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source:"econis"
subject:"Theorie"
~isPartOf:"Working papers / University of Michigan, Department of Economics"
~person:"Attanasio, Orazio P."
~person:"Creedy, John"
~person:"Gupta, Rangan"
~person:"Kilian, Lutz"
~subject:"Aktienmarkt"
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Bootstrapping smooth functions of slope parameters and innovation variances in VAR (∞) models
Inoue, Atsushi
;
Kilian, Lutz
-
1999
Persistent link: https://www.econbiz.de/10001410046
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2
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
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3
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
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4
How reliable are VAR estimates of responses to monetary policy shocks?
Kilian, Lutz
;
Chang, Pao-li
-
1998
Persistent link: https://www.econbiz.de/10001410004
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