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Intraperiod and Intertemporal Substitution in Import Demand. (1999). Wirjanto, Tony ; Ho, Wai-Ming ; Amano, Robert.
In: Cahiers de recherche CREFE / CREFE Working Papers.
RePEc:cre:crefwp:84.

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Cited: 6

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Cites: 26

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  1. Estimating Import-Demand Function in ARDL Framework: The Case of Pakistan. (2010). Rashid, Abdul ; Razzaq, Tayyaba .
    In: MPRA Paper.
    RePEc:pra:mprapa:26079.

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  2. Estimating Import-Demand Function in ARDL Framework: The Case of Pakistan. (2010). Razzaq, Tayyaba .
    In: MPRA Paper.
    RePEc:pra:mprapa:23702.

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  3. Estimating Import-Demand Function in ARDL Framework. (2010). Rashid, Abdul ; Razzaq, Tayyaba .
    In: EERI Research Paper Series.
    RePEc:eei:rpaper:eeri_rp_2010_15.

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  4. Exploring consumption-based asset pricing model with stochastic-trend forcing processes. (2004). Wirjanto, Tony.
    In: Applied Economics.
    RePEc:taf:applec:v:36:y:2004:i:14:p:1591-1597.

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  5. A cointegration approach to estimating preference parameters. (1997). Park, Joon ; Ogaki, Masao.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:82:y:1997:i:1:p:107-134.

    Full description at Econpapers || Download paper

  6. Do Imports Crowd Out Domestic Consumption? A Comparative Study of China, Japan and Korea. (). Chen, Chuanglian ; Yao, Shujie.
    In: Discussion Papers.
    RePEc:not:notgep:11/03.

    Full description at Econpapers || Download paper

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Cocites

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  1. Intertemporal substitution in import demand and the role of habit formation: an application of Euler equation approach for Pakistan. (2022). Ahmad, Eatzaz ; Khan, Farzana Naheed.
    In: Portuguese Economic Journal.
    RePEc:spr:portec:v:21:y:2022:i:1:d:10.1007_s10258-020-00186-0.

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  2. Energy crops, the edible oil processing industry and land use paradigms in Romania–An economic analysis. (2018). Turek, Maria Magdalena ; Rahoveanu, Adrian Turek ; Ion, Raluca Andreea.
    In: Land Use Policy.
    RePEc:eee:lauspo:v:71:y:2018:i:c:p:261-270.

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  3. The Oil Price Volatility and a Revisited Saudi Import Demand Function: An Empirical Analysis. (2018). Algaeed, Abdulaziz Hamad .
    In: International Journal of Energy Economics and Policy.
    RePEc:eco:journ2:2018-06-9.

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  4. INTERTEMPORAL SUBSTITUTION IN CONSUMPTION: A LITERATURE REVIEW. (2017). Thimme, Julian.
    In: Journal of Economic Surveys.
    RePEc:bla:jecsur:v:31:y:2017:i:1:p:226-257.

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  5. Do imports crowd out domestic consumption? A comparative study of China, Japan and Korea. (2012). Chen, Chuanglian ; Yao, Shujie.
    In: China Economic Review.
    RePEc:eee:chieco:v:23:y:2012:i:4:p:1036-1050.

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  6. The Cross-Euler Equation Approach in Estimating the Elasticity of Intertemporal Substitution for Food and Non-Food Consumption in Japan. (2011). Ogaki, Masao ; Nishiyama, Shin-Ichi.
    In: TERG Discussion Papers.
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  7. The impact of oil shocks on the Spanish economy. (2011). Montañés, Antonio ; Gómez-Loscos, Ana ; Gadea, María ; Gmez-Loscos, Ana ; Montas, Antonio .
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  8. Long-term memories of developed and emerging markets: Using the scaling analysis to characterize their stage of development. (2005). Dacorogna, Michel ; Aste, T. ; Di Matteo, T..
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  9. The cross-Euler equation approach to intertemporal substitution in import demand. (2005). Nishiyama, Shin-Ichi.
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:20:y:2005:i:7:p:841-872.

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  10. A Non-local Perspective on the Power Properties of the CUSUM and CUSUM of Squares Tests for Structural Change. (2005). Perron, Pierre ; Deng, Ai.
    In: Boston University - Department of Economics - Working Papers Series.
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  11. Cointegration, Government Spending and Private Consumption: Evidence from Japan. (2004). Ho, Tsung-Wu .
    In: The Japanese Economic Review.
    RePEc:bla:jecrev:v:55:y:2004:i:2:p:162-174.

