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Investor sentiment in the US-dollar : longer-term, non-linear orientation on PPP
Menkhoff, Lukas; Rebitzky, Rafael R. - In: Journal of empirical finance 15 (2008) 3, pp. 455-467
Persistent link: https://www.econbiz.de/10003759534
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Reexamining the permanent income hypothesis with uncertainty in permanent and transitory innovation states
Huang, Yu-lieh; Huang, Chao-hsi; Kuan, Chung-ming - In: Journal of macroeconomics 30 (2008) 4, pp. 1816-1836
Persistent link: https://www.econbiz.de/10003805749
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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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Bayesian estimation and evaluation of the segmented markets friction in equilibrium monetary models
Landon-Lane, John S.; Occhino, Filippo - In: Journal of macroeconomics 30 (2008) 1, pp. 444-461
Persistent link: https://www.econbiz.de/10003665331
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Multi-period credit default prediction with time-varying covariates
Orth, Walter - In: Journal of empirical finance 21 (2013), pp. 214-222
Persistent link: https://www.econbiz.de/10009745256
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Testing for rational bubbles in the US housing market
Kivedal, Bjørnar Karlsen - In: Journal of macroeconomics 38 (2013) 2, pp. 369-381
Persistent link: https://www.econbiz.de/10010372006
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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