Narrow search
Showing 1 - 10 of 13,083
Cover Image
Comparing dynamic equilibrium economies to data
Fernández-Villaverde, Jesús; Rubio-Ramírez, Juan … - 2001
Persistent link: https://www.econbiz.de/10001630682
Cover Image
Essays on the large dimensional approximate dynamic factor model
Schmid, Frank - 2009
Persistent link: https://www.econbiz.de/10013436419
Cover Image
Business fluctuations : forecasting techniques and applications
Bails, Dale G.; Peppers, Larry C. - 1982
Persistent link: https://www.econbiz.de/10000051256
Cover Image
Radici, unitarie e persistenza : l'analisi univariata delle fluttuazioni economiche
Pistoresi, Barbara - In: Rivista di politica economica 87 (1997) 2, pp. 111-152
Persistent link: https://www.econbiz.de/10001222481
Cover Image
Further evidence on the great crash, the oil-price shock, and the unit-root hypothesis
Zivot, Eric - In: Journal of business & economic statistics : JBES ; a … 10 (1992) 3, pp. 251-270
Persistent link: https://www.econbiz.de/10001126539
Cover Image
The great crash, the oil price shock, and the unit root hypothesis
Perron, Pierre - In: Econometrica : journal of the Econometric Society, an … 57 (1989) 6, pp. 1361-1401
Persistent link: https://www.econbiz.de/10001078849
Cover Image
Unit-root tests and the statistical pitfalls of seasonal adjustment : the case of US postwar real gross national product
Ghysels, Eric - In: Journal of business & economic statistics : JBES ; a … 8 (1990) 2, pp. 145-152
Persistent link: https://www.econbiz.de/10001086822
Cover Image
Inference based on SVARs identified with sign and zero restrictions : theory and applications
Arias, Jonas E.; Rubio-Ramírez, Juan Francisco; … - 2014
of these techniques does not respect the agnosticism of the theory. These algorithms impose additional sign restrictions … agnosticism of the theory. Without the additional restrictions, it is hard to support the claim that either optimism shocks are an …
Persistent link: https://www.econbiz.de/10010240068
Cover Image
Inference based on SVARs identified with sign and zero restrictions : theory and applications
Arias, Jonas E.; Rubio-Ramírez, Juan Francisco; … - 2014
Persistent link: https://www.econbiz.de/10010376936
Cover Image
Likelihood-based inference for weak exogeneity in I(2) cointegrated VAR models
Kurita, Takamitsu - In: Econometric reviews 31 (2012) 1/3, pp. 325-360
Persistent link: https://www.econbiz.de/10009515956