Narrow search
Showing 1 - 8 of 8
Cover Image
Generating schemes for long memory processes : regimes, aggregation and linarity
Davidson, James E. H.; Sibbertsen, Philipp - In: Journal of econometrics 128 (2005) 2, pp. 253-282
Persistent link: https://www.econbiz.de/10003091350
Cover Image
A comparison of direct and iterated multistep AR methods for forecasting macroeconomic time series
Marcellino, Massimiliano; Stock, James H.; Watson, Mark W. - In: Journal of econometrics 135 (2006) 1/2, pp. 499-526
Persistent link: https://www.econbiz.de/10003376109
Cover Image
Structural analysis with Multivariate Autoregressive Index models
Carriero, Andrea; Kapetanios, George; Marcellino, … - In: Journal of econometrics 192 (2016) 2, pp. 332-348
Persistent link: https://www.econbiz.de/10011704654
Cover Image
The econometric analysis of mixed frequency data sampling
Ghysels, Eric; Marcellino, Massimiliano - In: Journal of econometrics 193 (2016) 2, pp. 291-293
Persistent link: https://www.econbiz.de/10011704880
Cover Image
Monetary, fiscal and oil shocks : evidence based on mixed frequency structural FAVARs
Marcellino, Massimiliano; Sivec, Vasja - In: Journal of econometrics 193 (2016) 2, pp. 335-348
Persistent link: https://www.econbiz.de/10011704953
Cover Image
The econometric analysis of mixed frequency data sampling
Ghylsels, Eric (ed.); Marcellino, Massimiliano (ed.) - 2016
Persistent link: https://www.econbiz.de/10011704980
Cover Image
A multivariate test against spurious long memory
Sibbertsen, Philipp; Leschinski, Christian; Busch, Marie - In: Journal of econometrics 203 (2018) 1, pp. 33-49
Persistent link: https://www.econbiz.de/10011974604
Cover Image
Using time-varying volatility for identification in Vector Autoregressions : an application to endogenous uncertainty
Carriero, Andrea; Clark, Todd E.; Marcellino, Massimiliano - In: Journal of econometrics 225 (2021) 1, pp. 47-73
Persistent link: https://www.econbiz.de/10013278994