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person:"Newbold, Paul"
subject:"Zeitreihenanalyse"
~isPartOf:"CAMA working paper series"
~isPartOf:"Economic research paper / Loughborough University, Department of Economics"
~isPartOf:"Journal of empirical finance"
~person:"Breunig, Robert"
~person:"Dungey, Mardi H."
~person:"Ghose, Devajyoti"
~person:"Kapetanios, George"
~person:"Parla, Fabio"
~person:"Wong, Benjamin"
~subject:"Estimation"
~subject:"Time varying parameters"
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Zeitreihenanalyse
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Newbold, Paul
Breunig, Robert
Dungey, Mardi H.
Ghose, Devajyoti
Kapetanios, George
Parla, Fabio
Wong, Benjamin
Chan, Joshua
12
Harvey, David I.
6
Haque, Qazi
5
Mills, Terence C.
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Pagan, Adrian R.
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Castelnuovo, Efrem
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Leybourne, Stephen James
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CAMA working paper series
Economic research paper / Loughborough University, Department of Economics
Journal of empirical finance
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Journal of econometrics
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Working paper
5
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4
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1
Trend-cycle decomposition after COVID
Kamber, Güneş
;
Morley, James C.
;
Wong, Benjamin
-
2024
Persistent link: https://www.econbiz.de/10014520421
Saved in:
2
Financial conditions for the US : aggregate supply or aggregate demand shocks?
Paccagnini, Alessia
;
Parla, Fabio
-
2023
Persistent link: https://www.econbiz.de/10014266805
Saved in:
3
Identifying high-frequency shocks with Bayesian mixed-frequency VARs
Paccagnini, Alessia
;
Parla, Fabio
-
2021
-
This version: 25th February 2021
Persistent link: https://www.econbiz.de/10012585978
Saved in:
4
The decline in r* according to a robust multivariate trend-cycle decomposition
Morley, James C.
;
Trung Duc Tran
;
Wong, Benjamin
-
2022
Persistent link: https://www.econbiz.de/10012878807
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5
Risk aversion among Australian households
Breunig, Robert
;
Freestone, Owen
-
2019
Persistent link: https://www.econbiz.de/10012223777
Saved in:
6
Time varying cointegration and the UK great ratios
Kapetanios, George
;
Millard, Stephen Patrick
;
Petrova, …
-
2018
Persistent link: https://www.econbiz.de/10012203995
Saved in:
7
Historical decomopositions for nonlinear vector autoregression models
Wong, Benjamin
-
2017
Persistent link: https://www.econbiz.de/10011746879
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8
Incorporating relevant multivariate information for characterizing half-life with an application to purchasing power parity
Wong, Benjamin
-
2017
Persistent link: https://www.econbiz.de/10011747283
Saved in:
9
Estimating and accounting for the output gap with large Bayesian vector autoregressions
Morley, James C.
;
Wong, Benjamin
-
2017
Persistent link: https://www.econbiz.de/10011747292
Saved in:
10
Inequality or poverty : which is bad for growth?
Breunig, Robert
;
Majeed, Omer
-
2016
Persistent link: https://www.econbiz.de/10011756279
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