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Are apparent findings of nonlinearity due to structural instability in economic time series?

Koop, Gary; Potter, Simon M. - In: The econometrics journal 4 (2001) 1, pp. 37-55

Persistent link: https://www.econbiz.de/10001612280

Nonlinearity, structural breaks, or outliers in economic time series?

Koop, Gary; Potter, Simon M. - In: Nonlinear econometric modeling in time series : …, (pp. 61-78). 2000

Persistent link: https://www.econbiz.de/10001532220

Parameter uncertainty and impulse response analysis

Koop, Gary - In: Journal of econometrics 72 (1996) 1, pp. 135-149

Persistent link: https://www.econbiz.de/10001198021

Are apparent findings of nonlinearity due to structural instability in economic time series?

Koop, Gary; Potter, Simon M. - 1999

Persistent link: https://www.econbiz.de/10001398335

Reconciled estimates of monthly GDP in the US

Koop, Gary; McIntyre, Stuart; Mitchell, James; Poon, Aubrey - 2022

Persistent link: https://www.econbiz.de/10012822269

The Time-Series Linkages between US Fiscal Policy and Asset Prices

El Montasser, Ghassen - 2020

This paper studies the interplay of fiscal policy and asset price returns of the United States in a time-varying-parameter vector autoregressive model. Using annual data from 1890 to 2013, we study the effects of dynamic shocks to both fiscal policy and asset returns on asset returns and fiscal...

Persistent link: https://www.econbiz.de/10012856275