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A study cointegration procedures with an application to money demand in Peru
Ghezzi, Piero; Zanforlin, Luisa - 1991
Persistent link: https://www.econbiz.de/10000830044
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The demand for money during the German hyperinflation : a recursive stability analysis
Dufour, Jean-Marie - 1982
Persistent link: https://www.econbiz.de/10000809014
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Modelling interest rate dynamics in a corridor with jump processes
Honoré, Peter - 1997
Persistent link: https://www.econbiz.de/10000975514
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Testing under non-standard conditions in frequency domain : with applications to Markov regime switching models of exchange rates and the Federal Funds rate
Gong, Frank Fangxiong; Mariano, Roberto S. - 1997
Persistent link: https://www.econbiz.de/10000982524
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Simulation-based estimation of models with lagged latent variables
Laroque, Guy; Salanié, Bernard - 1993
Persistent link: https://www.econbiz.de/10000856406
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Rational random walks
Chiappori, Pierre-André; Guesnerie, Roger - 1993
Persistent link: https://www.econbiz.de/10000860633
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VAR models and short term forecasting
Doz, Catherine; Malgrange, Pierre - 1993 - Rev.
Persistent link: https://www.econbiz.de/10000869960
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Starting values in estimation of cointegrating vectors with restrictions
Lyhagen, Johan; Forsberg, Lars - 1999
Persistent link: https://www.econbiz.de/10000168497
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A structural cointegration VAR approach to macroeconometric modelling
Garratt, Anthony (contributor) - 1998
Persistent link: https://www.econbiz.de/10001350669
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Forecast uncertainties in macroeconometric modelling : an application to the UK economy
Garratt, Anthony (contributor) - 2000
Persistent link: https://www.econbiz.de/10001480588