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Nonlinear GARCH models for highly persistent volatility
Lanne, Markku; Saikkonen, Pentti - 2002
Persistent link: https://www.econbiz.de/10001668610
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A fractionally integrated model with a mean shift for the US and the UK real oil prices
Gil-Alaña, Luis A. - 2000
Persistent link: https://www.econbiz.de/10001509586
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A fractionally integrated exponential model for UK unemployment
Gil-Alaña, Luis A. - 2000
Persistent link: https://www.econbiz.de/10001509590
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Testing stochastic cycles in macroeconomic time series
Gil-Alaña, Luis A. - 2000
Persistent link: https://www.econbiz.de/10001509600
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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
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Fractional integration and the dynamics of UK unemployment
Gil-Alaña, Luis A.; Henry, S. G. B. - 2000
Persistent link: https://www.econbiz.de/10001470376
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Reducing size distortions of parametric stationarity tests
Lanne, Markku; Saikkonen, Pentti - 2000
Persistent link: https://www.econbiz.de/10001470392
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Deterministic seasonality versus seasonal fractional integration
Gil-Alaña, Luis A. - 2000
Persistent link: https://www.econbiz.de/10001550571
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Productivity, welfare and reallocation : theory and firm evidence
Basu, Susanto; Pascali, Luigi; Schiantarelli, Fabio; … - 2009
Persistent link: https://www.econbiz.de/10003901823
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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