References
- Hafer , R. W. and Kutan , A. M. 1994 . A long-run view of German dominance and the degree of policy convergence in the EMS . Economic Inquiry , 32 : 684 – 95 .
- Hall , A. D. , Anderson , H. M. and Granger , C. W. J. 1992 . A cointegration analysis of Treasury bill yields . Review of Economics and Statistics , 74 : 116 – 26 .
- Haug , A. A. , MacKinnon , J. G. and Michelis , L. 2000 . European Monetary Union: a cointegration analysis . Journal of International Money and Finance , 19 : 419 – 32 .
- Johansen , S. 1988 . Statistical analysis of cointegration vectors . Journal of Economic Dynamics and Control , 12 : 231 – 54 .
- Johansen , S. 1991 . Estimation and hypothesis testing of cointegration vectors in Gaussian vector autoregressive models . Econometrica , 59 : 1551 – 80 .
- Karfakis , C. J. and Moschos , D. M. 1990 . Interest rate linkages within the European Monetary System: a time series analysis . Journal of Money, Credit, and Banking , 22 : 388 – 94 .
- London Economics (2005) The costs and benefits of integration of EU mortgage markets, Report for European Commission DG-Internal Market and Services
- Lütkepohl , H. 1993 . Introduction to Multiple Time Series Analysis , Berlin : Springer-Verlag .
- MacDonald , R. and Taylor , M. P. 1991 . Exchange rates, policy convergence, and the European Monetary System . Review of Economics and Statistics , 73 : 553 – 8 .
- Reimers, H. E. (1993) Lag order determination in cointegrated VAR systems with application to small German macro-models, presented to the ESEM congress, Uppsala, Sweden
- Toda , H. Y. and Phillips , P. C. B. 1993 . Vector autoregressions and causality . Econometrica , 61 : 1367 – 93 .