Robert M. Kunst : Citation Profile


Are you Robert M. Kunst?

Universität Wien (50% share)
Institut für Höhere Studien (IHS) (50% share)

9

H index

9

i10 index

275

Citations

RESEARCH PRODUCTION:

37

Articles

42

Papers

EDITOR:

2

Series edited

RESEARCH ACTIVITY:

   35 years (1986 - 2021). See details.
   Cites by year: 7
   Journals where Robert M. Kunst has often published
   Relations with other researchers
   Recent citing documents: 15.    Total self citations: 24 (8.03 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pku13
   Updated: 2022-09-24    RAS profile: 2022-08-07    
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Relations with other researchers


Works with:

Costantini, Mauro (3)

Authors registered in RePEc who have co-authored more than one work in the last five years with Robert M. Kunst.

Is cited by:

Gil-Alana, Luis (11)

Brunhart, Andreas (11)

Cubadda, Gianluca (6)

Crespo Cuaresma, Jesus (6)

Caporale, Guglielmo Maria (5)

Lyhagen, Johan (5)

Costantini, Mauro (5)

Hlouskova, Jaroslava (5)

Herzer, Dierk (5)

Prettner, Klaus (5)

Reimers, Hans-Eggert (4)

Cites to:

Smets, Frank (22)

Wouters, Raf (22)

Granger, Clive (20)

Engle, Robert (17)

Bollerslev, Tim (15)

Franses, Philip Hans (12)

Hylleberg, Svend (11)

Diebold, Francis (10)

Yoo, Byung Sam (10)

Hansen, Bruce (9)

Costantini, Mauro (8)

Main data


Where Robert M. Kunst has published?


Journals with more than one article published# docs
Empirical Economics11
Journal of Forecasting3
International Journal of Forecasting2
Oxford Bulletin of Economics and Statistics2
The Review of Economics and Statistics2
Journal of Applied Econometrics2

Working Papers Series with more than one paper published# docs
Economics Series / Institute for Advanced Studies30
Econometric Institute Research Papers / Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute4
CESifo Working Paper Series / CESifo2

Recent works citing Robert M. Kunst (2022 and 2021)


YearTitle of citing document
2021Bayesian analysis of seasonally cointegrated VAR model. (2020). Wr, Justyna. In: Papers. RePEc:arx:papers:2012.14820.

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2021Disentangling the source of non-stationarity in a panel of seasonal data. (2021). Shih-Hsun, Hsu. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:25:y:2021:i:1:p:18:n:4.

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2021Application of grey relational analysis and artificial neural networks on currency exchange-traded notes (ETNs). (2021). Francis, Diaz John ; Jo-Hui, Chen. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:25:y:2021:i:2:p:17:n:4.

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2021EXPORT LED GROWTH VIA INTRA-REGIONAL TRADING AN ECONOMETRIC ANALYSIS OF ASEAN, EU, NAFTA, MERCOSUR AND COMESA. (2021). Syazwan, Muhammad Saiful ; Abd, Abi Sofian ; Omar, Khatijah ; Hazman, Samsudin. In: Applied Econometrics and International Development. RePEc:eaa:aeinde:v:21:y:2021:i:2_1.

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2021U.S. historical initial jobless claims. Is it different with the coronavirus crisis? A fractional integration analysis. (2021). Monge, Manuel. In: International Economics. RePEc:eee:inteco:v:167:y:2021:i:c:p:88-95.

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2021A New Method for Measuring Total Factor Productivity Growth Based on the Full Industry Equilibrium Approach: The Case of the Greek Economy. (2021). Steedman, Ian ; Tsounis, Nicholas. In: Economies. RePEc:gam:jecomi:v:9:y:2021:i:3:p:114-:d:615004.

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2021Improving Hotel Room Demand Forecasts for Vienna across Hotel Classes and Forecast Horizons: Single Models and Combination Techniques Based on Encompassing Tests. (2021). Gunter, Ulrich. In: Forecasting. RePEc:gam:jforec:v:3:y:2021:i:4:p:54-919:d:689837.

