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accessRights:"free"
~isPartOf:"Discussion papers / Department of Economics, University of Copenhagen"
~isPartOf:"Temi di discussione / Banca d'Italia"
~language:"eng"
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Search: subject_exact:"Vector autoregressive process"
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21
Labor market and financial shocks : a time varying analysis
Corsello, Francesco
;
Landi, Valerio Nispi
-
2018
Persistent link: https://www.econbiz.de/10011941825
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22
Fiscal policy in the US : a new measure of uncertainty and its recent development
Anzuini, Alessio
;
Rossi, Luca
-
2018
Persistent link: https://www.econbiz.de/10011942702
Saved in:
23
Nonstationary cointegration in the fractionally cointegrated VAR model
Johansen, Søren
;
Nielsen, Morten Ørregaard
-
2018
Persistent link: https://www.econbiz.de/10011865936
Saved in:
24
The global component of inflation volatility
Carriero, Andrea
;
Corsello, Francesco
;
Marcellino, …
-
2018
Persistent link: https://www.econbiz.de/10011960151
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25
Fiscal policy uncertainty and the business cycle : time series evidence from Italy
Anzuini, Alessio
;
Rossi, Luca
;
Tommasino, Pietro
-
2017
Persistent link: https://www.econbiz.de/10011942713
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26
Large time-varying parameter VARs : a non-parametric approach
Kapetanios, George
;
Marcellino, Massimiliano
;
Venditti, …
-
2017
Persistent link: https://www.econbiz.de/10011959996
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27
The cointegrated vector autoregressive model with general deterministic terms
Johansen, Søren
;
Nielsen, Bent
-
2016
Persistent link: https://www.econbiz.de/10011524568
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28
Carry trades and exchange rate volatility : a TVAR approach
Anzuini, Alessio
;
Brusa, Francesca
-
2016
Persistent link: https://www.econbiz.de/10011939955
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29
The real exchange rate, foreign aid and macroeconomic transmission mechanisms in Tanzania and Ghana
Jusélius, Katarina
;
Reshid, Abdulaziz Abrar
;
Tarp, Finn
-
2014
Persistent link: https://www.econbiz.de/10010250515
Saved in:
30
Testing for near I (2) trends when the signal to noise ratio is small
Jusélius, Katarina
-
2014
Persistent link: https://www.econbiz.de/10010250518
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