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Markov-switching models and the unit root hypothesis in real US GDP
Camacho, Maximo - In: Economics letters 112 (2011) 2, pp. 161-164
Persistent link: https://www.econbiz.de/10009243365
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Aggregate versus disaggregate information in dynamic factor models
Álvarez, Rocío; Camacho, Maximo; Pérez-Quirós, Gabriel - In: International journal of forecasting 32 (2016) 3, pp. 680-694
Persistent link: https://www.econbiz.de/10011621772
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The propagation of industrial business cycles
Camacho, Maximo; Leiva-Leon, Danilo - 2017
Persistent link: https://www.econbiz.de/10011791497
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Mixed-frequency VAR models with Markov-switching dynamics
Camacho, Maximo - In: Economics letters 121 (2013) 3, pp. 369-373
Persistent link: https://www.econbiz.de/10010391214
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Markov-switching stochastic trends and economic fluctuations
Camacho, Maximo - In: Journal of economic dynamics & control 29 (2005) 1/2, pp. 135-158
Persistent link: https://www.econbiz.de/10002590183
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The propagation of industrial business cycles
Camacho, Maximo; Leiva-Leon, Danilo - In: Macroeconomic dynamics 23 (2019) 1, pp. 144-177
Persistent link: https://www.econbiz.de/10012126497
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Small sample properties of GMM for business cycle analysis
Christiano, Lawrence J.; Den Haan, Wouter J. - 1994
Persistent link: https://www.econbiz.de/10000903874
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Small sample properties of GMM for business cycle analysis
Christiano, Lawrence J.; Den Haan, Wouter J. - 1995
Persistent link: https://www.econbiz.de/10000934956
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Small sample properties of GMM for business cycle analysis
Christiano, Lawrence J.; Den Haan, Wouter J. - 1995
Persistent link: https://www.econbiz.de/10000915814
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Small sample properties of GMM for business cycle analysis
Christiano, Lawrence J.; Den Haan, Wouter J. - 1995
Persistent link: https://www.econbiz.de/10000922496