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A comparison of sequential and information-based methods for determining the co-integration rank in heteroskedastic VAR models
Cavaliere, Giuseppe; De Angelis, Luca; Rahbek, Anders; … - In: Oxford bulletin of economics and statistics 77 (2015) 1, pp. 106-128
Persistent link: https://www.econbiz.de/10011373619
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New methods for forecasting inflation, applied to the US
Aron, Janine; Muellbauer, John - In: Oxford bulletin of economics and statistics 75 (2013) 5, pp. 637-661
Persistent link: https://www.econbiz.de/10010225409
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Interpretation of cointegrating coefficients in the cointegrated vector autoregressive model
Johansen, Søren - In: Oxford bulletin of economics and statistics 67 (2005) 1, pp. 93-104
Persistent link: https://www.econbiz.de/10002569944
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Analysing I(2) systems by transformed vector autoregressions
Kongsted, Hans Christian; Bohn Nielsen, Heino - In: Oxford bulletin of economics and statistics 66 (2004) 3, pp. 379-397
Persistent link: https://www.econbiz.de/10002139170
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The power of lambda max
Paruolo, Paolo - In: Oxford bulletin of economics and statistics 63 (2001) 3, pp. 395-403
Persistent link: https://www.econbiz.de/10001606949
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An I(2) cointegration analysis of price and quantity formation in Danish manufactured exports
Bohn Nielsen, Heino - In: Oxford bulletin of economics and statistics 64 (2002) 5, pp. 449-472
Persistent link: https://www.econbiz.de/10001741983
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Permanent-transitory decomposition in VAR models with cointegration and common cycles
Hecq, Alain W. J.; Palm, Franz C.; Urbain, Jean-Pierre - In: Oxford bulletin of economics and statistics 62 (2000) 4, pp. 511-532
Persistent link: https://www.econbiz.de/10001522143
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Minimum distance estimation and testing of DSGE models from structural VARs
Fève, Patrick; Matheron, Julien; Sahuc, Jean-Guillaume - In: Oxford bulletin of economics and statistics 71 (2009) 6, pp. 883-894
Persistent link: https://www.econbiz.de/10003899016
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Local linear impulse responses for a small open economy
Haug, Alfred Albert; Smith, Christie - In: Oxford bulletin of economics and statistics 74 (2012) 3, pp. 470492
Persistent link: https://www.econbiz.de/10009545874
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Confidence bands for impulse responses : Bonferroni vs. Wald
Lütkepohl, Helmut; Staszewska-Bystrova, Anna; Winker, Peter - In: Oxford bulletin of economics and statistics 77 (2015) 6, pp. 800-821
Persistent link: https://www.econbiz.de/10011396542