Narrow search
Showing 1 - 10 of 1,617
Cover Image
On the seasonality of vector autoregression residuals
Burbidge, John B.; Magee, L.; Veall, Michael R. - In: Economics letters 18 (1985) 2/3, pp. 137-141
Persistent link: https://www.econbiz.de/10001966160
Cover Image
Identification of seasonal effects in impulse responses using score-driven multivariate location models
Blazsek, Szabolcs; Escribano, Álvaro; Licht, Adrian - In: Journal of econometric methods 10 (2021) 1, pp. 53-66
Persistent link: https://www.econbiz.de/10012437812
Cover Image
Seasonality detection in small samples using score-driven nonlinear multivariate dynamic location models
Blazsek, Szabolcs; Escribano, Álvaro; Licht, Adrian - 2018
Persistent link: https://www.econbiz.de/10011914526
Cover Image
Seasonal quasi-vector autoregressive models with an application to crude oil production and economic activity in the United States and Canada
Blazsek, Szabolcs; Escribano, Álvaro; Licht, Adrian - 2018
Persistent link: https://www.econbiz.de/10011914528
Cover Image
Long monthly temperature series and the Vector Seasonal Shifting Mean and Covariance Autoregressive model
He, Changli; Kang, Jian; Teräsvirta, Timo; Zhang, Shuhua - 2019
Persistent link: https://www.econbiz.de/10012316885
Cover Image
Seasonal quasi-vector autoregressive models for macroeconomic data
Blazsek, Szabolcs; Escribano, Álvaro; Licht, Adrian - 2018
Persistent link: https://www.econbiz.de/10011799946
Cover Image
Long monthly temperature series and the Vector Seasonal Shifting Mean and Covariance Autoregressive model
He, Changli; Kang, Jian; Silvennoinen, Annastiina; … - In: Journal of econometrics 239 (2024) 1, pp. 1-17
Persistent link: https://www.econbiz.de/10015073960
Cover Image
Transmission effects in the presence of structural breaks : evidence from South-Eastern European countries
Kukuritakēs, Minōas; Papadopoulos, Athanasios P.; … - In: Economic modelling 41 (2014), pp. 298-311
Persistent link: https://www.econbiz.de/10010439150
Cover Image
Time-series evidence for Balassa's export-led growth hypothesis
Hatemi-J, Abdulnasser; Irandoust, Manuchehr - In: The journal of international trade & economic development 9 (2000) 3, pp. 355-365
Persistent link: https://www.econbiz.de/10001510796
Cover Image
Macroeconomic and credit forecasts during the Greek crisis using Bayesian VARs
Louzis, Dimitrios P. - In: Empirical economics : a journal of the Institute for … 53 (2017) 2, pp. 569-598
Persistent link: https://www.econbiz.de/10012019346