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person:"Beine, Michel"
subject:"EU-Staaten"
~isPartOf:"Working papers / University of Michigan, Department of Economics"
~person:"Clark, Todd E."
~person:"Doh, Taeyoung"
~person:"Kilian, Lutz"
~person:"Lux, Thomas"
~subject:"Forecasting model"
~subject:"Inflation"
~subject:"Schätzung"
~subject:"USA"
~subject:"VAR model"
~subject:"Volatilität"
~subject:"Zinsstruktur"
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Why is it so difficult to beat the random walk forecast of exchange rates?
Kilian, Lutz
(
contributor
);
Taylor, Mark P.
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001704977
Saved in:
2
A practitioner's guide to lag-order selection for vector autoregressions
Ivanov, Ventzislav
;
Kilian, Lutz
-
2000
Persistent link: https://www.econbiz.de/10001464030
Saved in:
3
Measuring predictability : theory and macroeconomic applications
Diebold, Francis X.
;
Kilian, Lutz
-
1999
Persistent link: https://www.econbiz.de/10001456174
Saved in:
4
Bootstrapping smooth functions of slope parameters and innovation variances in VAR (∞) models
Inoue, Atsushi
;
Kilian, Lutz
-
1999
Persistent link: https://www.econbiz.de/10001410046
Saved in:
5
Size distortions of tests of the null hypothesis of stationarity : evidence and implications for the PPP debate
Caner, Mehmet
;
Kilian, Lutz
-
1999
Persistent link: https://www.econbiz.de/10001411062
Saved in:
6
Quantifying the half-life of deviations from PPP : the role of economic priors
Kilian, Lutz
;
Zha, Tao
-
1999
Persistent link: https://www.econbiz.de/10001418896
Saved in:
7
How reliable are VAR estimates of responses to monetary policy shocks?
Kilian, Lutz
;
Chang, Pao-li
-
1998
Persistent link: https://www.econbiz.de/10001410004
Saved in:
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