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Fractional cointegration and tests of present value models

Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2000

Persistent link: https://www.econbiz.de/10001470265

Fractional integration and the dynamics of UK unemployment

Gil-Alaña, Luis A.; Henry, S. G. B. - 2000

Persistent link: https://www.econbiz.de/10001470376

Deterministic seasonality versus seasonal fractional integration

Gil-Alaña, Luis A. - 2000

Persistent link: https://www.econbiz.de/10001550571

Business and default cycles for credit risk

Koopman, Siem Jan; Lucas, André - 2003

Persistent link: https://www.econbiz.de/10001792714

Tracking growth and the business cycle : a stochastic common cycle model for the euro area

Azevedo, João Valle e; Koopman, Siem Jan; Rua, António - 2003

Persistent link: https://www.econbiz.de/10001792789

Fractional integration and the dynamics of UK unemployment

Gil-Alaña, Luis A. (contributor); … - 2001 - [Elektronische Ressource], rev

Persistent link: https://www.econbiz.de/10001726255

Dynamic factor analysis in the presence of missing data

Jungbacker, Borus; Koopman, Siem Jan; Wel, Michel van der - 2009

Persistent link: https://www.econbiz.de/10003813787

A general framework for observation driven time-varying parameter models

Creal, Drew; Koopman, Siem Jan; Lucas, André - 2008

Persistent link: https://www.econbiz.de/10003787160

Productivity, welfare and reallocation : theory and firm evidence

Basu, Susanto; Pascali, Luigi; Schiantarelli, Fabio; … - 2009

Persistent link: https://www.econbiz.de/10003901823

Uncertainty shocks in a model of effective demand

Basu, Susanto; Bundick, Brent - 2011

This paper examines the role of uncertainty shocks in a one-sector, representative-agent dynamic stochastic general-equilibrium model. When prices are flexible, uncertainty shocks are not capable of producing business-cycle comovements among key macro variables. With countercyclical markups...

Persistent link: https://www.econbiz.de/10009312762

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