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CHARACTERIZATION OF THE TIME IRREVERSIBILITY OF ECONOMIC TIME SERIES: ESTIMATORS AND TEST STATISTICS

Ramsey, James B.; Rothman, Philip - C.V. Starr Center for Applied Economics, Department of … - 1988

Persistent link: https://www.econbiz.de/10005264398

FREQUENCY-DOMAIN TEST OF TIME REVERSIBILITY

Hinich, Melvin J.; Rothman, Philip - In: Macroeconomic Dynamics 2 (1998) 01, pp. 72-88

Persistent link: https://www.econbiz.de/10005264875

An Examination of the Asymmetric Effects of Money Supply Shocks in the Pre-World War I and Interwar Periods

Parker, Randall E.; Rothman, Philip - In: Economic inquiry : journal of the Western Economic … 42 (2004) 1, pp. 88-100

Persistent link: https://www.econbiz.de/10006249875

Forecasting Asymmetric Unemployment Rates

Rothman, Philip - In: The review of economics and statistics 80 (1998) 1, pp. 164-168

Persistent link: https://www.econbiz.de/10007360484

A reappraisal of parity reversion for UK real exchange rates

Crato, Nuno; Rothman, Philip - In: Applied Economics Letters 1 (1994) 9, pp. 139-141

We apply a new approach to test the long-run purchasing power parity theory of real exchange rate movements for the UK. The question of whether real exchange rates have a unit root or are mean reverting is set in the more general framework of fractionally differenced time-series models. Our...

Persistent link: https://www.econbiz.de/10009277413

BOOK REVIEWS - Forecasting Non-Stationary Economic Time Series

Clements, Michael P.; Hendry, David F.; Rothman, Philip - In: Journal of economic literature 39 (2001) 2, pp. 570-571

Persistent link: https://www.econbiz.de/10006832205

Time Irreversibility and Business Cycle Asymmetry

Ramsey, James B.; Rothman, Philip - In: Journal of money, credit and banking : JMCB 28 (1996) 1, pp. 1-21

Persistent link: https://www.econbiz.de/10006677066

Comment on "Nonlinear Monetary Dynamics" by DeCoster and Mitchell

Ramsey, James B.; Rothman, Philip - In: Journal of business & economic statistics : JBES ; a … 12 (1994) 1, pp. 135

Persistent link: https://www.econbiz.de/10008224454

More Uncertainty about the Unit Root in U.S. Real GNP

Rothman, Philip - In: Journal of macroeconomics 19 (1997) 4, pp. 771-780

Persistent link: https://www.econbiz.de/10007699613

Out-of-sample forecasting of unemployment rates with pooled STVECM forecasts

Milas, Costas; Rothman, Philip - In: International journal of forecasting 24 (2008) 1, pp. 101-121

Persistent link: https://www.econbiz.de/10007911038