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Structural Models of the Liquidity Effect
Pagan, A.R.; Robertson, J.C. - In: The review of economics and statistics 80 (1998) 2, pp. 202-217
Persistent link: https://www.econbiz.de/10007356861
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The Econometrics of the New Keynesian Policy Model: Introduction
Henry, S.G.B.; Pagan, A.R. - In: Oxford bulletin of economics and statistics 66 (2004), pp. 581-608
Persistent link: https://www.econbiz.de/10006428337
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Australian Stock Market Volatility: 1875-1987
Kearns, P.; Pagan, A.R. - In: The economic record : er 69 (1993) 205, pp. 163-178
Persistent link: https://www.econbiz.de/10005917401
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A Multivariate Latent Factor Decomposition of International Bond Yield Spreads
Dungey, M.; Martin, V.L.; Pagan, A.R. - In: Journal of applied econometrics 15 (2000) 6, pp. 697-716
Persistent link: https://www.econbiz.de/10006981014
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Econometric analysis of structural systems with permanent and transitory shocks
Pagan, A.R.; Pesaran, M.Hashem - In: Journal of economic dynamics & control 32 (2008) 10, pp. 3376
Persistent link: https://www.econbiz.de/10008094610
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Econometric analysis of structural systems with permanent and transitory shocks
Pagan, A.R.; Pesaran, M. Hashem - In: Journal of economic dynamics & control 32 (2008) 10, pp. 3376-3396
Persistent link: https://www.econbiz.de/10008897343
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Spurious deterministic seasonality
Franses, P.H.; Hylleberg, S.; Lee, H.S. - In: Economics letters 48 (1995) 3-4, pp. 249-256
Persistent link: https://www.econbiz.de/10006798274
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A note on the distribution of the least squares estimator of a random walk with drift: Some analytical evidence
Haldrup, N.; Hylleberg, S. - In: Economics letters 48 (1995) 3-4, pp. 221-228
Persistent link: https://www.econbiz.de/10006798278
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Seasonal cointegration: The Japanese consumption function
Engle, R.F.; Granger, C.W.J.; Hylleberg, S.; Lee, H.S. - In: Journal of econometrics 55 (1993) 1-2, pp. 275-298
Persistent link: https://www.econbiz.de/10006805327
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Review of The Economics of Seasonal Cycles
Miron, J.A.; Hylleberg, S. - In: Econometric reviews 18 (1999) 2, pp. 231
Persistent link: https://www.econbiz.de/10006914272