
    • 0002519595 scopus 로고    scopus 로고
    • Currency areas, common currencies and the EMU
    • Mundell, R.A., 1997. Currency areas, common currencies and the EMU. American Economic Review 87 (2), 214-216.
    • (1997) American Economic Review , vol.87 , Issue.2 , pp. 214-216
    • Mundell, R.A.1
  • 22
    • 0002520463 scopus 로고    scopus 로고
    • Political and institutional commitment to a common currency
    • Mussa, M., 1997. Political and institutional commitment to a common currency. American Economic Review 87 (2), 217-220.
    • (1997) American Economic Review , vol.87 , Issue.2 , pp. 217-220
    • Mussa, M.1
  • 23
    • 21844518679 scopus 로고
    • Unit root tests in ARMA models with data dependent methods for the selection of the truncation lag
    • Ng, S., Perron, P., 1995. Unit root tests in ARMA models with data dependent methods for the selection of the truncation lag. Journal of the American Statistical Association 90 (429), 268-281.
    • (1995) Journal of the American Statistical Association , vol.90 , Issue.429 , pp. 268-281
    • Ng, S.1    Perron, P.2
  • 24
    • 0000631178 scopus 로고
    • A note with quantiles of the asymptotic distribution of the maximum likelihood cointegration rank test statistics
    • Osterwald-Lenum, M., 1992. A note with quantiles of the asymptotic distribution of the maximum likelihood cointegration rank test statistics. Oxford Bulletin of Economics and Statistics 54 (3), 461-471.
    • (1992) Oxford Bulletin of Economics and Statistics , vol.54 , Issue.3 , pp. 461-471
    • Osterwald-Lenum, M.1
  • 25
    • 0000336162 scopus 로고
    • Comparison of tests for multivariate cointegration
    • Reimers, H., 1993. Comparison of tests for multivariate cointegration. Statistical Papers 33 (4), 335-359.
    • (1993) Statistical Papers , vol.33 , Issue.4 , pp. 335-359
    • Reimers, H.1
  • 26
    • 21844505593 scopus 로고
    • Real exchange rates within and between currency areas: How far away is the EMU?
    • von Hagen, J., Neumann, M.J., 1994. Real exchange rates within and between currency areas: How far away is the EMU? Review of Economics and Statistics 76 (2), 236-244.
    • (1994) Review of Economics and Statistics , vol.76 , Issue.2 , pp. 236-244
    • Von Hagen, J.1    Neumann, M.J.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.