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  12. Tests of Conditional Predictive Ability. (2003). White, Halbert ; Giacomini, Raffaella.
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  13. Fixed-B Asymptotics in Single Equation Cointegration Models with Endogenous Regressors. (2003). Bunzel, Helle.
    In: Staff General Research Papers Archive.
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  14. Short Run and Long Run Causality in Time Series: Inference. (2003). Renault, Eric ; Pelletier, Denis ; Dufour, Jean-Marie.
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  15. Tests of conditional predictive ability. (2003). White, Halbert ; Giacomini, Raffaella.
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  16. Improved nonparametric confidence intervals in time series regressions. (2002). Wolf, Michael ; Romano, Joseph P..
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  17. Empirical Exchange Rate Models of the Nineties: Are Any Fit to Survive?. (2002). Garcia Pascual, Antonio ; Cheung, Yin-Wong ; Chinn, Menzie.
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  18. Testing for a Unit Root in Panels with Dynamic Factors. (2002). Perron, Benoit ; Moon, Hyungsik.
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  19. Efficient Regression in Time Series Partial Linear Models. (2002). Xiao, Zhijie ; Phillips, Peter ; Guo, Binbin.
    In: Cowles Foundation Discussion Papers.
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  20. Dynamic Panel Estimation and Homogeneity Testing Under Cross Section Dependence. (2002). Sul, Donggyu ; Phillips, Peter.
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  21. Maximum Likelihood and the Bootstrap for Nonlinear Dynamic Models. (2002). Goncalves, Silvia.
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  22. The Out-of-Sample Success of Term Structure Models as Exchange Rate Predictors: A Step Beyond. (2001). Valente, Giorgio ; Taylor, Mark ; Sarno, Lucio ; Clarida, Richard.
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  24. Improved nonparametric confidence intervals in time series regressions. (2001). Wolf, Michael ; Romano, Joseph P..
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  25. A Dynamic Analysis of the Market for Wide-Bodied Commercial Aircraft. (2000). Benkard, Lanier C..
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  32. On the finite-sample accuracy of nonparametric resampling algorithms for economic time series. (1999). Kilian, Lutz ; Birgean, Ionel ; Berkowitz, Jeremy .
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  33. Intraperiod and Intertemporal Substitution in Import Demand. (1999). Wirjanto, Tony ; Ho, Wai-Ming ; Amano, Robert.
    In: Cahiers de recherche CREFE / CREFE Working Papers.
    RePEc:cre:crefwp:84.

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  34. Emerging Markets and Trading Costs. (1999). Ghysels, Eric ; Cherkaoui, Mouna .
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  35. Cyclicality and Durability: Evidence from U.S. Consumers Expediture.. (1999). Cook, Steven.
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  36. Regression-Based Tests of Predictive Ability. (1998). West, Kenneth ; McCracken, Michael.
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  37. The Uncertain Trend in U.S. GDP. (1998). Nelson, Charles ; Murray, Chris.
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  38. Long-Run PPP May Not Hold After All. (1998). Engel, Charles.
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  39. Consistent covariance matrix estimation in probit models with autocorrelated errors. (1998). Rodrigues, Anthony ; Estrella, Arturo.
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  40. A multivariate cointegration analysis of the role of energy in the U.S. macroeconomy.. (1998). Stern, David.
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  41. The Uncertain Trend in U.S. GDP. (1997). Nelson, Charles ; Murray, Christian .
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  42. Bootstrap Testing for Fractional Integration. (1997). Andersson, Michael K. ; Gredenhoff, Mikael P..
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  43. A cointegration approach to estimating preference parameters. (1997). Park, Joon ; Ogaki, Masao.
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  44. The determinants of UK business cycles. (1997). Scott, Andrew ; Holland, Allison .
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  46. The Power of Single Equation Tests for Cointegration when the Cointegrating Vector is Prespecified.. (1996). Zivot, Eric.
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  55. ASYMPTOTIC INFERENCE ABOUT PREDICTIVE ABILITY. (1994). West, Kenneth.
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  56. A Comparison of Alternative Instrumental Variables Estimators of Dynamic Linear Model. (1994). Wilcox, David ; West, Kenneth.
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  57. A Further Analysis of Exchange Rate Targeting in Canada. (1994). Wirjanto, Tony ; Amano, Robert.
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  58. A Further Analysis of Exchange Rate Targeting in Canada. (1994). Wirjanto, Tony ; Amano, Robert.
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  60. Specification Tests in the Efficient Method of Moments Framework with Application to the Stochastic Volatility Models. (). Zhang, Harold ; Liu, Ming.
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  61. Do Imports Crowd Out Domestic Consumption? A Comparative Study of China, Japan and Korea. (). Chen, Chuanglian ; Yao, Shujie.
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