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Long memory at the long-run and the seasonal monthly frequencies in the US money stock
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - In: Applied economics letters 13 (2006) 15, pp. 965-968
Persistent link: https://www.econbiz.de/10003402311
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Confidence intervals for the seasonal fractional differencing parameter in the US monetary aggregate
Gil-Alaña, Luis A. - In: Applied economics letters 10 (2003) 2, pp. 103-105
Persistent link: https://www.econbiz.de/10001747248
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Finite sample effects of additive outliers on the Granger-causality test with an application to money growth and inflation in Peru
Baldé, Thierno A.; Rodriguez, Gabriel - In: Applied economics letters 12 (2005) 13, pp. 841-844
Persistent link: https://www.econbiz.de/10003196212
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Real GDP growth rates across countries : long memory and mean shifts
Gil-Alaña, Luis A. - In: Applied economics letters 15 (2008) 4/6, pp. 449-455
Persistent link: https://www.econbiz.de/10003727473
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The Reichsbank: a nonparametric modelling of historical time series
Chikhi, Mohamed; Diebolt, Claude - In: Applied economics letters 16 (2009) 13/15, pp. 1409-1414
Persistent link: https://www.econbiz.de/10003894269
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Monetary shocks to macroeconomic variables in China using time-vary VAR model
Tiwari, Aviral Kumar; Cai, Yifei; Chang, Tsangyao - In: Applied economics letters 26 (2019) 20, pp. 1664-1669
Persistent link: https://www.econbiz.de/10012204875
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Detection of anticipated structural changes in a rational expectations environment
Uzeda, Luis; Jones, Callum - In: Applied economics letters 20 (2013) 13/15, pp. 1322-1327
Persistent link: https://www.econbiz.de/10010202917
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Impulse response analysis in a misspecified DSGE model : a comparison of full and limited information techniques
Giesen, Sebastian; Scheufele, Rolf - In: Applied economics letters 23 (2016) 1/3, pp. 162-166
Persistent link: https://www.econbiz.de/10011414505
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The European Commission's new NAIRU : does it deliver?
Gechert, Sebastian; Rietzler, Katja; Tober, Silke - In: Applied economics letters 23 (2016) 1/3, pp. 6-10
Persistent link: https://www.econbiz.de/10011414065
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Long-memory and shifts in the unconditional variance in the exchange rate euro, US dollar returns
Nouira, Lei͏̈la; Ahamada, Ibrahim; Jouini, Jamel; … - In: Applied economics letters 11 (2004) 9, pp. 591-594
Persistent link: https://www.econbiz.de/10002140966