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Testing for random coefficient autoregressive and stochastic unit root models
Nagakura, Daisuke - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 27 (2023) 1, pp. 117-129
Persistent link: https://www.econbiz.de/10014288865
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An analysis of the time-varying behavior of the equilibrium velocity of money in the euro area
Camarero Olivas, Mariam; Sapena, Juan; Tamarit … - In: Recent econometric techniques for macroeconomic and …, (pp. 113-146). 2021
Recent developments in inflation and M3 velocity in the euro area have raised serious doubts about the reliability of M3 growth as a pillar of the ECB's monetary policy strategy. We develop a very flexible and comprehensive state-space framework for modeling the velocity of circulation. Our...
Persistent link: https://www.econbiz.de/10012395397
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Wavelet energy ratio unit root tests
Trokić, Mirza - In: Econometric reviews 38 (2019) 1, pp. 69-94
Persistent link: https://www.econbiz.de/10012180698
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A note on CO2 emissions using two new tests
Sephton, Peter S.; Omay, Tolga - In: Empirica : journal of european economics 50 (2023) 4, pp. 933-941
Persistent link: https://www.econbiz.de/10014420217
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Finite sample lag adjusted critical values and probability values for the fourier wavelet unit root test
Sephton, Peter S. - In: Computational economics 64 (2024) 2, pp. 693-705
Persistent link: https://www.econbiz.de/10015078056
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Macroeconomic nowcasting using Google probabilities
Koop, Gary; Onorante, Luca - 2019
Persistent link: https://www.econbiz.de/10012244142
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Indirect inference estimation of mixed frequency stochastic volatility state space models using MIDAS regressions and ARCH models
Gagliardini, Patrick; Ghysels, Eric; Rubin, M. - In: Journal of financial econometrics : official journal of … 15 (2017) 4, pp. 509-560
Persistent link: https://www.econbiz.de/10011987633
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Are debt sustainability indicators based on time-series data useful for predicting crises?
Mersmann, Katharina; Westermann, Frank - In: FinanzArchiv : European journal of public finance 76 (2020) 2, pp. 146-164
Persistent link: https://www.econbiz.de/10012602323
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Using singular spectrum analysis for inference on seasonal time series with seasonal unit roots
Thomakos, Dimitrios D.; Hassani, Hossein - In: International journal of computational economics and … 10 (2020) 2, pp. 149-182
Persistent link: https://www.econbiz.de/10012226710
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Prediction and simulation using simple models characterized by nonstationarity and seasonality
Swanson, Norman R.; Urbach, Richard - In: International review of economics & finance : IREF 40 (2015), pp. 312-323
Persistent link: https://www.econbiz.de/10011573814