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2021Exchange Rate Volatility, Currency Misalignment, and Risk of Recession in the Central and Eastern European Countries. (2021). Shevchuk, Victor ; Kopych, Roman . In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:5:p:82-:d:547495.

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2021The Influence of R&D in Mining on Sustainable Development in China. (2021). Du, Jianguo ; Boamah, Kofi Baah ; Madzikanda, Beverlley ; Dabuo, Francis Tang. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:9:p:5289-:d:551085.

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2021Reinvest the relationship between exports and economic growth in African countries: New insights from innovative econometric methods. (2021). Bakari, Sayef. In: MPRA Paper. RePEc:pra:mprapa:108785.

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2021Impact of technological progress on carbon emissions in different country income groups. (2021). Inglesi-Lotz, Roula ; Milindi, Chris Belmert. In: Working Papers. RePEc:pre:wpaper:202123.

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2022Revisions in the Norwegian National Accounts: accuracy, unbiasedness and efficiency in preliminary figures. (2022). Skjerpen, Terje ; Hungnes, HÃ¥vard ; Helliesen, Magnus Kvle. In: Empirical Economics. RePEc:spr:empeco:v:62:y:2022:i:3:d:10.1007_s00181-021-02065-9.

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2021The Schumpeterian creative response: export and innovation: evidence for OECD countries 1995–2015. (2021). Feder, Christophe ; Antonelli, Cristiano. In: Economia Politica: Journal of Analytical and Institutional Economics. RePEc:spr:epolit:v:38:y:2021:i:3:d:10.1007_s40888-021-00239-3.

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2022Digital adoption and efficiency in the maritime industry. (2022). Syriopoulos, Theodore ; Roumpis, Efthimios ; Gavalas, Dimitris. In: Journal of Shipping and Trade. RePEc:spr:josatr:v:7:y:2022:i:1:d:10.1186_s41072-022-00111-y.

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2021Estimating FARIMA models with uncorrelated but non-independent error terms. (2021). Saussereau, Bruno ; Esstafa, Youssef ; Mainassara, Yacouba Boubacar. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:24:y:2021:i:3:d:10.1007_s11203-021-09243-7.

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Robert M. Kunst is editor of


Journal
Empirical Economics
Studies in Empirical Economics

Works by Robert M. Kunst:


