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~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Finance and economics discussion series"
~subject:"Konjunktur"
~subject:"United States"
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Search: subject_exact:"Trendbereinigung"
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Time series analysis
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Camacho, Maximo
5
Pérez-Quirós, Gabriel
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3
Marcellino, Massimiliano
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Poncela, Pilar
3
Timmermann, Allan
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Barigozzi, Matteo
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Lippi, Marco
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Luciani, Matteo
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Ravn, Morten O.
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Carriero, Andrea
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Cecchetti, Stephen G.
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Cedillo Álvarez, Rocío
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Chen, Han
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Crane, Leland D.
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Croux, Christophe
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D'Agostino, Antonello
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Discussion paper / Centre for Economic Policy Research
Finance and economics discussion series
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
104
Working paper / National Bureau of Economic Research, Inc.
66
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International journal of forecasting
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Economics letters
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ECONIS (ZBW)
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41
A comparison of direct and iterated multistep AR methods for forecasting macroeconomic time series
Marcellino, Massimiliano
-
2005
Persistent link: https://www.econbiz.de/10013424599
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42
The time-series properties of aggregate consumption : implications for the costs of fluctuations
Reis, Ricardo
-
2005
Persistent link: https://www.econbiz.de/10013424615
Saved in:
43
Stock markets and business cycle comovement in Germany before World War I : evidence from spectral analysis
Ritschl, Albrecht
;
Uebele, Martin
-
2005
Persistent link: https://www.econbiz.de/10013424719
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44
A variance ratio related prediction tool with application to the nyse index 1825 - 2002
Zilca, Shlomo
;
Kandel, Shmuel
-
2004
Persistent link: https://www.econbiz.de/10002452181
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45
Cross-sectional heterogeneity and the persistence of aggregate fluctuations
Michelacci, Claudio
-
2004
Persistent link: https://www.econbiz.de/10002006736
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46
The HP-filter in cross-country comparisons
Marcet, Albert
-
2004
Persistent link: https://www.econbiz.de/10013424371
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47
A time-frequency analysis of the coherences of the US business cycle and the European business cycle
Hughes Hallett, Andrew
;
Richter, Christian
-
2004
Persistent link: https://www.econbiz.de/10013424528
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48
Duration dependence in stock prices : an analysis of bull and bear markets
Lunde, Asger
;
Timmermann, Allan
-
2003
Persistent link: https://www.econbiz.de/10001845274
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49
Factor models in large cross-sections of time series
Reichlin, Lucrezia
-
2002
Persistent link: https://www.econbiz.de/10001657592
Saved in:
50
On adjusting the HP-Filter for the frequency of observations
Ravn, Morten O.
-
2001
Persistent link: https://www.econbiz.de/10013423461
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