Unit roots and Granger causality in the EMS interest rates: the German Dominance Hypothesis revisited

This publication has 28 references indexed in Scilit:

• Cointegration in partial systems and the efficiency of single-equation analysis
  Published by Elsevier ,2002
• Does the DM Dominate the Euro Market? An Empirical Investigation
  The Review of Economics and Statistics, 1993
• Interest rate causality and asymmetry in the EMS
  Open Economies Review, 1992
• Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models
  Econometrica, 1991
• THE “WALTERS CRITIQUE” OF THE EMS—A CASE OF INCONSISTENT EXPECTATIONS?
  The Manchester School, 1991
• Does Germany Dominate the EMS?
  JCMS: Journal of Common Market Studies, 1990
• Testing for a Unit Root in a Time Series with a Changing Mean
  Journal of Business & Economic Statistics, 1990
• The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis
  Econometrica, 1989
• Co-Integration and Error Correction: Representation, Estimation, and Testing
  Econometrica, 1987
• Estimating the Dimension of a Model
  The Annals of Statistics, 1978