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Structural FECM : cointegration in large‐scale structural FAVAR models
Banerjee, Anindya; Marcellino, Massimiliano; Masten, Igor - In: Journal of applied econometrics 32 (2017) 6, pp. 1069-1086
Persistent link: https://www.econbiz.de/10011862314
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Exchange rates and monetary fundamentals : what do we learn from long-horizon regressions?
Kilian, Lutz - In: Journal of applied econometrics 14 (1999) 5, pp. 491-510
Persistent link: https://www.econbiz.de/10001421490
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Forecasting with global vector autoregressive models : a Bayesian approach
Crespo Cuaresma, Jesús; Feldkircher, Martin; Huber, Florian - In: Journal of applied econometrics 31 (2016) 7, pp. 1371-1391
Persistent link: https://www.econbiz.de/10011687530
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The demand for money at the zero interest rate bound
Watanabe, Tsutomu; Tomoyoshi, Yabu - In: Journal of applied econometrics 38 (2023) 6, pp. 968-976
Persistent link: https://www.econbiz.de/10014432204
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The Federal Reserve's output gap : the unreliability of real-time reliability tests
Quast, Josefine; Wolters, Maik H. - In: Journal of applied econometrics 38 (2023) 7, pp. 1101-1111
Persistent link: https://www.econbiz.de/10014474421
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Identification issues in limited-information Bayesian analysis of structural macroeconomic models
Kleibergen, Frank; Mavroeidis, Sophocles - In: Journal of applied econometrics 29 (2014) 7, pp. 1183-1209
Persistent link: https://www.econbiz.de/10010492685
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Real exchange rate persistence and the excess return puzzle : the case of Switzerland versus the US
Jusélius, Katarina; Assenmacher-Wesche, Katrin - In: Journal of applied econometrics 32 (2017) 6, pp. 1145-1155
Persistent link: https://www.econbiz.de/10011862570
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Permanent vs transitory components and economic fundamentals
Garratt, Anthony; Robertson, Donald; Wright, Stephen - In: Journal of applied econometrics 21 (2006) 4, pp. 521-542
Persistent link: https://www.econbiz.de/10003338662
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Long-run predictability tests are even worse than you thought
Hjalmarsson, Erik; Kiss, Tamás - In: Journal of applied econometrics 37 (2022) 7, pp. 1334-1355
Persistent link: https://www.econbiz.de/10013473977
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Identifying the new Keynesian Phillips curve
Nason, James Michael; Smith, Gregor W. - In: Journal of applied econometrics 23 (2008) 5, pp. 525-551
Persistent link: https://www.econbiz.de/10003760412