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Variability of dynamic correlation : the evidence of sector-specific shocks in V4 countries
Poměnková, Jitka; Kapounek, Svatopluk; Maršálek, Roman - In: Prague economic papers : a bimonthly journal of … 23 (2014) 3, pp. 371-387
Persistent link: https://www.econbiz.de/10011285620
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Performance comparison of modified HP filter, wavelet analysis, and empirical mode decomposition for smoothing macroeconomic time series
Iqbal, Javed; Hanif, Muhammad Nadim - 2017
Persistent link: https://www.econbiz.de/10011623347
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Multiple filtering devices for the estimation of cyclical DSGE model
Canova, Fabio; Ferroni, Filippo - In: Quantitative economics : QE ; journal of the … 2 (2011) 1, pp. 73-98
We propose a method to estimate time invariant cyclical dynamic stochastic general equilibrium models using the information provided by a variety of filters. We treat data filtered with alternative procedures as contaminated proxies of the relevant model-based quantities and estimate structural...
Persistent link: https://www.econbiz.de/10011755937
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Trimmed Whittle estimation of the SVAR vs. filtering low-frequency fluctuations : applications to technology shocks
Lovcha, Yuliya; Perez-Laborda, Alejandro - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 24 (2020) 1, pp. 1-18
Persistent link: https://www.econbiz.de/10012198499
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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
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State-dependent local projections
Gonçalves, Sílvia; Herrera, Ana María; Kilian, Lutz; … - 2023
Persistent link: https://www.econbiz.de/10014311197
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Cointegration and the long-run money demand function in high inflation countries
Choudhry, Taufiq - 1992
Persistent link: https://www.econbiz.de/10000863230
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Is foreign direct investment beneficial for Mexico? : a co-integration analysis, 1958 - 2010
Ramírez, Miguel D. - In: Journal of emerging markets 18 (2013) 3, pp. 36-59
Persistent link: https://www.econbiz.de/10010519778
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High inflation rates and the long-run money demand function : evidence from cointegration tests
Choudhry, Taufiq - In: Journal of macroeconomics 17 (1995) 1, pp. 77-91
Persistent link: https://www.econbiz.de/10001179436
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Government spending and the exchange rate : exploring this relationship in Mexico using a cointegrated system of equations
Cruz Blanco, Moritz Alberto; Sánchez Vargas, Armando - In: Review of development economics : an essential resource … 26 (2022) 1, pp. 587-605
Persistent link: https://www.econbiz.de/10012814148