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Nonlinearities and fractional integration in the US unemployment rate
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - In: Oxford bulletin of economics and statistics 69 (2007) 4, pp. 521-544
Persistent link: https://www.econbiz.de/10003506541
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Outlier detection in the lognormal logarithmic conditional autoregressive range model
Chiang, Min-Hsien; Chou, Ray Yeutien; Wang, Li-Min - In: Oxford bulletin of economics and statistics 78 (2016) 1, pp. 126-144
Persistent link: https://www.econbiz.de/10011494656
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Okun's law revisited
Crespo Cuaresma, Jesús - In: Oxford bulletin of economics and statistics 65 (2003) 4, pp. 439-452
Persistent link: https://www.econbiz.de/10001776810
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Fluctuation tests for a change in persistence
Taylor, Robert - In: Oxford bulletin of economics and statistics 67 (2005) 2, pp. 207-230
Persistent link: https://www.econbiz.de/10002693278
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Seasonal unit root tests with structural breaks in deterministic seasonality
Balcombe, Kelvin G. - In: Oxford bulletin of economics and statistics 61 (1999) 4, pp. 569-582
Persistent link: https://www.econbiz.de/10001437433
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Survey vs ARCH measures of inflation uncertainty
Dua, Pami - In: Oxford bulletin of economics and statistics 55 (1993) 3, pp. 341-353
Persistent link: https://www.econbiz.de/10001147189
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Multicointegration in stock-flow models
Engsted, Tom; Haldrup, Niels - In: Oxford bulletin of economics and statistics 61 (1999) 2, pp. 237-254
Persistent link: https://www.econbiz.de/10001407318
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Dimension reduction for high-dimensional vector autoregressive models
Cubadda, Gianluca; Hecq, Alain W. J. - In: Oxford bulletin of economics and statistics 84 (2022) 5, pp. 1123-1152
Persistent link: https://www.econbiz.de/10013468551
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Measuring synchronization and convergence of business cycles for the euro area, UK and US
Koopman, Siem Jan; Azevedo, João Valle e - In: Oxford bulletin of economics and statistics 70 (2008) 1, pp. 23-51
Persistent link: https://www.econbiz.de/10003624791
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Periodic unobserved cycles in seasonal time series with an application to US unemployment
Koopman, Siem Jan; Ooms, Marius; Hindrayanto, Irma - In: Oxford bulletin of economics and statistics 71 (2009) 5, pp. 683-713
Persistent link: https://www.econbiz.de/10003875192