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Persistence of shocks and their sources in a multisectoral model of UK output-growth
Lee, Kevin C.; Pesaran, M. Hashem; Pierse, Richard G. - 1991
Persistent link: https://www.econbiz.de/10000130950
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Estimating limited-dependent rational expectations models : with an application to exchange rate determination in a target zone
Pesaran, M. Hashem; Samiei, Hossein - 1991 - Rev
Persistent link: https://www.econbiz.de/10000819865
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A discrete-time version of target zone models with jumps
Pesaran, M. Hashem; Ruge-Murcia, Francisco Javier - 1995
Persistent link: https://www.econbiz.de/10000150896
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Analysis of exchange-rate target zones using a limited-dependent rational-expectations model with jumps
Pesaran, M. Hashem - In: Journal of business & economic statistics : JBES ; a … 17 (1999) 1, pp. 50-66
Persistent link: https://www.econbiz.de/10001253388
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Persistence of shocks and their sources in a multisectoral model of UK output growth
Lee, Kevin C. - In: The economic journal : the journal of the Royal … 102 (1992) 411, pp. 342-356
Persistent link: https://www.econbiz.de/10001129752
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A discrete-time version of target zone models with jumps
Pesaran, M. Hashem; Ruge-Murcia, Francisco Javier - 1995
Persistent link: https://www.econbiz.de/10001512778
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Forecast uncertainties in macroeconometric modelling : an application to the UK economy
Pesaran, M. Hashem - 2000
intervals. Probability forecasts relating to UK output growth and inflation, obtained using a small macroeconometric model, are … presented. We discuss in detail the probability that inflation will fall within the Bank of England's target range and that … insights on the interrelatedness of output growth and inflation outcomes at different horizons. …
Persistent link: https://www.econbiz.de/10009781626
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Forecast uncertainties in macroeconometric modelling : an application to the UK economy
Garratt, Anthony; Lee, Kevin C.; Pesaran, M. Hashem - 2000
intervals. Probability forecasts relating to UK output growth and inflation, obtained using a small macroeconometric model, are … presented. We discuss in detail the probability that inflation will fall within the Bank of England's target range and that … insights on the interrelatedness of output growth and inflation outcomes at different horizons. …
Persistent link: https://www.econbiz.de/10001539419
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Forecast uncertainties in macroeconomic modeling : an application to the UK economy
Garratt, Anthony; Lee, Kevin C.; Pesaran, M. Hashem; … - In: Journal of the American Statistical Association : JASA 98 (2003) 464, pp. 829-838
Persistent link: https://www.econbiz.de/10001971275
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Forecasting random walks under drift instability
Pesaran, M. Hashem; Pick, Andreas - 2009
Persistent link: https://www.econbiz.de/10003816240