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Methods for computing marginal data densities from the Gibbs output

Fuentes-Albero, Cristina; Melosi, Leonardo - In: Journal of econometrics 175 (2013) 2, pp. 132-141

Persistent link: https://www.econbiz.de/10009764419

Time-spectral density and wavelets approaches : comparative study ; applications to SP500 returns and US GDP

Ahamada, Ibrahim; Jolivaldt, Philippe - In: Economic modelling 31 (2013), pp. 460-466

Persistent link: https://www.econbiz.de/10009730816

Estimation and testing for varying coefficients in additive models with marginal integration

Yang, Lijian; Härdle, Wolfgang; Park, Byeong U. - 2002

We propose marginal integration estimation and testing methods for the coefficients of varying coefficient multivariate regression model. Asymptotic distribution theory is developed for the estimation method which enjoys the same rate of convergence as univariate function estimation. For the...

Persistent link: https://www.econbiz.de/10009627286

Forecasting recessions in real time

Aastveit, Knut Are; Jore, Anne Sofie; Ravazzolo, Francesco - 2014

Persistent link: https://www.econbiz.de/10010250441

Volatility modeling of real Gdp growth rates in South Africa

Sigauke, Caston - In: Economics, management and financial markets 8 (2013) 2, pp. 81-84

Persistent link: https://www.econbiz.de/10011542998

Extremal dependence in international output growth : tales from the tails

Carvalho, Miguel de; Rua, António - In: Oxford bulletin of economics and statistics 76 (2014) 4, pp. 605-620

Persistent link: https://www.econbiz.de/10010474878

Constructing a conditional GDP fan chart with an application to French business survey data

Cornec, Matthieu - In: Journal of business cycle measurement and analysis : a … (2013) 2, pp. 109-127

Persistent link: https://www.econbiz.de/10010418848

The factor-shares cycle and its relation to the business cycle

Jackson, William A. - In: Business cycles in economics : types, challenges and …, (pp. 11-25). 2014

Persistent link: https://www.econbiz.de/10010421816

The evolution of the business cycles and growth rates distributions

Bottazzi, Giulio; Dueñas, Marco - 2012

This paper performs an empirical analysis of the international cross sectional distribution of gross domestic product (GDP) growth rates and business cycles. We consider a balanced panel of 91 countries in the period 1960-2010 and two different measures of GDP fluctuations: the logarithmic...

Persistent link: https://www.econbiz.de/10009673285

Chinese per capita income distribution, 1992 - 2007 : a regional perspective

Villaverde, José; Maza, Adolfo - In: Asian economic journal : journal of the East Asian … 26 (2012) 4, pp. 313-331

Persistent link: https://www.econbiz.de/10009680517