Econometric Society 57th European Meeting
25th August 2002 - 28th August 2002, Venice, Italy

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Keyword: COINTEGRATION

The following papers have the keyword cointegration:

  A PARAMETRIC APPROACH TO THE ESTIMATION OF COINTEGRATION VECTORS IN PANEL DATA
  Time & Location: PANEL UNIT ROOT TESTS
Tuesday 27th August 2002, 14:30 - 16:00, Room: 4.6
  Category: Econometrics
  Presenter(s): Breitung, Joerg

  ALTERNATIVE BOOTSTRAP PROCEDURES FOR TESTING COINTEGRATION IN FRACTIONALLY INTEGRATED PROCESSES
  Time & Location: BOOTSTRAP METHODS II
Tuesday 27th August 2002, 14:30 - 16:00, Room: 5.9
  Category: Econometrics
  Presenter(s): Davidson, James

  ANALYZING I(2) SYSTEMS BY TRANSFORMED VECTOR AUTOREGRESSIONS
  Time & Location: COINTEGRATION: ESTIMATION II
Tuesday 27th August 2002, 14:30 - 16:00, Room: 5.6
  Category: Econometrics
  Presenter(s): Kongsted, Hans Christian

  BOOTSTRAPPING AND BARTLETT CORRECTIONS IN THE COINTEGRATED VAR MODEL
  Time & Location: BOOTSTRAP METHODS I
Sunday 25th August 2002, 14:30 - 16:00, Room: 4.2
  Category: Econometrics
  Presenter(s): Omtzigt, Pieter

  COINTEGRATION AND STRUCTURAL BREAKS
  Time & Location: COINTEGRATION AND INFERENCE
Monday 26th August 2002, 14:30 - 16:00, Room: 1.13
  Category: Econometrics
  Presenter(s): Carrion-i-Silvestre, Josep Lluís

  COMPARING SVARS AND SEMS: MORE SHOCKING STORIES
  Time & Location: COINTEGRATION: APPLICATIONS
Sunday 25th August 2002, 09:30 - 11:00, Room: 2.1
  Category: Econometrics
  Presenter(s): Wallis, Kenneth

  CONSISTENT TESTING OF COINTEGRATING RELATIONSHIPS
  Time & Location: COINTEGRATION: ESTIMATION II
Tuesday 27th August 2002, 14:30 - 16:00, Room: 5.6
  Category: Econometrics
  Presenter(s): Marmol, Francesc

  CONVERGENCE OF OUTPUT IN THE G-7 COUNTRIES
  Time & Location: COINTEGRATION: ESTIMATION II
Tuesday 27th August 2002, 14:30 - 16:00, Room: 5.6
  Category: Econometrics
  Presenter(s): Ericsson, Neil R

  FORECASTING US CONSUMER PRICE INDEXES THROUGH A DISAGGREGATED I(2) ANALYSIS
  Time & Location: FORECASTING III
Wednesday 28th August 2002, 09:30 - 11:00, Room: 5.3
  Category: Econometrics
  Presenter(s): Espasa, Antoni and Senra, Eva

  IMPACT FACTORS
  Time & Location: FORECASTING III
Wednesday 28th August 2002, 09:30 - 11:00, Room: 5.3
  Category: Econometrics
  Presenter(s): Paruolo, Paolo

  LONG-RUN MACROECONOMIC EFFECTS OFECONOMIC CRISES AND ECONOMIC INTEGRATION IN MEXICO FROM 1945 TO 2000
  Time & Location: FINANCIAL AND CURRENCY CRISES
Wednesday 28th August 2002, 09:30 - 11:00, Room: 1.1
  Category: Econometrics
  Presenter(s): Garces-Diaz, Daniel

  SWITCHING EQUILIBRIA. THE PRESENT VALUE MODEL FOR STOCK PRICES REVISITED
  Time & Location: REGIME SWITCHING MODELS I
Sunday 25th August 2002, 14:30 - 16:00, Room: 4.9
  Category: Econometrics
  Presenter(s): Vazquez, Jesus

  TESTING THE FRACTIONAL COINTEGRATION HYPOTHESIS
  Time & Location: COINTEGRATION AND INFERENCE
Monday 26th August 2002, 14:30 - 16:00, Room: 1.13
  Category: Econometrics
  Presenter(s): Fernández-Macho, F Javier

  THE DEMAND FOR LABOUR AND THE LUCAS CRITIQUE: EVIDENCE FROM NORWEGIAN MANUFACTURING
  Time & Location: LABOUR DEMAND II
Tuesday 27th August 2002, 14:30 - 16:00, Room: 1.14
  Category: Econometrics
  Presenter(s): boug, pål

  THE LONG-RUN RELATIONSHIPS AMONG RELATIVE PRICE VARIABILITY, INFLATION AND THE MARKUP
  Time & Location: INFLATION
Sunday 25th August 2002, 09:30 - 11:00, Room: 5.3
  Category: Econometrics
  Presenter(s): Russell, Bill

  THE PERFORMANCE OF SUBSPACE ALGORITHM COINTEGRATION ANALYSIS: A SIMULATION STUDY WITH NEW TESTS
  Time & Location: COINTEGRATION: ESTIMATION II
Tuesday 27th August 2002, 14:30 - 16:00, Room: 5.6
  Category: Econometrics
  Presenter(s): Wagner, Martin

  THE VALUE OF STRUCTURAL INFORMATION IN THE ERROR CORRECTION MODEL
  Time & Location: COINTEGRATION: ESTIMATION I
Sunday 25th August 2002, 14:30 - 16:00, Room: 2.2
  Category: Econometrics
  Presenter(s): van Dijk, Herman K.

  WHAT'S WRONG WITH THE (GERMAN) NAIRU?
  Time & Location: INFLATION AND UNEMPLOYMENT
Tuesday 27th August 2002, 14:30 - 16:00, Room: 2.2
  Category: Econometrics
  Presenter(s): Schreiber, Sven

Total Papers Listed: 18


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57th European Meeting
25th August 2002 - 28th August 2002, Venice, Italy

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