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1
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
Saved in:
2
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
Saved in:
3
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
Saved in:
4
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
Saved in:
5
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
Saved in:
6
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
Saved in:
7
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
Saved in:
8
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
Saved in:
9
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
Saved in:
10
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
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