YearTitleTypeCited
2016THE EFFECTS OF OWNERSHIP CONCENTRATION ON PERFORMANCE OF PAKISTANI LISTED COMPANIES In: CBU International Conference Proceedings.
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article0
1997TESTING FOR CYCLICAL NON?STATIONARITY IN AUTOREGRESSIVE PROCESSES In: Journal of Time Series Analysis.
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article8
1999On the Role of Seasonal Intercepts in Seasonal Cointegration In: Oxford Bulletin of Economics and Statistics.
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article18
1998On the role of seasonal intercepts in seasonal cointegration.(1998) In: Econometric Institute Research Papers.
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paper
1995On the role of seasonal intercepts in seasonal cointegration.(1995) In: Economics Series.
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This paper has another version. Agregated cites: 18
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2011Testing for Seasonal Unit Roots in Monthly Panels of Time Series In: Oxford Bulletin of Economics and Statistics.
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article4
2009Testing for seasonal unit roots in monthly panels of time series.(2009) In: Econometric Institute Research Papers.
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paper
1998Unit Roots, Change, and Decision Bounds In: CESifo Working Paper Series.
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1998Unit Roots, Change, and Decision Bounds.(1998) In: Economics Series.
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2000Decisions on Seasonal Unit Roots In: CESifo Working Paper Series.
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paper0
2008MODELING MACROECONOMIC SUBAGGREGATES: AN APPLICATION OF NONLINEAR COINTEGRATION In: Macroeconomic Dynamics.
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article0
2012Exchange Rate Volatility and its Impact on Industrial Production, Before and After the Introduction of Common Currency in Europe In: International Journal of Economics and Financial Issues.
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article6
2007Analyzing a panel of seasonal time series: Does seasonality in industrial production converge across Europe? In: Economic Modelling.
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article2
1986A forecasting comparison of some var techniques In: International Journal of Forecasting.
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article10
2021On using predictive-ability tests in the selection of time-series prediction models: A Monte Carlo evaluation In: International Journal of Forecasting.
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article0
2018On Using Predictive-ability Tests in the Selection of Time-series Prediction Models: A Monte Carlo Evaluation.(2018) In: Economics Series.
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paper
2008Immigrant remittance flows and aggregate demand forecasts in West African economies In: Journal of Policy Modeling.
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article0
1999Testing common deterministic seasonality In: Econometric Institute Research Papers.
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paper1
1999Testing for converging deterministic seasonal variation in European industrial production In: Econometric Institute Research Papers.
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paper0
2002On Mean Reversion in Real Interest Rates: An Application of Threshold Cointegtation In: Economics Series.
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paper2
1995Forecasting Seasonally Cointegrated Systems: Supply Response in Austrian Agriculture In: Economics Series.
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paper1
2002Testing for Stationarity in a Cointegrated System In: Economics Series.
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paper0
2002Decision Maps for Bivariate Time Series with Potential Thrshold Cointegration In: Economics Series.
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paper1
2003Testing for Relative Predictive Accuracy: A Critical Viewpoint In: Economics Series.
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paper14
2004Modeling National Accounts Sub-Aggregates. An Application of Non-Linear Error Correction In: Economics Series.
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1995Estimating the Number of Unit Roots. A Multiple Decision Approach In: Economics Series.
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2004Toward a Theory of Evaluating Predictive Accuracy In: Economics Series.
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2005A Diffusion Approximation for the Riskless Profit Under Selling of Discrete Time Call Options. Non-identically Distributed Jumps In: Economics Series.
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2005A Diffusion Approximation to the Markov Chains Model of the Financial Market and the Expected Riskless Profit Under Selling of Call and Put Options In: Economics Series.
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2005Forecasting Aggregate Demand in West African Economies. The Influence of Immigrant Remittance Flows and of Asymmetric Error Correction In: Economics Series.
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2005Approaches for the Joint Evaluation of Hypothesis Tests: Classical Testing, Bayes Testing, and Joint Confirmation In: Economics Series.
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2006Seasonal Cycles in European Agricultural Commodity Prices In: Economics Series.
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2007Some Evidence on the Relevance of the Chain-reaction Theory in Selected Countries In: Economics Series.
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2007Inflation in the West African Countries. The Impact of Cocoa Prices, Budget Deficits, and Migrant Remittances In: Economics Series.
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2008Optimizing Time-series Forecasts for Inflation and Interest Rates Using Simulation and Model Averaging In: Economics Series.
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2016Optimizing time-series forecasts for inflation and interest rates using simulation and model averaging.(2016) In: Applied Economics.
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2009A Nonparametric Test for Seasonal Unit Roots In: Economics Series.
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2009Combining Forecasts Based on Multiple Encompassing Tests in a Macroeconomic Core System In: Economics Series.
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2011Combining forecasts based on multiple encompassing tests in a macroeconomic core system.(2011) In: Journal of Forecasting.
