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GARCH Models with Long Memory and Nonparametric Specifications

Conrad, Christian - 2006

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Drivers and frictions of workplace accidents : an empirical investigation of cross-country European heterogeneity

Castaldo, Angelo; Germani, Anna Rita; Marrocco, Alessia; … - 2022

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The time for austerity : estimating the average treatment effect of fiscal policy

Jordà, Òscar; Taylor, Alan M. - 2014

rather than the boom. We illustrate our findings with a counterfactual evaluation of the impact of the U.K. government …

Persistent link: https://www.econbiz.de/10010463587

How do you make a time series sing like a choir? : using the Hilbert-Huang transform to extract embedded frequencies from economic or financial time series

Crowley, Patrick M. - 2009

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The multistep Beveridge-Nelson decomposition

Proietti, Tommaso - In: Econometric reviews 35 (2016) 1/4, pp. 373-395

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Model-based business cycle and financial cycle decomposition for Europe and the U.S.

Koopman, Siem Jan; Lit, Rutger; Lucas, André - 2016

We develop a multivariate unobserved components model to extract business cycle and financial cycle indicators from a panel of economic and financial time series of four large developed economies. Our model is flexible and allows for the inclusion of cycle components in different selections of...

Persistent link: https://www.econbiz.de/10011520505