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institution:"European University Institute / Department of Economics"
~institution:"Federal Reserve Bank of Chicago"
~institution:"Umeå universitet"
~source:"repec"
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Search: subject_exact:"Time series analysis"
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Time-series analysis
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Watson, Mark W.
4
DeGennaro, Ramon P.
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Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
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Working Paper Series, Macroeconomic Issues
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RePEc
ECONIS (ZBW)
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Evidence on structural instability in macroeconomic times series relations
Stock, James H.
;
Watson, Mark W.
-
Federal Reserve Bank of Chicago
-
1994
Persistent link: https://www.econbiz.de/10005724340
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2
Vector autoregressions and cointegration
Watson, Mark W.
-
Federal Reserve Bank of Chicago
-
1993
Persistent link: https://www.econbiz.de/10005515116
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3
Testing for cointegration when some of the cointegrating vectors are known
Horvath, Michael T.K.
;
Watson, Mark W.
-
Federal Reserve Bank of Chicago
-
1993
Persistent link: https://www.econbiz.de/10005410945
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4
Measures of fit for calibrated models
Watson, Mark W.
-
Federal Reserve Bank of Chicago
-
1991
Persistent link: https://www.econbiz.de/10005519118
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5
Sticky prices: new evidence from retail catalogs
Kashyap, Anil K.
-
Federal Reserve Bank of Chicago
-
1991
Persistent link: https://www.econbiz.de/10005724374
Saved in:
6
Variability and stationarity of term premia
DeGennaro, Ramon P.
;
Moser, James T.
-
Federal Reserve Bank of Chicago
-
1989
Persistent link: https://www.econbiz.de/10005724787
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