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What do private agents believe about the time series properties of GNP?
Rudin, Jeremy R. - 1990
Persistent link: https://www.econbiz.de/10000129472
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An application of the stochastic garch in mean model to risk premia in the London metal exchange
Hall, Stephen G. - 1990
Persistent link: https://www.econbiz.de/10000130882
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The long-term behavior of commodity prices
Ardeni, Pier G.; Wright, Brian - 1990
Persistent link: https://www.econbiz.de/10000131335
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Do steel prices move together? : a cointegration test
Qian, Ying - 1990
Persistent link: https://www.econbiz.de/10000131414
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Two model-based alternative trading day adjustment procedures for the X11-ARIMA seasonal adjustment method
Schell, Arno - 1990
Persistent link: https://www.econbiz.de/10000132789
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Cointegration in a macro-economic system
Kunst, Robert; Neusser, Klaus - 1988
Persistent link: https://www.econbiz.de/10000133223
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A synopsis of the smoothing formulae associated with the Dalman [Kalman] filter
Merkus, H. R.; Vos, A. F. de; Pollock, David Stephen G. - 1991
Persistent link: https://www.econbiz.de/10000133912
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Testing growth theories : time series evidence
Gundlach, Erich - 1992
Persistent link: https://www.econbiz.de/10000134862
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Bankruptcies and aggregate economic fluctuations
Starck, Christian; Virén, Matti - 1992
Persistent link: https://www.econbiz.de/10000136073
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Interpreting the macroeconomic time series facts : the effects of monetary policy
Sims, Christopher A. - 1992
Persistent link: https://www.econbiz.de/10000136389