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Forecasting macroeconomic variables using diffusion indexes in short samples with structural change
Banerjee, Anindya; Marcellino, Massimiliano; Masten, Igor - 2008
Persistent link: https://www.econbiz.de/10003913416
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Long memory and changing persistence
Kruse, Robinson; Sibbertsen, Philipp - In: Economics letters 114 (2012) 3, pp. 268-272
Persistent link: https://www.econbiz.de/10009550790
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On tests for linearity against STAR models with deterministic trends
Kaufmann, Hendrik; Kruse, Robinson; Sibbertsen, Philipp - In: Economics letters 117 (2012) 1, pp. 268-271
Persistent link: https://www.econbiz.de/10009697775
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Factor forecasts for the UK
Artis, Michael J. (contributor);  … - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002156105
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Large datasets, small models and monetary policy in Europe
Favero, Carlo A. (contributor);  … - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002156116
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Forecasting macroeconomic variables for the acceding countries
Banerjee, Anindya (contributor);  … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002158423
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A comparison of direct and iterated multistep AR methods for forecasting macroeconomic time series
Marcellino, Massimiliano (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10003213738
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Distinguishing between breaks in the mean and breaks in persistence under long memory
Wingert, Simon; Mboya, Mwasi Paza; Sibbertsen, Philipp - In: Economics letters 193 (2020), pp. 1-6
Persistent link: https://www.econbiz.de/10012509210
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A simple test on structural change in long-memory time series
Wenger, Kai; Leschinski, Christian; Sibbertsen, Philipp - In: Economics letters 163 (2018), pp. 90-94
Persistent link: https://www.econbiz.de/10011982960
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Markov-switching three-pass regression filter
Guérin, Pierre; Leiva-Leon, Danilo; Marcellino, … - 2016 - This version: November, 2016
Persistent link: https://www.econbiz.de/10011805831