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Is lead-lag stronger under bad news? : Evidence from a complementary test
Jokivuolle, Esa; Lanne, Markku - 1997
Persistent link: https://www.econbiz.de/10000963925
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Testing nonlinear dynamics, long memory and chaotic behaviour with macroeconomic data
Takala, Kari; Virén, Matti E. E. - 1995
Persistent link: https://www.econbiz.de/10000907518
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The time-varying NAIRU and potential output in Finland
Rasi, Chris-Marie; Viikari, Jan-Markus - 1998
Persistent link: https://www.econbiz.de/10000984583
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Common stochastic trends in a system of spot exchange rates
Launonen, Simo - 1997
Persistent link: https://www.econbiz.de/10000986331
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Testing nonlinear dynamics, long memory and chaotic behaviour with macroeconomic data
Takala, Kari; Virén, Matti E. E. - 1995
Persistent link: https://www.econbiz.de/10000917742
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Probit based time series models in recession forecasting : a survey with an empirical illustration for Finland
Nissilä, Wilma - 2020
sophisticated models outper-form the basic static probit model in various studies. An empirical analysis made for Finland …
Persistent link: https://www.econbiz.de/10012271706
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Outlier Detection in Cointegration Analysis
Franses, Philip Hans; Lucas, Andre - 2014
uses outlier robust estimation techniques to reduce the impact of these events on cointegration analysis. As a byproduct of …
Persistent link: https://www.econbiz.de/10014088271
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Money demand, expectations, and the forward-looking model : a comment
Engsted, Tom; Haldrup, Niels - 1993
Persistent link: https://www.econbiz.de/10000879587
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An alternate method of estimating the Cagan money demand function in hyperinflation under rational expectations
Goodfriend, Marvin - 1979
Persistent link: https://www.econbiz.de/10000691960
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Permanent income, inflation expectations and money demand function in Nigeria
Arize, Augustine Chuck - In: The Indian journal of economics 65 (1985) 258, pp. 289-305
Persistent link: https://www.econbiz.de/10001007632