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A note on low-dimensional Kalman smoothers for systems with lagged states in the measurement equation

Kurz, Malte S. - In: Economics letters 168 (2018), pp. 42-45

Persistent link: https://www.econbiz.de/10012016692

Detection of lead-lag relationships using both time domain and time-frequency domain : an application to wealth-to-income ratio

Skoura, Angeliki - In: Economies : open access journal 7 (2019) 2/28, pp. 1-27

The objective of this paper is the joint application of two different methodological concepts for the detection of lead-lag relationships in economic time-series in order to investigate their consistency and their potential complementarity. The first methodology, a time domain analysis based on...

Persistent link: https://www.econbiz.de/10012021697

Augmented half-life estimation based on high-frequency data

Huang, Mao-Lung; Liao, Shu-Yi; Lin, Kuo-Chin - In: Journal of forecasting 34 (2015) 7, pp. 523-532

Persistent link: https://www.econbiz.de/10011390442

An autoregressive and distributed lag model approach to inflation in Nigeria

Iheonu, Chimere Okechukwu; Ihedimma, Godfrey Ikechukwu; … - In: Academic journal of economic studies 3 (2017) 1, pp. 73-80

Persistent link: https://www.econbiz.de/10011610403

Is gold a hedge against inflation? : new evidence from a nonlinear ARDL approach

Hoang, Thi Hong Van; Lahiani, Amine; Heller, David - In: Economic modelling 54 (2016), pp. 54-66

Persistent link: https://www.econbiz.de/10011641377

The performance of lag selection and detrending methods for HEGY seasonal unit root tests

Barrio Castro, Tomás del; Osborn, Denise R.; Taylor, Robert - In: Econometric reviews 35 (2016) 1/4, pp. 122-168

Persistent link: https://www.econbiz.de/10011549897

Understanding the dynamics of the macroeconomic trilemma

Hosny, Amr; Kishor, N. Kundan; Bahmani-Oskooee, Mohsen - In: International review of applied economics 29 (2015) 1, pp. 32-64

Persistent link: https://www.econbiz.de/10010533062

An introduction to time-varying lag autoregression

Franses, Philip Hans - 2020

Persistent link: https://www.econbiz.de/10012216295

Auto-regressive Distributed Lag Model for long-run US household debt determinants

Swanepoel, Ezelda - In: Investment management and financial innovations 16 (2019) 3, pp. 40-48

Persistent link: https://www.econbiz.de/10012159343

Stock prices and ZAR/USD exchange rates : a quantile autoregressive distributed lag approach

Hsu, Tzu-Kuang - In: The empirical economics letters : a monthly … 17 (2018) 10, pp. 1195-1202

Persistent link: https://www.econbiz.de/10012006802