GDP flash estimates based on ESI: Does it work? An econometric approach using real data for Slovakia Ján Haluška Institute of Informatics and Statistics.
Cointegration and Error Correction Models. Introduction Assess the importance of stationary variables when running OLS regressions. Describe the Dickey-Fuller.
Nonstationary Time Series Data and Cointegration Prepared by Vera Tabakova, East Carolina University.
Using SAS for Time Series Data LSU Economics Department March 16, 2012.
Nonstationary Time Series Data and Cointegration ECON 6002 Econometrics Memorial University of Newfoundland Adapted from Vera Tabakova’s notes.
Principles of Econometrics, 4t h EditionPage 1 Chapter 12: Regression with Time-Series Data: Nonstationary Variables Chapter 12 Regression with Time-Series.
Principles of Econometrics, 4t h EditionPage 1 Chapter 13: Vector Error Correction and Vector Autoregressive Models Chapter 13 Vector Error Correction.
Taking the theory to the data: A proposal Romer: Advanced Macroeconomics, Chapter 9: Inflation and Monetary Policy ‘Specific to General’ versus ‘General.
Chapter 5 : Unit-root Testing and Cointegration Analysis
Sohei Kaihatsu Takushi Kurozumi Monetary Affairs Department, Bank of Japan
Chapter 13 Vector Error Correction and Vector Autoregressive Models
previously Definition of a stationary process (A) Constant mean (B) Constant variance