No. 64-4, September 2002
Index
- Abstracts
- Asymmetric Interest Rate Effects for the UK Real Economy*
- Can Tests for Stochastic Unit Roots Provide Useful Portmanteau Tests for Persistence?*
- Cointegration and the Monetary Exchange Rate Model Revisited*
- Temporal Aggregation and the Power of Cointegration Tests: a Monte Carlo Study*
- Why Does the Engel Method Work? Food Demand, Economies of Size and Household Survey Methods