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1
Nonlinear causality testing with stepwise multivariate filtering
Bekiros, Stelios
-
2011
Persistent link: https://www.econbiz.de/10009238617
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2
Structural vector autoregressions with Markov switching : combining conventional with statistical identification of shocks
Herwartz, Helmut
;
Lütkepohl, Helmut
-
2011
Persistent link: https://www.econbiz.de/10009008157
Saved in:
3
Exchange rates and fundamentals : co-movement, long-run relationships and short-run dynamics
Bekiros, Stelios
-
2011
Persistent link: https://www.econbiz.de/10009238619
Saved in:
4
MIDAS vs. mixed-frequency VAR : nowcasting GDP in the euro area
Kuzin, Vladimir
;
Marcellino, Massimiliano
;
Schumacher, …
-
2009
Persistent link: https://www.econbiz.de/10003897086
Saved in:
5
Adapting the Litterman prior for cointegrated VARs
Markun, Michal
-
2011
Persistent link: https://www.econbiz.de/10009238622
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6
Forecasting aggregated time series variables : a survey
Lütkepohl, Helmut
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2009
Persistent link: https://www.econbiz.de/10003867318
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7
Forecasting levels of log variables in vector autoregressions
Bardsen, Gunnar
;
Lütkepohl, Helmut
-
2009
Persistent link: https://www.econbiz.de/10003867341
Saved in:
8
Empirical simultaneous confidence regions for path-forecasts
Jordà, Òscar
;
Knüppel, Malte
;
Marcellino, Massimiliano
-
2010
Persistent link: https://www.econbiz.de/10003960556
Saved in:
9
Markov-switching MIDAS models
Guérin, Pierre
;
Marcellino, Massimiliano
-
2011
Persistent link: https://www.econbiz.de/10008935686
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10
The multiscale causal dynamics of foreign exchange markets
Bekiros, Stelios
;
Marcellino, Massimiliano
-
2011
Persistent link: https://www.econbiz.de/10009238600
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