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Conference, Models of Monetary Economies II: the Next Generation <2004, Minneapolis, Minn.>
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1
Bayesian methods for dynamic multivariate models
Sims, Christopher A.
- In:
International economic review
39
(
1998
)
4
,
pp. 949-968
Persistent link: https://www.econbiz.de/10001338805
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2
Answering the skeptics : yes, standard volatility models do provide accurate forecasts
Andersen, Torben
- In:
International economic review
39
(
1998
)
4
,
pp. 885-905
Persistent link: https://www.econbiz.de/10001338809
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3
Spectral density estimation and robust hypothesis testing using steep origin kernels without truncation
Phillips, Peter C. B.
;
Sun, Yixiao
;
Jin, Sainan
- In:
International economic review
47
(
2006
)
3
,
pp. 837-894
Persistent link: https://www.econbiz.de/10003357487
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A note on chambers's long memory and aggregation in macroeconomic time series
Souza, Leonardo Rocha
- In:
International economic review
46
(
2005
)
3
,
pp. 1059-1063
Persistent link: https://www.econbiz.de/10003054314
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5
The statistical properties of dimension calculations using small data sets : some economic applications
Ramsey, James B.
- In:
International economic review
31
(
1990
)
4
,
pp. 991-1020
Persistent link: https://www.econbiz.de/10001097428
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6
A Bayesian approach to testing for Markov-switching in univariate and dynamic factor models
Kim, Chang-jin
;
Nelson, Charles R.
- In:
International economic review
42
(
2001
)
4
,
pp. 989-1013
Persistent link: https://www.econbiz.de/10001624477
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7
Nonlinear mean-reversion in real exchange rates : toward a solution to the purchasing power parity puzzles
Taylor, Mark P.
;
Peel, David
;
Sarno, Lucio
- In:
International economic review
42
(
2001
)
4
,
pp. 1015-1042
Persistent link: https://www.econbiz.de/10001624480
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8
On optimal instrumental variables estimation of stationary time series models
West, Kenneth D.
- In:
International economic review
42
(
2001
)
4
,
pp. 1043-1050
Persistent link: https://www.econbiz.de/10001624482
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9
The band pass filter
Christiano, Lawrence J.
;
Fitzgerald, Terry J.
- In:
International economic review
44
(
2003
)
2
,
pp. 435-466
Persistent link: https://www.econbiz.de/10001767160
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10
Efficient estimation of additive partially linear models
Li, Qi
- In:
International economic review
41
(
2000
)
4
,
pp. 1073-1092
Persistent link: https://www.econbiz.de/10001525651
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