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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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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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A multisectoral log-linear model of economic growth with Marshallian externalities
Neusser, Klaus - In: Journal of macroeconomics 23 (2001) 4, pp. 537-564
Persistent link: https://www.econbiz.de/10001621974
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Implications of Solow's growth model in the presence of a stochastic steady state
Cellini, Roberto - In: Journal of macroeconomics 19 (1997) 1, pp. 135-153
Persistent link: https://www.econbiz.de/10001213646
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Long term dependence in stock returns
Jacobsen, Ben - In: Journal of empirical finance 3 (1996) 4, pp. 393-417
Persistent link: https://www.econbiz.de/10001215361
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Aggregate economic fluctuations in endogenous growth models
Ozlu, Elvan - In: Journal of macroeconomics 18 (1996) 1, pp. 27-47
Persistent link: https://www.econbiz.de/10001194139
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Note on human capital externalities
Tor Einarsson - In: Journal of macroeconomics 18 (1996) 2, pp. 341-351
Persistent link: https://www.econbiz.de/10001197868