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Unobserved components in economic time series
Maravall Herrero, Agustín - 1993
Persistent link: https://www.econbiz.de/10000889047
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Some reflections on trend-cycle decompositions with correlated components
Proietti, Tommaso (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001725655
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A mixture multiplicative error model for realized volatility
Lanne, Markku (contributor) - 2006
Persistent link: https://www.econbiz.de/10003280702
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Technology adoption, turbulence and the dynamics of unemployment
Duernecker, Georg (contributor) - 2008
Persistent link: https://www.econbiz.de/10003651929
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Labor market dynamics and the business cycle : structural evidence for the United States
Ravn, Morten O. (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003538209
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Are there any reliable leading indicators for US inflation and GDP growth?
Banerjee, Anindya (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001725649
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Uncovered interest rate parity and the expectations hypothesis of the term structure : empirical results for the US and Europe
Brüggemann, Ralf (contributor);  … - 2005 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002974410
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Thick-market externalities in US manufacturing : a dynamic study with panel data
Jiménez, Miguel; Marchetti, Domenico - 1995
Persistent link: https://www.econbiz.de/10000914536
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A Gibbs sampler for Beyesian ARCH-models
Korn, Olaf - 1993
Persistent link: https://www.econbiz.de/10000883045
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A simple message for autocorrelation correctors: Don't
Mizon, Grayham E. - 1993
Persistent link: https://www.econbiz.de/10000889040