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A multivariate innovations state space BeveridgeNelson decomposition
De Silva, Ashton; Hyndman, Rob J.; Snyder, Ralph D. - In: Economic modelling 26 (2009) 5, pp. 1067-1074
Persistent link: https://www.econbiz.de/10003871265
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A quantile approach to US GNP
Cai, Yuzhi - In: Economic modelling 24 (2007) 6, pp. 969-979
Persistent link: https://www.econbiz.de/10003569054
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Locating change-points in Hodrick-Prescott trends with an application to US real GDP : a generalized unobserved components model approach
Yoon, Gawon - In: Economic modelling 45 (2015), pp. 136-141
Persistent link: https://www.econbiz.de/10011334137
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Time-spectral density and wavelets approaches : comparative study ; applications to SP500 returns and US GDP
Ahamada, Ibrahim; Jolivaldt, Philippe - In: Economic modelling 31 (2013), pp. 460-466
Persistent link: https://www.econbiz.de/10009730816
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Bayesian TVP-VARX models with time invariant long-run multipliers
Belomestny, Denis; Krymova, Ekaterina; Polbin, Andrej - In: Economic modelling 101 (2021), pp. 1-14
Persistent link: https://www.econbiz.de/10012796054
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Further application of Narayan and Liu (2015) unit root model for trending time series
Salisu, Afees A.; Adeleke, Adegoke Ibrahim - In: Economic modelling 55 (2016), pp. 305-314
Persistent link: https://www.econbiz.de/10011642699
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Group penalized unrestricted mixed data sampling model with application to forecasting US GDP growth
Xu, Qifa; Zhuo, Xingxuan; Jiang, Cuixia; Liu, Xi; Liu, … - In: Economic modelling 75 (2018), pp. 221-236
Persistent link: https://www.econbiz.de/10012101481
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Per capita output convergence across Asian countries : evidence from covariate unit root test with an endogenous structural break
Matsuki, Takashi - In: Economic modelling 82 (2019), pp. 99-118
Persistent link: https://www.econbiz.de/10012202377
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Testing for a unit root in the presence of stochastic volatility and leverage effect
Li, Yong; Chong, Terence Tai-Leung; Zhang, Jie - In: Economic modelling 29 (2012) 5, pp. 2035-2038
Persistent link: https://www.econbiz.de/10009666985
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Response of the term structure of forward exchange rate to jump in the interest rate
Li, Xiao-ping; Feng, Yun; Wu, Chong-feng; Xu, Wei-dong - In: Economic modelling 30 (2013), pp. 863-874
Persistent link: https://www.econbiz.de/10009708784