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~institution:"Federal Reserve Bank of St. Louis"
~institution:"Federal Reserve System / Division of Research and Statistics"
~institution:"Queen Mary College / Department of Economics"
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ECONIS (ZBW)
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A Bayesian analysis of unit roots and structural breaks in the level and the error variance of autoregressive models
Meligkotsidou, Loukia
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002153105
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2
Testing for cointegration in nonlinear STAR error correction models
Kapetanios, George
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001867713
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3
Unit root tests in three-regime SETAR models
Kapetanios, George
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001868095
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4
Unit root testing against the alternative hypothesis of up to m structural breaks
Kapetanios, George
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001867157
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5
Long-run inflation-unemployment dynamics : the Spanish Phillips curve and economic policy
Karanassou, Marika
(
contributor
);
Sala, Hector
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001867498
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6
Is inflation persistence intrinsic in industrial economies?
Levin, Andrew T.
(
contributor
); …
-
2003
-
[Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001974382
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7
Contemporaneous threshold autoregressive models :
Estimation
, forecasting and rational expectations applications
Dueker, Michael
(
contributor
);
Sola, Martin
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001983084
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8
The Yen real exchange rate may be stationary after all : evidence from nonlinear unit-root tests
Chortareas, Georgios E.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001868157
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9
Getting PPP right : identifying mean-reverting real exchange rates in panels
Chortareas, Georgios E.
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002153120
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10
Modeling volcker as a non-absorbing state : agnostic identification of a markov-switching VAR
Owyang, Michael T.
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001974169
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