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Partial current information and signal extraction in a rational expectations macroeconomic model : a computational solution
Lungu, Laurian; Matthews, Kent; Minford, Patrick - In: Economic modelling 25 (2008) 2, pp. 255-273
Persistent link: https://www.econbiz.de/10003724829
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Testing for non-stationarity and cointegration allowing for the possibility of a struktural break : an application to EuroSterling interest rates
Brooks, Chris; Rew, Alistair G. - In: Economic modelling 19 (2002) 1, pp. 65-90
Persistent link: https://www.econbiz.de/10001638835
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Volatility forecasting for risk management
Brooks, Chris; Persand, Gita - In: Journal of forecasting 22 (2003) 1, pp. 1-22
Persistent link: https://www.econbiz.de/10001736943
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Monthly data and short-term forecasting : an assessment of monthly data in a VAR model
Salazar, Eduardo; Weale, Martin - In: Journal of forecasting 18 (1999) 7, pp. 447-462
Persistent link: https://www.econbiz.de/10001437765
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The quarterly Liverpool model with current partial information : an excise in forecasting
Matthews, Kent - In: Journal of forecasting 13 (1994) 6, pp. 507-518
Persistent link: https://www.econbiz.de/10001172762
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The role of fiscal policy in Britain's Great inflation
Fan, Jingwen; Minford, Patrick; Ou, Zhirong - In: Economic modelling 58 (2016), pp. 203-218
Persistent link: https://www.econbiz.de/10011647336