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Su, Liangjun
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1
Real-time nowcasting of nominal
GDP
with structural breaks
Barnett, William A.
;
Chauvet, Marcelle
;
Leiva-Leon, Danilo
- In:
Journal of econometrics
191
(
2016
)
2
,
pp. 312-324
Persistent link: https://www.econbiz.de/10011610554
Saved in:
2
A pair-wise approach to testing for output and growth
convergence
Pesaran, M. Hashem
- In:
Journal of econometrics
138
(
2007
)
1
,
pp. 312-355
Persistent link: https://www.econbiz.de/10003451763
Saved in:
3
A tale of two yield curves : modeling the joint term structure of dollar and euro interest rates
Egorov, Alexej V.
;
Li, Haitao
;
Ng, David Tat-chee
- In:
Journal of econometrics
162
(
2011
)
1
,
pp. 55-70
Persistent link: https://www.econbiz.de/10009270706
Saved in:
4
Parameter uncertainty and impulse response analysis
Koop, Gary
- In:
Journal of econometrics
72
(
1996
)
1
,
pp. 135-149
Persistent link: https://www.econbiz.de/10001198021
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5
Measuring industry productivity and cross-country
convergence
Inklaar, Robert
;
Diewert, Walter E.
- In:
Journal of econometrics
191
(
2016
)
2
,
pp. 426-433
Persistent link: https://www.econbiz.de/10011610636
Saved in:
6
Uniform and Lp convergences for nonparametric continuous time regressions with semiparametric applications
Bu, Ruijun
;
Kim, Jihyun
;
Wang, Bin
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1934-1954
Persistent link: https://www.econbiz.de/10014471437
Saved in:
7
Modelling and forecasting government bond spreads in the euro area : a GVAR model
Favero, Carlo A.
- In:
Journal of econometrics
177
(
2013
)
2
,
pp. 343-356
Persistent link: https://www.econbiz.de/10010255139
Saved in:
8
Mutual excitation in
Eurozone
sovereign CDS
Aït-Sahalia, Yacine
;
Laeven, Roger J. A.
;
Pelizzon, Loriana
- In:
Journal of econometrics
183
(
2014
)
2
,
pp. 151-167
Persistent link: https://www.econbiz.de/10010506073
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9
Affine arbitrage-free yield net models with application to the euro debt crisis
Hong, Zhiwu
;
Niu, Linlin
;
Zhang, Chen
- In:
Journal of econometrics
230
(
2022
)
1
,
pp. 201-220
Persistent link: https://www.econbiz.de/10013441937
Saved in:
10
Nonlinearity, nonstationarity, and thick tails : how they interact to generate persistence in memory
Miller, J. Isaac
;
Park, Joon Y.
- In:
Journal of econometrics
155
(
2010
)
1
,
pp. 83-89
Persistent link: https://www.econbiz.de/10003965416
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