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Medium term business cycles
Comin, Diego; Gertler, Mark - 2003
Persistent link: https://www.econbiz.de/10001798777
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Volatility changes in cryptocurrencies : evidence from sparse VHAR-MGARCH model
Lee, Seungwon; Baek, Changryong - In: Applied economics letters 30 (2023) 11, pp. 1496-1504
Persistent link: https://www.econbiz.de/10014304401
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Estimating sectoral cycles using cointegration and common features
Engle, Robert F.; Issler, João Victor - 1993
Persistent link: https://www.econbiz.de/10000885426
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Unit roots in macroeconomic time series : some critical issues
McCallum, Bennett T. - 1993
Persistent link: https://www.econbiz.de/10000867499
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Cattle cycles
Rosen, Sherwin - 1993
Persistent link: https://www.econbiz.de/10000870316
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Interpreting cointegrated models
Campbell, John Y.; Shiller, Robert J. - 1988
Persistent link: https://www.econbiz.de/10000753535
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On the interpretation of near random walk behavior in GNP
West, Kenneth D. - 1987
Persistent link: https://www.econbiz.de/10000731627
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Forecasting aggregate period birth rates : the time series properties of a microdynamic neoclassical model of fertility
Heckman, James J.; Walker, James R. - 1989
Persistent link: https://www.econbiz.de/10000774916
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What do we learn from unit roots in macroeconomic time series?
Quah, Danny - 1987
Persistent link: https://www.econbiz.de/10000755283