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~isPartOf:"Oxford bulletin of economics and statistics"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~person:"Bollerslev, Tim"
~person:"Cubadda, Gianluca"
~person:"Mankiw, Nicholas Gregory"
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Bollerslev, Tim
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1
Dimension reduction for high-dimensional vector autoregressive models
Cubadda, Gianluca
;
Hecq, Alain W. J.
- In:
Oxford bulletin of economics and statistics
84
(
2022
)
5
,
pp. 1123-1152
Persistent link: https://www.econbiz.de/10013468551
Saved in:
2
Testing for parameter stability in dynamic models across frequencies
Candelon, Bertrand
;
Cubadda, Gianluca
- In:
Oxford bulletin of economics and statistics
68
(
2006
),
pp. 741-760
Persistent link: https://www.econbiz.de/10003393454
Saved in:
3
Complex reduced rank models for seasonally cointegrated time series
Cubadda, Gianluca
- In:
Oxford bulletin of economics and statistics
63
(
2001
)
4
,
pp. 497-511
Persistent link: https://www.econbiz.de/10001622987
Saved in:
4
Answering the critics : yes, arch models do provide good volatility forecasts
Andersen, Torben
;
Bollerslev, Tim
-
1997
Persistent link: https://www.econbiz.de/10000627888
Saved in:
5
Financial market efficiency tests
Bollerslev, Tim
;
Hodrick, Robert J.
-
1992
Persistent link: https://www.econbiz.de/10000136709
Saved in:
6
Consumption, income, and interest rates : reinterpreting the time series evidence
Campbell, John Y.
;
Mankiw, Nicholas Gregory
-
1989
Persistent link: https://www.econbiz.de/10000765798
Saved in:
7
Permanent and transitory components in macroeconomic fluctuations
Campbell, John Y.
;
Mankiw, Nicholas Gregory
-
1987
Persistent link: https://www.econbiz.de/10000715623
Saved in:
8
Are output fluctuations transitory?
Campbell, John Y.
;
Mankiw, Nicholas Gregory
-
1986
Persistent link: https://www.econbiz.de/10000694626
Saved in:
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