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subject:"Time series analysis"
subject:"United States"
~isPartOf:"Cambridge working papers in economics"
~isPartOf:"Discussion papers / CEPR"
~isPartOf:"HWWA discussion paper"
~person:"Dreger, Christian"
~person:"Karanassou, Marika"
~person:"Pesaran, M. Hashem"
~person:"Sarno, Lucio"
~subject:"Estimation"
~subject:"Germany"
~subject:"Macroeconometrics"
~subject:"Schätzung"
~subject:"VAR-Modell"
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Time series analysis
United States
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Dreger, Christian
Karanassou, Marika
Pesaran, M. Hashem
Sarno, Lucio
Linton, Oliver
15
Busse, Matthias
14
Niebuhr, Annekatrin
12
Corsetti, Giancarlo
11
Forni, Mario
10
Gambetti, Luca
10
Marcellino, Massimiliano
10
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9
Chudik, Alexander
8
Wagner, Joachim
8
Wilfling, Bernd
8
Mohaddes, Kamiar
7
Müller, Gernot J.
7
Kudlyak, Marianna
6
Paas, Tiiu
6
Antzulatos, Angelos A.
5
Braun, Sebastian
5
Brülhart, Marius
5
Nitsch, Volker
5
Petrella, Ivan
5
Peydró, José-Luis
5
Rebucci, Alessandro
5
Baumeister, Christiane
4
Boneva, Teodora
4
Brakman, Steven
4
Carriero, Andrea
4
Clark, Todd E.
4
Crowley, Meredith A.
4
Galí, Jordi
4
Garretsen, Harry
4
Han, Lu
4
Harvey, Andrew C.
4
Hefeker, Carsten
4
Kapetanios, George
4
Krakowski, Michael
4
Levell, Peter
4
Pollitt, Michael G.
4
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Cambridge working papers in economics
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31
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25
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6
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ECONIS (ZBW)
26
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1
Revisiting the great ratios hypothesis
Chudik, Alexander
;
Pesaran, M. Hashem
;
Smith, Ron
-
2022
Persistent link: https://www.econbiz.de/10013263388
Saved in:
2
Causal effects of the Fed's large-scale asset purchases on firms' capital structure
Nocera, Andrea
;
Pesaran, M. Hashem
-
2022
Persistent link: https://www.econbiz.de/10013263468
Saved in:
3
Risks and risk premia in the US treasury market
Li, Junye
;
Sarno, Lucio
;
Zinna, Gabriele
-
2023
Persistent link: https://www.econbiz.de/10014422634
Saved in:
4
Currency risk premia redux
Nucera, Federico
;
Sarno, Lucio
;
Zinna, Gabriele
-
2023
Persistent link: https://www.econbiz.de/10014245303
Saved in:
5
Currency risk premia redux
Nucera, Federico
;
Sarno, Lucio
;
Zinna, Gabriele
-
2023
Persistent link: https://www.econbiz.de/10014235331
Saved in:
6
Identifying global and national output and fiscal policy shocks using a GVAR
Chudik, Alexander
;
Pesaran, M. Hashem
;
Mohaddes, Kamiar
-
2018
Persistent link: https://www.econbiz.de/10012672302
Saved in:
7
Covid-19 time-varying reproduction numbers worldwide : an empirical analysis of mandatory and voluntary social distancing
Chudik, Alexander
;
Pesaran, M. Hashem
;
Rebucci, Alessandro
-
2021
Persistent link: https://www.econbiz.de/10012498920
Saved in:
8
A counterfactual economic analysis of Covid-19 using a threshold augmented multi-country model
Chudik, Alexander
;
Mohaddes, Kamiar
;
Pesaran, M. Hashem
; …
-
2020
Persistent link: https://www.econbiz.de/10012305986
Saved in:
9
Business cycles and currency returns
Sarno, Lucio
;
Colacito, Ric
;
Riddiough, Steven
-
2019
Persistent link: https://www.econbiz.de/10012196047
Saved in:
10
Exponent of cross-sectional dependence : estimation and inference
Bailey, Natalia
;
Kapetanios, George
;
Pesaran, M. Hashem
-
2012
Persistent link: https://www.econbiz.de/10009579875
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