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The long-run Fisher effect : can it be tested?

Jensen, Mark J. - In: Journal of money, credit and banking : JMCB 41 (2009) 1, pp. 221-231

Persistent link: https://www.econbiz.de/10003807638

An alternative maximum likelihood estimator of long-memory processes using compactly supported wavelets

Jensen, Mark J. - In: Journal of economic dynamics & control 24 (2000) 3, pp. 361-387

Persistent link: https://www.econbiz.de/10001433033

Revisiting the flexibility and regularity properties of the asymptotically ideal production model

Jensen, Mark J. - In: Econometric reviews 16 (1997) 2, pp. 179-203

Persistent link: https://www.econbiz.de/10001220186

Using wavelets to obtain a consistent ordinary least squares estimator of the long-memory parameter

Jensen, Mark J. - In: Journal of forecasting 18 (1999) 1, pp. 17-32

Persistent link: https://www.econbiz.de/10001363641

An approximate wavelet MLE of short- and long-memory parameters

Jensen, Mark J. (contributor) - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 3 (1998) 4, pp. 239-253

Persistent link: https://www.econbiz.de/10001769725

Robust estimation of nonstationary, fractionally integrated, autoregressive, stochastic volatility

Jensen, Mark J. - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 20 (2016) 4, pp. 455-475

Persistent link: https://www.econbiz.de/10011649139

A comment on De Grauwe's, "The legacy of the Eurozone crisis and how to overcome it"

Jensen, Mark J. - In: Journal of empirical finance 39 (2016), pp. 166-168

Persistent link: https://www.econbiz.de/10011663816

An approximate wavelet MLE of short- and long-memory parameters

Jensen, Mark J. - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 3 (1998) 4, pp. 239-253

Persistent link: https://www.econbiz.de/10009949730

An Approximate Wavelet MLE of Short- and Long-Memory Parameters

Jensen, Mark J. - In: Studies in Nonlinear Dynamics & Econometrics 3 (1999) 4

By design a wavelet's strength rests in its ability to localize a process simultaneously in time-scalespace. The wavelet's ability to localize a time series in time-scale space directly leads to the computationalefficiency of the wavelet representation of a N £ N matrix operator by allowing the...

Persistent link: https://www.econbiz.de/10014620822

Do long swings in the business cycle lead to strong persistence in output?

Jensen, Mark J.; Liu, Ming - In: Journal of monetary economics 53 (2006) 3, pp. 597-611

Persistent link: https://www.econbiz.de/10003317347