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Money does Granger-cause output in the bivariate money-output relation

Christiano, Lawrence J. - In: Journal of monetary economics 22 (1988), pp. 217-235

Persistent link: https://www.econbiz.de/10001051190

Money does Granger-cause output in the bivariate output-money relation

Christiano, Lawrence J.; Ljungqvist, Lars - 1987

Persistent link: https://www.econbiz.de/10000734280

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

Uhlig, Harald - 1992 - Rev

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On adjusting the HP-filter for the frequency of observations

Ravn, Morten O.; Uhlig, Harald - 1997

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

Reasonable extreme bounds analysis

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

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

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

Taylor, James B. - 1989

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

Understanding unit rooters : a helicopter tour

Sims, Christopher A. - In: Econometrica : journal of the Econometric Society, an … 59 (1991) 6, pp. 1591-1599

Persistent link: https://www.econbiz.de/10001115937

Bayesian vector autoregressions with stochastic volatility

Uhlig, Harald - In: Econometrica : journal of the Econometric Society, an … 65 (1997) 1, pp. 59-73

Persistent link: https://www.econbiz.de/10001217067

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

Bayesian estimation of a dynamic stochastic general equilibrium model with asset prices

Kliem, Martin; Uhlig, Harald - In: Quantitative economics : QE ; journal of the … 7 (2016) 1, pp. 257-287

Persistent link: https://www.econbiz.de/10011576908