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A generalized method of impulse identification
Wen, Yi - In: Economics letters 73 (2001) 3, pp. 367-374
Persistent link: https://www.econbiz.de/10001635102
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The Hodrick-Prescott technique: a smoother versus a filter : an application to New Zealand GDP
Razzak, Weshah A. - In: Economics letters 57 (1997) 2, pp. 163-168
Persistent link: https://www.econbiz.de/10001235636
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Moving average conditional heteroskedastic processes
Yang, Minxian - In: Economics letters 49 (1995) 4, pp. 367-372
Persistent link: https://www.econbiz.de/10001190460
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Structural vector autoregressive models with more shocks than variables identified via heteroskedasticity
Lütkepohl, Helmut - In: Economics letters 195 (2020), pp. 1-4
Persistent link: https://www.econbiz.de/10012509991
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Interpolation and shock persistence of prewar U.S. macroeconomic time series : a reconsideration
Dezhbakhsh, Hashem; Levy, Daniel C. - In: Economics letters 213 (2022), pp. 1-7
Persistent link: https://www.econbiz.de/10013442120
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Additive growth? : not always
Sampi, James - In: Economics letters 235 (2024), pp. 1-3
Persistent link: https://www.econbiz.de/10015071374
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Solving and estimating linearized DSGE models with VARMA shock processes and filtered data
Meyer-Gohde, Alexander; Neuhoff, Daniel - In: Economics letters 133 (2015), pp. 89-91
Persistent link: https://www.econbiz.de/10011432004
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Long- versus medium-run identification in fractionally integrated VAR models
Tschernig, Rolf; Weber, Enzo; Weigand, Roland - In: Economics letters 122 (2014) 2, pp. 299-302
Persistent link: https://www.econbiz.de/10010395114
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Estimating nonlinear dynamic equilibrium models by matching impulse responses
Ruge-Murcia, Francisco Javier - In: Economics letters 197 (2020), pp. 1-6
Persistent link: https://www.econbiz.de/10012511070
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On the long-run neutrality of demand shocks
Chen, Wenjuan; Netšunajev, Aleksei - In: Economics letters 139 (2016), pp. 57-60
Persistent link: https://www.econbiz.de/10011615649