Narrow search
Showing 1 - 6 of 6
Cover Image
Dynamics of the federal funds target rate : a nonstationary discrete choice approach
Hu, Ling; Phillips, Peter C. B. - In: Journal of applied econometrics 19 (2004) 7, pp. 851-867
Persistent link: https://www.econbiz.de/10002467829
Cover Image
Estimating the dynamics and persistence of financial networks, with an application to the sterling money market
Giraitis, Liudas; Kapetanios, George; Wetherilt, Anne Vila - In: Journal of applied econometrics 31 (2016) 1, pp. 58-84
Persistent link: https://www.econbiz.de/10011642137
Cover Image
Estimating time variation in measurement error from data revisions : an application to backcasting and forecasting in dynamic models
Kapetanios, George; Yates, Anthony - In: Journal of applied econometrics 25 (2010) 5, pp. 869-893
Persistent link: https://www.econbiz.de/10008667439
Cover Image
Descriptive econometrics for non-stationary time series with empirical illustrations
Phillips, Peter C. B. - In: Journal of applied econometrics 16 (2001) 3, pp. 389-413
Persistent link: https://www.econbiz.de/10001592353
Cover Image
Exponent of cross-sectional dependence : estimation and inference
Bailey, Natalia; Kapetanios, George; Pesaran, M. Hashem - In: Journal of applied econometrics 31 (2016) 6, pp. 929-960
Persistent link: https://www.econbiz.de/10011686163
Cover Image
Comparing shocks and frictions in US and euro area business cycles : a Bayesian DSGE approach
Smets, Frank; Wouters, Rafael - In: Journal of applied econometrics 20 (2005) 2, pp. 161-183
Persistent link: https://www.econbiz.de/10002729071