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Forecasting inflation and economic growth of Pakistan by using two time series methods

Sultana, Kishwer; Rahim, Adila; Moin, Nighat; Aman, Sajida - In: International journal of business and economics … 2 (2013) 6, pp. 174-178

Persistent link: https://www.econbiz.de/10010341579

The asymmetry and fractional integration of the unemployment rate in Albania

Shalari, Ornela; Laho, Emmelinda; Gumeni, Anita - In: International journal of economic policy in emerging … 8 (2015) 3, pp. 229-244

Persistent link: https://www.econbiz.de/10011506047

Multivariate trend-cycle extraction with the Hodrick-Prescott filter

Poloni, Federico; Sbrana, Giacomo - In: Macroeconomic dynamics 21 (2017) 6, pp. 1336-1360

Persistent link: https://www.econbiz.de/10011805476

Higher order moemnts of Markov switching varma models

Cavicchioli, Maddalena - In: Econometric theory 33 (2017) 6, pp. 1502-1515

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The financial cycles in four East Asian economies

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Fractional integration and business cycle features

Candelon, Bertrand; Gil-Alaña, Luis A. - 2001

We show in this article that fractionally integrated univariate models for GDP may lead to a better replication of business cycle characteristics. We firstly show that the business cycle features are clearly affected by the degree of integration as well as by the other short run components of...

Persistent link: https://www.econbiz.de/10009614295