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A flexible mixed-frequency vector autoregression with a steady-state prior
Ankargren, Sebastian; Unosson, Måns; Yang, Yukai - In: Journal of time series econometrics 12 (2020) 2, pp. 1-41
Persistent link: https://www.econbiz.de/10012300798
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Rational random walks
Chiappori, Pierre-André; Guesnerie, Roger - 1993
Persistent link: https://www.econbiz.de/10000860633
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The quantitative significance of the Lucas critique
Miller, Preston J.; Roberds, William - 1987
Persistent link: https://www.econbiz.de/10000723225
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Time series modeling in economics : November 1987
Kunst, Robert M. (ed.); Brandner, Peter (contributor) - 1988
Persistent link: https://www.econbiz.de/10000804210
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Cointegration in a macro-economic system
Kunst, Robert M. - 1988
Persistent link: https://www.econbiz.de/10000806742
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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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La méthode de désaisonnalisation X-11-ARIMA
Vera-Mendez, Alberto; Nicolas, Pierre - 1987
Persistent link: https://www.econbiz.de/10000755842
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A time series analysis of seasonality in econometric models with an application to a monetary model
Plosser, Charles I. - 1976
Persistent link: https://www.econbiz.de/10000596814
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Business cycle fluctuations in US macroeconomic time series
Stock, James H.; Watson, Mark W. - 1998
Persistent link: https://www.econbiz.de/10000663354
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The use of ARIMA models in seasonal adjustment : a comparative study of Census X-11, X-11 ARIMA and Burman's signal extraction method
Butter, Frank A. G. den; Coenen, R. L.; Gevel, F. J. van de - 1985
Persistent link: https://www.econbiz.de/10000701355