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1
Discrete-response state space models with conditional heteroscedasticity : an application to forecasting the federal funds rate target
Dimitrakopoulos, Stefanos
;
Dey, Dipak
- In:
Economics letters
154
(
2017
),
pp. 20-23
Persistent link: https://www.econbiz.de/10011810690
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2
Measuring business cycles : a wavelet analysis of economic time series
Yogo, Motohiro
- In:
Economics letters
100
(
2008
)
2
,
pp. 208-212
Persistent link: https://www.econbiz.de/10003768215
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3
Flexible model comparison of unobserved components models using particle Gibbs with ancestor sampling
Nonejad, Nima
- In:
Economics letters
133
(
2015
),
pp. 35-39
Persistent link: https://www.econbiz.de/10011431849
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4
Estimating the state vector of linearized DSGE models without the Kalman filter
Kollmann, Robert
- In:
Economics letters
120
(
2013
)
1
,
pp. 65-66
Persistent link: https://www.econbiz.de/10009760472
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5
Time scale evaluation of economic forecasts
Michis, Antonis A.
- In:
Economics letters
123
(
2014
)
3
,
pp. 279-281
Persistent link: https://www.econbiz.de/10010401387
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6
What drives the nonlinearity of time series : a frequency perspective
Caraiani, Petre
- In:
Economics letters
125
(
2014
)
1
,
pp. 40-42
Persistent link: https://www.econbiz.de/10010504780
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7
Money and output : new evidence based on wavelet coherence
Caraiani, Petre
- In:
Economics letters
116
(
2012
)
3
,
pp. 547-550
Persistent link: https://www.econbiz.de/10009674839
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8
A note on the two assumptions of standard unobserved components models
Nagakura, Daisuke
- In:
Economics letters
100
(
2008
)
1
,
pp. 123-125
Persistent link: https://www.econbiz.de/10003747495
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9
A low dimensional Kalman filter for systems with lagged states in the measurement equation
Nimark, Kristoffer P.
- In:
Economics letters
127
(
2015
),
pp. 10-13
Persistent link: https://www.econbiz.de/10011382800
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10
Time-series tests of convergence and transitional dynamics
Datta, Anusua
- In:
Economics letters
81
(
2003
)
2
,
pp. 233-240
Persistent link: https://www.econbiz.de/10001826121
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