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Real-Time Forecast Density Combinations (Forecasting US GDP Growth Using Mixed-Frequency Data)

Götz, Thomas B.; Hecq, Alain W. J.; Urbain, Jean-Pierre - 2012

Persistent link: https://www.econbiz.de/10009524285

Testing for common cycles in non-stationary VARS with varied frequency data

Götz, Thomas B.; Hecq, Alain W. J.; Urbain, Jean-Pierre - In: VAR models in macroeconomics - new developments and …, (pp. 361-393). 2013

Persistent link: https://www.econbiz.de/10010252319

Labor market dynamics when effort depends on wage growth comparisons

De la Croix, David; Palm, Franz C.; Urbain, Jean-Pierre - In: Empirical economics : a journal of the Institute for … 25 (2000) 3, pp. 393-419

Persistent link: https://www.econbiz.de/10001503296

Testing for common cyclical features in nonstationary panel data models

Hecq, Alain W. J.; Palm, Franz C.; Urbain, Jean-Pierre - 2000

In this paper we extend the concept of serial correlation common features to panel data models. This analysis is motivated both by the need to develop a methodology to systematically study and test for common structures and comovements in panel data with autocorrelation present and by an...