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BVARTEC - Bayesian vector auto-regressions with time varying error-covariances

Uhlig, Harald - 1992 - Rev

Persistent link: https://www.econbiz.de/10000844109

Solving nonlinear stochastic growth models : a comparison of alternative solution methods

Taylor, James B. - 1989

Persistent link: https://www.econbiz.de/10000777144

Reasonable extreme bounds analysis

Granger, C. W. J.; Uhlig, Harald - 1988

Persistent link: https://www.econbiz.de/10000763658

On adjusting the HP-filter for the frequency of observations

Ravn, Morten O.; Uhlig, Harald - 1997

Persistent link: https://www.econbiz.de/10000962183

Unit roots in white noise

Onatski, Alexei; Uhlig, Harald - In: Econometric theory 28 (2012) 3, pp. 485-508

Persistent link: https://www.econbiz.de/10009545839

On adjusting the HP-filter for the frequency of observations

Ravn, Morten O.; Uhlig, Harald - 2001

This paper studies how the HP-Filter should be adjusted, when changing the frequency of observations. It complements the results of Baxter and King (1999) with an analytical analysis, demonstrating that the filter parameter should be adjusted by multiplying it with the fourth power of the...

Persistent link: https://www.econbiz.de/10011398796