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Bayesian variable selection for nowcasting economic time series
Scott, Steven L.; Varian, Hal R. - 2013
Persistent link: https://www.econbiz.de/10010205275
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Estimating sectoral cycles using cointegration and common features
Engle, Robert F.; Issler, João Victor - 1993
Persistent link: https://www.econbiz.de/10000885426
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Cattle cycles
Rosen, Sherwin - 1993
Persistent link: https://www.econbiz.de/10000870316
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Measuring short-run inflation for central bankers
Cecchetti, Stephen G. - 1996
Persistent link: https://www.econbiz.de/10000609247
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The econometrics of ultra-high frequency data
Engle, Robert F. - 1996
Persistent link: https://www.econbiz.de/10000613076
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Financial market efficiency tests
Bollerslev, Tim; Hodrick, Robert J. - 1992
Persistent link: https://www.econbiz.de/10000136709
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Business cycle fluctuations in US macroeconomic time series
Stock, James H.; Watson, Mark W. - 1998
Persistent link: https://www.econbiz.de/10000663354
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Diffusion indexes
Stock, James H.; Watson, Mark W. - 1998
Persistent link: https://www.econbiz.de/10000674170
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Non-cointegration and econometric evaluation of models of regional shift and share
Brown, Scott James; Coulson, N. Edward; Engle, Robert F. - 1990
Persistent link: https://www.econbiz.de/10000786474