References
- Breitung, J., and B. Candelon. 2006. “Testing for Short- and Long-run Causality: A Frequency-domain Approach.” Journal of Econometrics 132 (2): 363–378.
- Capelle-Blancard, G., and Y. Tadjeddine. 2010. “The Impact of the 2007-2010 Crisis on the Geography of Finance.” CEPII Working Paper, No. 2010-16. August.
- Dolado, J., and H. Lütkepohl. 1996. “Making Wald Tests Work for Cointegrated VAR Systems.” Econometric Reviews 15: 369–386. doi:10.1080/07474939608800362.
- Dustmann, C., A. Glitz, and T. Vogel. 2010. “Employment, Wages, and the Economic CycDifferences between Immigrants and Natives.” European Economic Review 54 (1): 1–17. doi:10.1016/j.euroecorev.2009.04.004.
- Findlay, A., A. Geddes, and D. McCollum. 2010. “International Migration and Recession.” Scottish Geographical Journal 126 (4): 299–320. doi:10.1080/14702541.2010.549346.
- Fromentin, V., O. Damette, and B. Zou. 2017. “The Global Economic Crisis and the Effect of Immigrant Workers on Native‐Born Employment in Europe.” The World Economy 40 (6): 1068–1088. doi:10.1111/twec.2017.40.issue-6.
- Geweke, J. 1982. “Measurement of Linear Dependence and Feedback between Multiple Time Series.” Journal of the American Statistical Association 77 (378): 304–313.
- Gómez-González, J. E., J. N. Ojeda-Joya, H. M. Zárate, and F. Tenjo-Galarza. 2014. “Testing for Causality between Credit and Real Business Cycles in the Frequency Domain: An Illustration.” Applied Economics Letters 21 (10): 697–701. doi:10.1080/13504851.2014.884689.
- Gradojevic, N. 2012. “Frequency Domain Analysis of Foreign Exchange Order Flows.” Economics Letters 115 (1): 73–76. doi:10.1016/j.econlet.2011.11.045.
- Granger, C. W. J. 1969. “Investigating Causal Relations by Econometric Models and Cross-spectral Methods.” Econometrica:Journal of the Econometric Society 424–438.
- Hosoya, Y. 1991. “The Decomposition and Measurement of the Interdependency between Second-order Stationary Processes.” Probability Theory and Related Fields 88 (4): 429–444.
- Lee, J., and M. C. Strazicich. 2003. “Minimum LM Unit Root Test with Two Structural Breaks.” Review of Economics and Statistics 63: 1082–1089.
- Mathä, T. Y., C. Veiga, and L. Wintr. 2016. “Employment, Wages and Prices: How Did Firms Adjust during the Economic and Financial Crisis? Evidence from a Survey of Luxembourg Firms.” Central Bank of Luxembourg, No. 104.
- OECD. 2017. Economic Survey of Luxembourg 2017. Paris.
- Perron, P. 1997a. “L’estimation De Modèles Avec Changements Structurels Multiples.” L'Actualité éConomique 73 (1-2-3): 457–505.
- Perron, P. 1997b. “Further Evidence on Breaking Trend Functions in Macroeconomic Variables.” Journal of Econometrics 80 (2): 355–385.
- Pires, I., and F. Nunes. 2018. “Labour Mobility in the Euroregion Galicia–Norte De Portugal: Constraints Faced by Cross-Border Commuters.” European Planning Studies 26 (2): 376–395. doi:10.1080/09654313.2017.1404968.
- Tastan, H. 2015. “Testing for Spectral Granger Causality.” The Stata Journal: Promoting Communications on Statistics and Stata 15 (4): 1157–1166. doi:10.1177/1536867X1501500411.
- Toda, H. Y., and T. Yamamoto. 1995. “Statistical Inference in Vector Autoregressions with Possibly Integrated Processes.” Journal of Econometrics 66: 225–250. doi:10.1016/0304-4076(94)01616-8.
- Zivot, E., and D. W. K. Andrews. 2002. “Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis.” Journal of Business and Economic Statistics 20 (1): 25–44. doi:10.1198/073500102753410372.