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~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~subject:"Euro"
~subject:"Zeitreihenanalyse"
~type_genre:"Aufsatz in Zeitschrift"
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Journal of economic dynamics & control
Working paper / Department of Econometrics and Business Statistics, Monash University
Journal of econometrics
666
International journal of forecasting
575
Economics letters
446
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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International journal of finance & economics : IJFE
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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1
Reconciling the term structure of interest rates with the consumption-based ICAP model
Canova, Fabio
- In:
Journal of economic dynamics & control
20
(
1996
)
4
,
pp. 709-750
Persistent link: https://www.econbiz.de/10001194699
Saved in:
2
The yield curve and the macro-economy across time and frequencies
Aguiar-Conraria, Luís
;
Martins, Manuel Mota Freitas
; …
- In:
Journal of economic dynamics & control
36
(
2012
)
12
,
pp. 1950-1970
Persistent link: https://www.econbiz.de/10009701904
Saved in:
3
Forecasting and trading monetary policy effects on the riskless yield curve with regime switching Nelson-Siegel models
Guidolin, Massimo
;
Pedio, Manuela
- In:
Journal of economic dynamics & control
107
(
2019
),
pp. 1-30
Persistent link: https://www.econbiz.de/10012312634
Saved in:
4
Technical progress and aggregate fluctuations
Hansen, Gary D.
- In:
Journal of economic dynamics & control
21
(
1997
)
6
,
pp. 1005-1023
Persistent link: https://www.econbiz.de/10001335985
Saved in:
5
Multivariate detrending under common trend restrictions : implications bur business cycle research
Kozicki, Sharon
- In:
Journal of economic dynamics & control
23
(
1999
)
7
,
pp. 997-1028
Persistent link: https://www.econbiz.de/10001379552
Saved in:
6
Estimation of simultaneous equation models with stochastic trend components
Streibel, Mariane
- In:
Journal of economic dynamics & control
17
(
1993
)
1
,
pp. 263-287
Persistent link: https://www.econbiz.de/10001136218
Saved in:
7
Low frequency filtering and real business cycles
King, Robert G.
- In:
Journal of economic dynamics & control
17
(
1993
)
1
,
pp. 207-231
Persistent link: https://www.econbiz.de/10001136221
Saved in:
8
A solution to the positivity problem in the state-space approach to modeling vector-valued time series
Vaccaro, Richard J.
- In:
Journal of economic dynamics & control
17
(
1993
)
3
,
pp. 401-421
Persistent link: https://www.econbiz.de/10001140344
Saved in:
9
Periodic linear-quadratic methods for modeling seasonality
Todd, Richard M.
- In:
Journal of economic dynamics & control
14
(
1990
)
3
,
pp. 763-795
Persistent link: https://www.econbiz.de/10001092380
Saved in:
10
A critique of the application of unit root tests
Cochrane, John H.
- In:
Journal of economic dynamics & control
15
(
1991
)
2
,
pp. 275-284
Persistent link: https://www.econbiz.de/10001099501
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