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Unobserved components in economic time series
Maravall Herrero, Agustín - 1996
Persistent link: https://www.econbiz.de/10000931866
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Peut-on exploiter le lien statistique entre cours et volumes? : Le cas de quatre bourses de valeurs
Chauveau, Thierry - 1997
Persistent link: https://www.econbiz.de/10000962614
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Decomposition of feedback between time series in a bivariate error-correction model
Koo, Jahyeong; Johnson, Paul A. - 1997
Persistent link: https://www.econbiz.de/10000982767
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The behavior of the real exchange rate : a re-examination using finite sample approach
Kuo, Biing-shen; Mikkola, Anne - 1997
Persistent link: https://www.econbiz.de/10000968561
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Monetäre Modelle der Wechselkurserklärung
Dreger, Christian - 1996
Persistent link: https://www.econbiz.de/10000923735
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A time-series test of rational expectations macromodel : an application of the ARCH process
Jeong, Kuk-hwan - 1987
Persistent link: https://www.econbiz.de/10000779382
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Stochastic seasonality and daily financial time series
Andrade, Isabel C. (contributor) - 1996
Persistent link: https://www.econbiz.de/10000563148
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Are apparent findings of nonlinearity due to structural instability in economic time series?
Koop, Gary; Potter, Simon M. - 1999
Persistent link: https://www.econbiz.de/10001398335
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Interpreting the macroeconomic time series facts : the effects of monetary policy
Sims, Christopher A. - In: European economic review : EER 36 (1992) 5, pp. 975-1000
Persistent link: https://www.econbiz.de/10001330175