Dynamic Integration and Causal Relationships between Stock Price Indexes
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김태호
(충북대학교 통계학과)
박지원 (한국개발연구원(KDI)) |
1 |
Testing for common trends
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DOI ScienceOn |
2 |
Multivariate estimates of the permanent components of GNP and stock prices
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DOI ScienceOn |
3 |
Comparing alternative tests of causality in temporal systems
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DOI ScienceOn |
4 |
Statistical analysis of cointegrated vectors in gaussian vector autoregressive model
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5 |
Maximum likelihood estimation and inference on cointegration with application to the demand for money
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DOI |
6 |
Causality tests for cross-country panels : a new look at FDI and economic growth in developing contries
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DOI ScienceOn |
7 |
Trends and random walk in macroeconomic time series : some evidence and implications
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DOI ScienceOn |
8 |
Testing for a unit root in time series regression
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DOI ScienceOn |
9 |
Causal relationships and replicability
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DOI ScienceOn |
10 |
Real business cycle theory and monetary policy : the multiplier approach
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DOI ScienceOn |
11 |
Does real GNP have a unit root?
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DOI ScienceOn |
12 |
A note on the power of money-output causality tests
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DOI ScienceOn |
13 |
주가지수와 주가지수 선물 관계의 일중거래 자료분석
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14 |
자본시장 개방이 환율·주가·금리간의 상호연관성에 미치는 영향
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15 |
국내 현물환 및 NDF시장과 주식시장간의 가격 및 변동성 전이효과에 관한 실증연구
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16 |
Are financial deepening and economic growth causally related ? : another look at the evidence
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17 |
Distribution of the estimators for autoregressive time series with a unit root
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DOI ScienceOn |
18 |
Likelihood ratio statistics for autoregressive time series with a unit root
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DOI ScienceOn |
19 |
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20 |
Co-integration and error correction : representation, estimation and testing
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DOI ScienceOn |
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