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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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Testing for common autocorrelation in data-rich environments
Cubadda, Gianluca; Hecq, Alain W. J. - In: Journal of forecasting 30 (2011) 3, pp. 325-335
Persistent link: https://www.econbiz.de/10009233885
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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
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The size and dynamic effect of aggregate-demand and aggregate-supply disturbances in expansionary and contractionary regimes
Shively, Philip A. - In: Journal of macroeconomics 26 (2004) 1, pp. 83-99
Persistent link: https://www.econbiz.de/10001988357
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Analysis of the US business cycle with a Vector-Markov-switching model
Kontolemēs, Zēnōn G. - In: Journal of forecasting 20 (2001) 1, pp. 47-61
Persistent link: https://www.econbiz.de/10001556217
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Forecasting with latent structure time series models : an application to nominal interest rates
Iyer, Sridhar; Andrews, Rick L. - In: Journal of forecasting 18 (1999) 6, pp. 395-409
Persistent link: https://www.econbiz.de/10001493575
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A measure of time series' predictability using genetic programming applied to stock returns
Kaboudan, Mahmoud A. - In: Journal of forecasting 18 (1999) 5, pp. 345-357
Persistent link: https://www.econbiz.de/10001434055
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Autoregressive-asymmetric moving average models for business cycle data
Brännäs, Kurt - In: Journal of forecasting 13 (1994) 6, pp. 529-544
Persistent link: https://www.econbiz.de/10001172756