Narrow search
Showing 1 - 10 of 274
Cover Image
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
Cover Image
Null recurrent unit root processes
Myklebust, Terje; Karlsen, Hans Arnfinn; Tjøstheim, Dag - In: Econometric theory 28 (2012) 1, pp. 1-41
Persistent link: https://www.econbiz.de/10009520976
Cover Image
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
Cover Image
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
Cover Image
Non-parametric determination of real-time lag structure between two time series: The "optimal thermal causal path" method with applications to economic data
Zhou, Wei-Xing; Sornette, Didier - In: Journal of macroeconomics 28 (2006) 1, pp. 195-224
Persistent link: https://www.econbiz.de/10003291163
Cover Image
The size and dynamic effect of aggregate-demand and aggregate-supply disturbances in expansionary and contractionary regimes
Shively, Philip A. - In: Journal of macroeconomics 26 (2004) 1, pp. 83-99
Persistent link: https://www.econbiz.de/10001988357
Cover Image
Modeling cyclical behavior with differential-difference equations in an unobserved components framework
Chambers, Marcus J.; MacGarry, Joanne - In: Econometric theory 18 (2002) 2, pp. 387-419
Persistent link: https://www.econbiz.de/10001661304
Cover Image
The role of detrending methods in a model of real business cycles
Park, Gonyung - In: Journal of macroeconomics 18 (1996) 3, pp. 479-501
Persistent link: https://www.econbiz.de/10001201238
Cover Image
The random walk hypothesis of consumption and time aggregation
Haug, Alfred Albert - In: Journal of macroeconomics 13 (1991) 4, pp. 691-700
Persistent link: https://www.econbiz.de/10001112453
Cover Image
Does seasonality influence the dating of business cycle turning points?
Franses, Philip Hans; Paap, Richard - In: Journal of macroeconomics 21 (1999) 1, pp. 79-92
Persistent link: https://www.econbiz.de/10001256133