Narrow search
Showing 1 - 10 of 7,416
Cover Image
Identifying shocks to business cycles with asynchronous propagation
Trenkler, Carsten; Weber, Enzo - In: Empirical economics : a journal of the Institute for … 58 (2020) 4, pp. 1815-1836
Persistent link: https://www.econbiz.de/10012219716
Cover Image
Inference for local distributions at high sampling frequencies : a bootstrap approach
Hounyo, Ulrich; Varneskov, Rasmus Tangsgaard - In: Journal of econometrics 215 (2020) 1, pp. 1-34
Persistent link: https://www.econbiz.de/10012439150
Cover Image
Robust inference for non-Gaussian SVAR models
Hoesch, Lukas; Lee, Adam; Mesters, Geert - 2022
identification robust methods to assess estimation uncertainty when using non-Gaussianity for identification. …
Persistent link: https://www.econbiz.de/10013417421
Cover Image
Robust inference for non-Gaussian SVAR models
Hoesch, Lukas; Lee, Adam; Mesters, Geert - 2022
Persistent link: https://www.econbiz.de/10014307413
Cover Image
Robust inference for non-Gaussian SVAR models
Hoesch, Lukas; Lee, Adam; Mesters, Geert - 2022
Persistent link: https://www.econbiz.de/10014226606
Cover Image
High-dimensional granger causality tests with an application to VIX and news
Babii, Andrii; Ghysels, Eric; Striaukas, Jonas - In: Journal of financial econometrics 22 (2024) 3, pp. 605-635
Persistent link: https://www.econbiz.de/10015045166
Cover Image
Prognosefehler eines realen Konjunkturmodells für die Schweiz
Niepelt, Dirk - 1997
Persistent link: https://www.econbiz.de/10000965888
Cover Image
Wagr test to Zyskind-Martin models
Kotz, Samuel; Balakrishnan, Narayanaswamy; Read, Campbell B. - 2006 - 2. ed.
Persistent link: https://www.econbiz.de/10003231813
Cover Image
The fiscal arithmetic of a slowdown in trend growth
Kulish, Mariano; Yamout, Nadine - In: European economic review : EER 168 (2024), pp. 1-26
Persistent link: https://www.econbiz.de/10015076453