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2010Forecast Combination Based on Multiple Encompassing Tests in a Macroeconomic DSGE System In: Economics Series.
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2010Asymmetric Time Aggregation and its Potential Benefits for Forecasting Annual Data In: Economics Series.
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2015Asymmetric time aggregation and its potential benefits for forecasting annual data.(2015) In: Empirical Economics.
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2011On the Usefulness of the Diebold-Mariano Test in the Selection of Prediction Models In: Economics Series.
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paper9
2012Forecast Combination Based on Multiple Encompassing Tests in a Macroeconomic DSGE-VAR System In: Economics Series.
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2014A Combined Nonparametric Test for Seasonal Unit Roots In: Economics Series.
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2014Forecast combinations in a DSGE-VAR lab In: Economics Series.
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paper5
2017Forecast Combinations in a DSGE?VAR Lab.(2017) In: Journal of Forecasting.
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This paper has another version. Agregated cites: 5
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1997Decision Bounds for Data-Admissible Seasonal Models In: Economics Series.
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1999The Effects of Dollar/Sterling Exchange Rate Volatility on Futures Markets for Coffee and Cocoa In: Economics Series.
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paper4
2001The Effects of Exchange-Rate Exposures on Equity Asset Markets In: Economics Series.
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paper1
1998Inflation, its Dynamics, and its Possible Causes in Albania In: East European Series.
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1990Seasonal Adjustment and Measuring Persistence in Output. In: Journal of Applied Econometrics.
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article12
1990Cointegration in a Macroeconomic System. In: Journal of Applied Econometrics.
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article23
2001Forecasting High-Frequency Financial Data with the ARFIMA-ARCH Model. In: Journal of Forecasting.
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article2
2008Seasonal prediction of European cereal prices: good forecasts using bad models? In: Journal of Forecasting.
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article4
2021Total factor productivity, its components and drivers In: Empirica.
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article5
2020Castle, Jennifer, Clements, Mike and Hendry, David: Forecasting: an essential introduction In: Journal of Economics.
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1998Fractionally Integrated Models with ARCH Errors: With an Application to the Swiss One-Month Euromarket Interest Rate. In: Review of Quantitative Finance and Accounting.
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article9
1989On Exports and Productivity: A Causal Analysis In: Munich Reprints in Economics.
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paper68
1989On Exports and Productivity: A Causal Analysis..(1989) In: The Review of Economics and Statistics.
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1996Forecasting Seasonally Cointegrated Systems: Supply Response of the Austrian Breeding Sow Herd. In: European Review of Agricultural Economics.
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article1
2012The effects of exchange rate volatility on international trade flows: evidence from panel data analysis and fuzzy approach In: MPRA Paper.
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2012The effects of exchange rate volatility on international trade flows: evidence from panel data analysis and fuzzy approach.(2012) In: Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics.
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This paper has another version. Agregated cites: 1
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1991Analysis of Austrian Stocks: Testing for Stability and Randomness. In: Empirical Economics.
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article1
1993Seasonal Cointegration, Common Seasonals, and Forecasting Seasonal Series. In: Empirical Economics.
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article12
2007Report of the editors In: Empirical Economics.
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article1
2008Report of the Editors.(2008) In: Empirical Economics.
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2012Report of the editors.(2012) In: Empirical Economics.
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2014Report of the Editors.(2014) In: Empirical Economics.
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2019Report of the Editors.(2019) In: Empirical Economics.
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2012The dynamic interrelations between unequal neighbors: an Austro-German case study In: Empirical Economics.
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2009The Dynamic Interrelations between Unequal Neighbors: An Austro-German Case Study.(2009) In: Vienna Economics Papers.
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2014Competing specifications of the gravity equation: a three-way model, bilateral interaction effects, or a dynamic gravity model with time-varying country effects? In: Empirical Economics.
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2020Economic forecasting: editors’ introduction In: Empirical Economics.
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2011Unit root in unemployment - new evidence from nonparametric tests In: Applied Economics Letters.
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2009Unit Root in Unemployment - New Evidence from Nonparametric Tests.(2009) In: Vienna Economics Papers.
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1997Augmented ARCH models for financial time series: stability conditions and empirical evidence In: Applied Financial Economics.
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1993Seasonal Cointegration in Macroeconomic Systems: Case Studies for Small and Large European Countries. In: The Review of Economics and Statistics.
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1995ARCH patterns in cointegrated systems In: Economics Working Papers.
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