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Do shocks last forever? : local persistency in economic time series
Lima, Luiz Renato; Xiao, Zhijie - In: Journal of macroeconomics 29 (2007) 1, pp. 103-122
Persistent link: https://www.econbiz.de/10003437601
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Estimation and model selection of semiparametric copula-based multivariate dynamic models under copula misspecification
Chen, Xiaohong; Fan, Yanqin - In: Journal of econometrics 135 (2006) 1/2, pp. 125-154
Persistent link: https://www.econbiz.de/10003376080
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The new Keynesian Phillips curve and the cyclicality of marginal cost
Mazumder, Sandeep - In: Journal of macroeconomics 32 (2010) 3, pp. 747-765
Persistent link: https://www.econbiz.de/10008732384
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A likelihood ratio test for stationarity of rating transitions
Weißbach, Rafael; Walter, Ronja - In: Journal of econometrics 155 (2010) 2, pp. 188-194
Persistent link: https://www.econbiz.de/10003945547
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The dynamics of US inflation : can monetary policy explain the changes?
Canova, Fabio; Ferroni, Filippo - In: Journal of econometrics 167 (2012) 1, pp. 47-60
Persistent link: https://www.econbiz.de/10009551444
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Model selection in the presence of nonstationarity
Kim, Jae-young - In: Journal of econometrics 169 (2012) 2, pp. 247-257
Persistent link: https://www.econbiz.de/10009671312
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Infinite-dimensional VARs and factor models
Chudik, Alexander; Pesaran, M. Hashem - In: Journal of econometrics 163 (2011) 1, pp. 4-22
Persistent link: https://www.econbiz.de/10009270601
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Modelling non-linear comovements between time series
Kyrtsou, Catherine; Vorlow, Costas - In: Journal of macroeconomics 31 (2009) 1, pp. 200-211
Persistent link: https://www.econbiz.de/10003840508
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Comments on "A critical investigation on detrending procedures for nonlinear processes
Ashley, Richard A.; Verbrugge, Randal - In: Journal of macroeconomics 28 (2006) 1, pp. 192-194
Persistent link: https://www.econbiz.de/10003291161
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Non-parametric determination of real-time lag structure between two time series: The "optimal thermal causal path" method with applications to economic data
Zhou, Wei-Xing; Sornette, Didier - In: Journal of macroeconomics 28 (2006) 1, pp. 195-224
Persistent link: https://www.econbiz.de/10003291163