Narrow search
Showing 1 - 10 of 10,476
Cover Image
A multivariate long-memory model with structural breaks
Caporale, Guglielmo Maria (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003428263
Cover Image
Emerging market business cycles revisited : learning about the trend
Boz, Emine; Daude, Christian; Durdu, Ceyhun Bora - 2008
Persistent link: https://www.econbiz.de/10003997779
Cover Image
A multivariate long-memory model with structural breaks
Caporale, Guglielmo Maria (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003496720
Cover Image
Emerging market business cycles revisited : learning about the trend
Boz, Emine; Daude, Christian; Durdu, C. Bora - 2011
transitory components of TFP shocks and learn about those components using the Kalman filter. Calibrated to Mexico, the model …, our estimation for Mexico and Canada suggests more severe informational frictions in emerging markets than in developed …
Persistent link: https://www.econbiz.de/10008988424
Cover Image
Regional output growth and the impact of macroeconomic shocks in Mexico
Shepherd, David; Muñoz Torres, Rebeca I.; Mendoza … - In: International review of applied economics 28 (2014) 3, pp. 292-309
Persistent link: https://www.econbiz.de/10010355444
Cover Image
A Multivariate Long-Memory Model with Structural Breaks
Caporale, Guglielmo Maria; Gil-Alana, Luis A. - 2021
, employment and GDP in both the US and Mexico. For the subsample preceding the break our findings are similar to those of earlier … parameters being higher than 1 in the case of Mexico …
Persistent link: https://www.econbiz.de/10013317169
Cover Image
The impact of the output gap on the unemployment rate : evidence from Mexico, 1987q1-2018q4
Garcìa-Ramos, Manuel - In: Ecos de economía 23 (2019) 48, pp. 4-15
Persistent link: https://www.econbiz.de/10012212316
Cover Image
Emerging Market Business Cycles Revisited : Learning About the Trend
Boz, Emine; Daude, Christian; Durdu, Ceyhun Bora - 2008
"permanent-like" effects in response to transitory shocks. The imperfect information model calibrated to Mexico predicts a higher …
Persistent link: https://www.econbiz.de/10014218680
Cover Image
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
Cover Image
Detecting unemployment hysteresis : a simultaneous unobserved components model with Markov switching
Klinger, Sabine; Weber, Enzo - 2015
Wir konstruieren ein neues Modell unbeobachteter Komponenten mit Markov-Switching zur Analyse von Hysterese-Effekten, also der Verfestigung ursprünglich zyklischer Fluktuationen. Das Modell kombiniert die Bestandteile einer Trend-Zyklus Zerlegung, der Identifikation von gegenseitigen...
Persistent link: https://www.econbiz.de/10011372431