Paper Review Records
All Paper Review Records
10 valid samples · Newest publication first
Review days = acceptance date − received date. PDF, DOI, and publisher-page sources are retained.
1
days
Unit Roots and Cointegration: A Panel Discussion With David Hendry, Peter Phillips, Katarina Juselius, and Søren Johansen
AuthorsNeil R. Ericsson; Andrew B. Martinez
Affiliations1. Department of Economics George Washington University Washington DC USA; 2. Department of Economics American University Washington DC USA
5
days
Inference on Common Trends in a Cointegrated Nonlinear SVAR
AuthorsJames A. Duffy; Xiyu Jiao
Affiliations1. Department of Economics University of Oxford Oxford UK; 2. Department of Economics University of Gothenburg Gothenburg Sweden
2
days
Towards Empirical Assessments of Controlled Cointegrated Models
AuthorsGuillaume Chevillon; Takamitsu Kurita
Affiliations1. ESSEC Business School Paris France; 2. Kyoto Sangyo University Kyoto Japan
6
days
Detecting Sparse Cointegration
AuthorsJesús Gonzalo; Jean‐Yves Pitarakis
Affiliations1. Department of Economics Universidad Carlos III de Madrid Madrid Spain; 2. Department of Economics University of Southampton Southampton UK
3
days
Inflation Control in a CVAR Model With an Application to the Burns/Miller Period in the USA
AuthorsSøren Johansen; Katarina Juselius
Affiliations1. Department of Economics University of Copenhagen Copenhagen Denmark
6
days
Forty Years of Empirical Evidence of Cointegration and Nonlinear Equilibrium Correction in UK Money Demand Since the XIXth Century
AuthorsÁlvaro Escribano; Juan‐Andrés Rodríguez; Miguel A. Arranz
Affiliations1. Department of Economics Universidad Carlos III de Madrid Madrid Spain; 2. OMIE (Iberian Electricity Market Operator) Madrid Spain
6
days
Large‐Dimensional Cointegrated Threshold Factor Models: The Global Term Structure of Interest Rates
AuthorsDaniel Abreu; Paulo M. M. Rodrigues
Affiliations1. Financial Conduct Authority London UK; 2. Banco de Portugal and Nova School of Business and Economics, Universidade NOVA de Lisboa Carcavelos Portugal
3
days
Confidence Intervals for Price Discovery
AuthorsHeino Bohn Nielsen; Paolo Paruolo; Anders Rahbek
Affiliations1. Department of Economics University of Copenhagen Copenhagen Denmark; 2. European Commission, Joint Research Centre (JRC) Ispra Italy
7
days
Least Trimmed Squares: Cointegration and Outliers
AuthorsVanessa Berenguer‐Rico; Bent Nielsen
Affiliations1. Mansfield College & Department of Economics University of Oxford Oxford UK; 2. Nuffield College & Department of Economics University of Oxford Oxford UK
3
days
Cointegration in a MIDAS Regression
AuthorsH. Peter Boswijk; Philip Hans Franses
Affiliations1. Amsterdam School of Economics University of Amsterdam Amsterdam the Netherlands; 2. Tinbergen Institute the Netherlands; 3. Erasmus School of Economics, Erasmus School of Law Erasmus University Rotterdam Rotterdam the Netherlands
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SampleLatest 5 valid paper samples from 2026
Average review96.4 days
Median77 days