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1
Are survey forecasts trusted? : American trade account deficit and Yen-Dollar rate
Wakita, Shigeru
- In:
Economics letters
4
(
1989
),
pp. 339-344
Persistent link: https://www.econbiz.de/10001065364
Saved in:
2
Do fiscal spending news shocks generate financial spillovers?
Ong, Kian
- In:
Economics letters
164
(
2018
),
pp. 46-49
Persistent link: https://www.econbiz.de/10011939932
Saved in:
3
Uncertainty of household inflation expectations : reconciling point and density forecasts
Zhao, Yongchen
- In:
Economics letters
234
(
2024
),
pp. 1-5
Persistent link: https://www.econbiz.de/10015066382
Saved in:
4
Markov-chain approximations of vector autoregressions : application of general multivariative-normal integration techniques
Terry, Stephen
;
Knotek, Edward S.
- In:
Economics letters
110
(
2011
)
1
,
pp. 4-6
Persistent link: https://www.econbiz.de/10009241654
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5
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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6
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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7
Cointegration rank tests based on vector autoregressive approximations under alternative hypotheses
Odaki, Mitsuhiro
- In:
Economics letters
136
(
2015
),
pp. 187-189
Persistent link: https://www.econbiz.de/10011436092
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8
Some exact and inexact linear rational expectation models in vector autoregressive models
Swensen, Anders Rygh
- In:
Economics letters
123
(
2014
)
2
,
pp. 216-219
Persistent link: https://www.econbiz.de/10010400289
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9
Regime shifts and the Canada/US exchange rate in a multivariate framework
Beckmann, Joscha
;
Czudaj, Robert
- In:
Economics letters
123
(
2014
)
2
,
pp. 206-211
Persistent link: https://www.econbiz.de/10010400293
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10
Maximum likelihood estimation for vector autoregressions with multivariate stochastic volatility
Kim, Dukpa
- In:
Economics letters
123
(
2014
)
3
,
pp. 282-286
Persistent link: https://www.econbiz.de/10010401375
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