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Testing for spurious causality (with an application to exchange rates)
Renault, Eric - 1994
Persistent link: https://www.econbiz.de/10000901028
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International evidence on food consumption patterns : an update using 2005 international comparison program data
Muhammad, Andrew; Seale, James Lawrence; Meade, Birgit; … - 2011
Persistent link: https://www.econbiz.de/10008987577
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Semi-structural VAR and unobserved components models to estimate finance-neutral output gap
Kátay, Gábor; Kerdelhué, Lisa; Lequien, Matthieu - 2020
The paper assesses the impact of adding information on financial cycles on the output gap estimates for eight advanced economies using two unobserved components models: a reduced form extended Hodrick-Prescott filter, and a standard semi-structural unobserved components model. To complement...
Persistent link: https://www.econbiz.de/10012320331
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Implications of macroeconomic volatility in the Euro area
Hauzenberger, Niko; Böck, Maximilian; Pfarrhofer, Michael - 2018
quantity during estimation. Only a limited number of contributions to the literature estimate uncertainty and its macroeconomic …
Persistent link: https://www.econbiz.de/10011978764
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Endogenous housing risk in an estimated DSGE model of the Euro area
Pataracchia, Beatrice; Raciborski, Rafal; Ratto, Marco; … - 2013
Persistent link: https://www.econbiz.de/10010232442
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Monetary factors influencing GATT negotiations on agriculture
Hiemstra, Stephen W.; Shane, Mathew Donald - 1988
Persistent link: https://www.econbiz.de/10000873527
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Central Bank survey of foreign exchange and derivatives markets activity, 1995
1996
Persistent link: https://www.econbiz.de/10000936342
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Trading patterns, time deformation and stochastic volatility in foreign exchange markets
Ghysels, Eric; Gouriéroux, Christian; Jasiak, Joann - 1996
Persistent link: https://www.econbiz.de/10000952887
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Are migrants really self-selected? : A note on the possibility of strategic remittances
Docquier, Frédéric; Rapoport, Hillel - 1997
Persistent link: https://www.econbiz.de/10000962371