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Autocovariance functions of series and of their transforms

Abadir, Karim Maher; Talmain, Gabriel - 1998

Persistent link: https://www.econbiz.de/10001397921

Aggregation and persistence in a macromodell

Abadir, Karim Maher; Talmain, Gabriel - 1998

Persistent link: https://www.econbiz.de/10001396967

Aggregation, persistence and volatility in a macro model

Abadir, Karim Maher; Talmain, Gabriel - In: The review of economic studies 69 (2002) 4, pp. 749-779

Persistent link: https://www.econbiz.de/10001706120

Is more information a good thing? : Bias nonmonotonicity in stochastic difference equations

Abadir, Karim Maher; Hadri, Kaddour - In: Bulletin of economic research 52 (2000) 2, pp. 91-100

Persistent link: https://www.econbiz.de/10001469400

Autocovariance functions of series and of their transforms

Abadir, Karim Maher; Talmain, Gabriel - In: Journal of econometrics 124 (2005) 2, pp. 227-252

Persistent link: https://www.econbiz.de/10002515537

Aggregation, persistence and volatility in a macromodel

Abadir, Karim Maher; Talmain, Gabriel - 2001

Persistent link: https://www.econbiz.de/10001600200

Aggregation and persistence in a macromodel

Abadir, Karim Maher; Talmain, Gabriel - 1999

Persistent link: https://www.econbiz.de/10001462894

Distilling co-movements from persistent macro and financial series

Abadir, Karim Maher (contributor); … - 2005

We provide a methodology to disentangle the long-run relation between variables from their own dynamics. Macroeconomic and aggregate financial series have a high degree of inertia. If this persistence is not properly accounted for, spurious correlations will give rise to paradoxes. Our procedure...

Persistent link: https://www.econbiz.de/10003116747