Narrow search
Showing 1 - 10 of 35
Cover Image
Short run and long run causality in time series: inference
Dufour, Jean-Marie; Pelletier, Denis; Renault, Eric - In: Journal of Econometrics 132 (2006) 2, pp. 337-362
Persistent link: https://www.econbiz.de/10005192987
Cover Image
Regime switching for dynamic correlations
Pelletier, Denis - In: Journal of Econometrics 131 (2006) 1-2, pp. 445-473
Persistent link: https://www.econbiz.de/10005122575
Cover Image
Window selection for out-of-sample forecasting with time-varying parameters
Inoue, Atsushi; Lu, Jin; Rossi, Barbara - 2014
Persistent link: https://www.econbiz.de/10010424812
Cover Image
Identifying the sources of model misspecification
Inoue, Atsushi; Kuo, Chun-Huong; Rossi, Barbara - 2015
Persistent link: https://www.econbiz.de/10011589629
Cover Image
Heterogeneous consumers and fiscal policy shocks
Anderson, Emily; Inoue, Atsushi; Rossi, Barbara - 2015 - This version: December 2015
Persistent link: https://www.econbiz.de/10011589638
Cover Image
Confidence intervals for bias and size distortion in IV and local projections-IV models
Ganics, Gergely; Inoue, Atsushi; Rossi, Barbara - 2018
Persistent link: https://www.econbiz.de/10012005789
Cover Image
The effects of conventional and unconventional monetary policy on exchange rates
Inoue, Atsushi; Rossi, Barbara - 2018
Persistent link: https://www.econbiz.de/10012005791
Cover Image
The effects of conventional and unconventional monetary policy : a new approach
Inoue, Atsushi; Rossi, Barbara - 2018 - This Draft: October 16, 2018
Persistent link: https://www.econbiz.de/10012005793
Cover Image
Corrigendum to: "The large sample behaviour of the generalized method of moments estimator in misspecified models": [Journal of Econometrics 114 (2003) 361-394]
Hall, Alastair R.; Inoue, Atsushi - In: Journal of Econometrics 141 (2007) 2, pp. 1417-1418
Persistent link: https://www.econbiz.de/10005238990
Cover Image
Long memory and regime switching
Diebold, Francis X.; Inoue, Atsushi - In: Journal of Econometrics 105 (2001) 1, pp. 131-159
Persistent link: https://www.econbiz.de/10005239088