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Predictable recoveries

Cai, Xiaoming; Den Haan, Wouter J.; Pinder, Jonathan - 2015

Persistent link: https://www.econbiz.de/10012171647

Trend-cycle decompositions of real GDP revisited : classical and Bayesian perspectives on an unsolved puzzle

Kim, Chang-jin; Kim, Jaeho - In: Macroeconomic dynamics 26 (2022) 2, pp. 394-418

Persistent link: https://www.econbiz.de/10013166386

Public debt and macroeconomic activity : a predictive analysis for advanced economies

Baglan, Deniz; Yoldas, Emre - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 20 (2016) 3, pp. 301-324

Persistent link: https://www.econbiz.de/10011507537

Performance of periodic time series models in forecasting

Herwartz, Helmut - In: Empirical economics : a journal of the Institute for … 24 (1999) 2, pp. 271-301

Persistent link: https://www.econbiz.de/10001388900

Threshold models in time series analysis : some reflections

Tong, Howell - In: Journal of econometrics 189 (2015) 2, pp. 485-491

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Generalized forecast averaging in autoregressions with a near unit root

Kejriwal, Mohitosh; Yu, Xuewen - 2019

Persistent link: https://www.econbiz.de/10012139722

Use of unit root methods in early warning of financial crises

Virtanen, Timo; Tölö, Eero; Virén, Matti E. E.; … - 2017

In several recent studies unit root methods have been used in detection of financial bubbles in asset prices. The basic idea is that fundamental changes in the autocorrelation structure of relevant time series imply the presence of a rational price bubble. We provide cross-country evidence for...