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Do shocks last forever? : local persistency in economic time series
Lima, Luiz Renato; Xiao, Zhijie - In: Journal of macroeconomics 29 (2007) 1, pp. 103-122
Persistent link: https://www.econbiz.de/10003437601
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Seeing inside the black box : using diffusion index methodology to construct factor proxies in large scale macroeconomic time series environments
Armah, Nii Ayi; Swanson, Norman R. - In: Econometric reviews 29 (2010) 5/6, pp. 476-510
Persistent link: https://www.econbiz.de/10008668183
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Time series decomposition and measurement of business cycles, trends and growth cycles
Zarnowitz, Victor; Ozyildirim, Ataman - In: Journal of monetary economics 53 (2006) 7, pp. 1717-1739
Persistent link: https://www.econbiz.de/10003381924
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Flexible threshold models for modelling interest rate volatility
Dellaportas, Petros; Denison, David G. T.; Holmes, Chris - In: Econometric reviews 26 (2007) 2, pp. 419-437
Persistent link: https://www.econbiz.de/10003509144
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Has US monetary policy tracked the efficient interest rate?
Cúrdia, Vasco; Ferrero, Andrea; Ng, Ging Cee; … - In: Journal of monetary economics 70 (2015), pp. 72-83
Persistent link: https://www.econbiz.de/10011381307
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On the model-based interpretation of filters and the reliability of trend-cycle estimates
Proietti, Tommaso - In: Econometric reviews 28 (2009) 1/3, pp. 186-208
Persistent link: https://www.econbiz.de/10003800723
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A robust entropy-based test of asymmetry for discrete and continuous processes
Maasoumi, Esfandiar; Racine, Jeffrey - In: Econometric reviews 28 (2009) 1/3, pp. 246-261
Persistent link: https://www.econbiz.de/10003800738
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A new bispectral test for nonlinear serial dependence
Rusticelli, Elena; Ashley, Richard A.; Dagum, Estela Bee; … - In: Econometric reviews 28 (2009) 1/3, pp. 279-293
Persistent link: https://www.econbiz.de/10003800753
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Modelling non-linear comovements between time series
Kyrtsou, Catherine; Vorlow, Costas - In: Journal of macroeconomics 31 (2009) 1, pp. 200-211
Persistent link: https://www.econbiz.de/10003840508
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Comments on "A critical investigation on detrending procedures for nonlinear processes
Ashley, Richard A.; Verbrugge, Randal - In: Journal of macroeconomics 28 (2006) 1, pp. 192-194
Persistent link: https://www.econbiz.de/10003291161