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Determining the number of factors after stationary univariate transformations
Corona, Francisco; Poncela, Pilar; Ruiz, Esther - In: Empirical economics : a journal of the Institute for … 53 (2017) 1, pp. 351-372
Persistent link: https://www.econbiz.de/10011941375
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Lag length selection and p-hacking in Granger causality testing : prevalence and performance of meta-regression models
Bruns, Stephan B.; Stern, David I. - In: Empirical economics : a journal of the Institute for … 56 (2019) 3, pp. 797-830
Persistent link: https://www.econbiz.de/10012041668
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Comparison of methods for constructing joint confidence bands for impulse response functions
Lütkepohl, Helmut; Staszewska-Bystrova, Anna; Winker, Peter - In: International journal of forecasting 31 (2015) 3, pp. 782-798
Persistent link: https://www.econbiz.de/10011474568
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Public debt dynamics : the effects of austerity, inflation, and growth shocks
Chérif, Réda; Hasanov, Fuad - In: Empirical economics : a journal of the Institute for … 54 (2018) 3, pp. 1087-1105
Persistent link: https://www.econbiz.de/10011949457
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Calculating joint confidence bands for impulse response functions using highest density regions
Lütkepohl, Helmut; Staszewska-Bystrova, Anna; Winker, Peter - In: Empirical economics : a journal of the Institute for … 55 (2018) 4, pp. 1389-1411
Persistent link: https://www.econbiz.de/10011950253
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Effects of idiosyncratic shocks on macroeconomic time series
Yang, Minxian - In: Empirical economics : a journal of the Institute for … 53 (2017) 4, pp. 1441-1461
Persistent link: https://www.econbiz.de/10012019377
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Identifying shocks to business cycles with asynchronous propagation
Trenkler, Carsten; Weber, Enzo - In: Empirical economics : a journal of the Institute for … 58 (2020) 4, pp. 1815-1836
Persistent link: https://www.econbiz.de/10012219716
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On the real effects of inflation in open economies: theory and empirics
Mallick, Sushanta; Mohsin, Mohammed - In: Empirical Economics 39 (2010) 3, pp. 643-673
Persistent link: https://www.econbiz.de/10008775751
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Analysing shock transmission in a data-rich environment: a large BVAR for New Zealand
Bloor, Chris; Matheson, Troy - In: Empirical Economics 39 (2010) 2, pp. 537-558
Persistent link: https://www.econbiz.de/10008674031
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Forecasting with dimension switching VARs
Koop, Gary - In: International journal of forecasting 30 (2014) 2, pp. 280-290
Persistent link: https://www.econbiz.de/10010510910