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subject:"USA"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"International finance discussion papers"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"Working Paper"
~subject:"Theory"
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USA
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248
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197
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156
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Kamin, Steven
7
Christiano, Lawrence J.
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Clark, Todd E.
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Guerrieri, Luca
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Marcellino, Massimiliano
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Rogers, John H.
6
Edison, Hali J.
5
Eichenbaum, Martin S.
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Kilian, Lutz
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Lucas, André
5
Mazumder, Bhashkar
5
Pesaran, M. Hashem
5
Vigfusson, Robert J.
5
Akinci, Ozge
4
Beltran, Daniel O.
4
Fernald, John G.
4
Gil-Alaña, Luis A.
4
Gruber, Joseph W.
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Gupta, Rangan
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Karanassou, Marika
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Queralto, Albert
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Sola, Martin
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Thomas, Charles P.
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Zlate, Andrei
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Zweifel, Peter
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Basu, Susanto
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Bertaut, Carol C.
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Bodenstein, Martin
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Cai, Fang
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Caldara, Dario
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Carroll, Christopher D.
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Demiralp, Selva
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Franses, Philip Hans
3
Gagnon, Joseph E.
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Hassler, Uwe
3
Hjalmarsson, Erik
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Hotchkiss, Julie L.
3
Iacoviello, Matteo
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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1
The replacement of safe assets : evidence from the U.S. bond portfolio
Bertaut, Carol C.
;
Tabova, Alexandra
;
Wong, Vivian
-
2014
Persistent link: https://www.econbiz.de/10010475313
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2
Avoiding sovereign default contagion : a normative analysis
De Ferra, Sergio
;
Mallucci, Enrico
-
2020
Persistent link: https://www.econbiz.de/10012229068
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3
Do indicators of financial crises work? : An evaluation of an early warning system
Edison, Hali J.
-
2000
Persistent link: https://www.econbiz.de/10001494652
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4
The anatomy of financial vulnerabilities and crises
Lee, Seung Jung
;
Posenau, Kelly E.
;
Stebunovs, Viktors
-
2017
Persistent link: https://www.econbiz.de/10011629958
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5
A dynamic econometrics system for the real yen-dollar rate
Kurita, Takamitsu
- In:
Empirical economics : a journal of the Institute for …
33
(
2007
)
1
,
pp. 115-149
Persistent link: https://www.econbiz.de/10003491979
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6
Evidence on purchasing power parity from univariate models : the case of smooth transition trend-stationarity
Sollis, Robert
- In:
Journal of applied econometrics
20
(
2005
)
1
,
pp. 79-98
Persistent link: https://www.econbiz.de/10003027416
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7
Improving GARCH volatility forecasts with regime-switching GARCH
Klaassen, Franc
- In:
Empirical economics : a journal of the Institute for …
27
(
2002
)
2
,
pp. 363-394
Persistent link: https://www.econbiz.de/10001655657
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8
A residual-based cointegration test for near unit root variables
Hjalmarsson, Erik
;
Österholm, Pär
-
2007
Persistent link: https://www.econbiz.de/10003997612
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9
Robust tests for time-invariant individual heterogeneity versus dynamic state dependence
Zincenko, Federico
;
Sosa Escudero, Walter
; …
- In:
Empirical economics : a journal of the Institute for …
47
(
2014
)
4
,
pp. 1365-1387
Persistent link: https://www.econbiz.de/10010461109
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10
On the size distortion of tests after an overidentifying restrictions pretest
Guggenberger, Patrik
;
Kumar, Gitanjali
- In:
Journal of applied econometrics
27
(
2012
)
7
,
pp. 1138-1160
Persistent link: https://www.econbiz.de/10009677970
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