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Have the effects of shocks to oil price expectations changed? : evidence from heteroskedastic proxy vector autoregressions
Bruns, Martin; Lütkepohl, Helmut - In: Economics letters 233 (2023), pp. 1-5
Persistent link: https://www.econbiz.de/10014506905
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Measuring business cycles : Empirical Mode Decomposition of economic time series
Kožić, Ivan; Sever, Ivan - In: Economics letters 123 (2014) 3, pp. 287-290
Persistent link: https://www.econbiz.de/10010401367
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Small-sample inference in rational expectations models with persistent data
Li, Hong - In: Economics letters 95 (2007) 2, pp. 203-210
Persistent link: https://www.econbiz.de/10003460417
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Time variation in the persistence of unemployment over the past century
Cho, Dooyeon; Rho, Seunghwa - In: Economics letters 182 (2019), pp. 19-22
Persistent link: https://www.econbiz.de/10012122416
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Inflation dynamics in the frequency domain
Martins, Manuel Mota Freitas; Verona, Fabio - In: Economics letters 231 (2023), pp. 1-5
Persistent link: https://www.econbiz.de/10014461250
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Generalized impulse response analysis in a fractionally integrated vector autoregressive model
Do, Hung Xuan; Brooks, Robert Darren; Sirimon Treepongkaruna - In: Economics letters 118 (2013) 3, pp. 462-465
Persistent link: https://www.econbiz.de/10009729131
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Mixed-frequency VAR models with Markov-switching dynamics
Camacho, Maximo - In: Economics letters 121 (2013) 3, pp. 369-373
Persistent link: https://www.econbiz.de/10010391214
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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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A hybrid time-varying parameter Bayesian VAR analysis of Okun’s law in the United States
Karlsson, Sune; Österholm, Pär - In: Economics letters 197 (2020), pp. 1-5
Persistent link: https://www.econbiz.de/10012511133
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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