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Modeling long-run behavior with the fractional ARIMA model
Sowell, Fallaw - In: Journal of monetary economics 29 (1992) 2, pp. 277-302
Persistent link: https://www.econbiz.de/10001123002
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On the adjustment matrix in error correction models
Rossana, Robert J. - In: Journal of monetary economics 42 (1998) 2, pp. 427-444
Persistent link: https://www.econbiz.de/10001249300
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The Hamilton model with a general autoregressive component : estimation and comparison with other models of economic time series
Lam, Pok-sang - In: Journal of monetary economics 26 (1990) 3, pp. 409-432
Persistent link: https://www.econbiz.de/10001102486
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The zero lower bound and estimation accuracy
Atkinson, Tyler; Richter, Alexander W.; Throckmorton, … - In: Journal of monetary economics 115 (2020), pp. 249-264
Persistent link: https://www.econbiz.de/10012383697
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Reconsidering "trends and random walks in macroeconomic time series"
DeJong, David Neil - In: Journal of monetary economics 28 (1991) 2, pp. 221-254
Persistent link: https://www.econbiz.de/10001115232
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On persistence of shocks to economic variables : a common misconception
Lippi, Marco - In: Journal of monetary economics 29 (1992) 1, pp. 87-93
Persistent link: https://www.econbiz.de/10001120257
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Identifying VAR models under rational expectations
Keating, John William - In: Journal of monetary economics 25 (1990) 3, pp. 453-476
Persistent link: https://www.econbiz.de/10001091704
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Information, forecasts, and measurement of the business cycle
Evans, George W. - In: Journal of monetary economics 33 (1994) 2, pp. 233-254
Persistent link: https://www.econbiz.de/10001160901
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Time-series implications of Friedman's permanent income hypothesis
Falk, Barry - In: Journal of monetary economics 26 (1990) 2, pp. 267-283
Persistent link: https://www.econbiz.de/10001100911
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Precise and efficient computation of the Beveridge-Nelson decomposition of economic time series
Newbold, Paul - In: Journal of monetary economics 26 (1990) 3, pp. 453-457
Persistent link: https://www.econbiz.de/10001102477