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subject:"Konjunktur"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~subject:"Cointegration"
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Konjunktur
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Economic modelling
69
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
66
Journal of econometrics
63
Applied economics
53
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28
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23
The empirical economics letters : a monthly international journal of economics
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21
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1
Bayesian multivariate Beveridge-Nelson decomposition of I(1) and I(2) series with cointegration
Murasawa, Yasutomo
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
3
,
pp. 387-415
Persistent link: https://www.econbiz.de/10013334834
Saved in:
2
Clean energy consumption and economic growth in China : a time-varying analysis
Bahramian, Pejman
;
Saliminezhad, Andisheh
;
Fethi, Sami
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
3
,
pp. 299-313
Persistent link: https://www.econbiz.de/10014372879
Saved in:
3
Consumption, aggregate wealth and expected stock returns : a quantile cointegration approach
Quineche, Ricardo
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
5
,
pp. 693-703
Persistent link: https://www.econbiz.de/10013554939
Saved in:
4
Bayesian analysis of structural correlated unobserved components and identification via heteroskedasticity
Li, Mengheng
;
Mendieta-Muñoz, Ivan
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
3
,
pp. 337-359
Persistent link: https://www.econbiz.de/10013334751
Saved in:
5
Recovering cointegration via wavelets in the presence of non-linear patterns
Martínez Compains, Jorge
;
Rodríguez Carreño, Ignacio
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
5
,
pp. 255-265
Persistent link: https://www.econbiz.de/10012806528
Saved in:
6
Trimmed Whittle estimation of the SVAR vs. filtering low-frequency fluctuations : applications to technology shocks
Lovcha, Yuliya
;
Perez-Laborda, Alejandro
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
24
(
2020
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012198499
Saved in:
7
Testing for cointegration with threshold adjustment in the presence of structural breaks
Schweikert, Karsten
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
24
(
2020
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10012406026
Saved in:
8
What cycles? : data detrending in DSGE models
Sun, Xiaojin
;
Tsang, Kwok Ping
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
23
(
2019
)
3
,
pp. 1-23
Persistent link: https://www.econbiz.de/10012054895
Saved in:
9
Nonlinear evidence on the existence of jobless recoveries
Bradley, Michael D.
;
Jansen, Dennis W.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
22
(
2018
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011886603
Saved in:
10
Nonlinear and asymmetric pricing behaviour in the Spanish gasoline market
Escribano, Álvaro
;
Torrado, María
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
22
(
2018
)
5
,
pp. 1-19
Persistent link: https://www.econbiz.de/10011965358
Saved in:
11
Modeling time-variation over the business cycle (1960-2017) : an international perspective
Martínez-García, Enrique
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
22
(
2018
)
5
,
pp. 1-25
Persistent link: https://www.econbiz.de/10011966119
Saved in:
12
VEC-MSF models in Bayesian analysis of short- and long-run relationships
Pajor, Anna
;
Wróblewska, Justyna
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
21
(
2017
)
3
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011708691
Saved in:
13
Changes in persistence, spurious regressions and the Fisher hypothesis
Kruse, Robinson
;
Ventosa-Santaulària, Daniel
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
21
(
2017
)
3
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011708765
Saved in:
14
Are US real house prices stationary? : new evidence from univariate and panel data
Zhang, Jing
;
Jong, Robert M. de
;
Haurin, Donald R.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
20
(
2016
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011431067
Saved in:
15
Testing for and estimating structural breaks and other nonlinearities in a dynamic monetary sector
Ericsson, Neil R.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
20
(
2016
)
4
,
pp. 377-398
Persistent link: https://www.econbiz.de/10011649116
Saved in:
16
Dating US business cycles with macro factors
Fossati, Sebastian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
20
(
2016
)
5
,
pp. 529-547
Persistent link: https://www.econbiz.de/10011649152
Saved in:
17
Amplitude and phase synchronization of European business cycles : a wavelet approach
Bruzda, Joanna
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
19
(
2015
)
5
,
pp. 625-655
Persistent link: https://www.econbiz.de/10011431057
Saved in:
18
Regime-switching cointegration
Jochmann, Markus
;
Koop, Gary
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
19
(
2015
)
1
,
pp. 35-48
Persistent link: https://www.econbiz.de/10011311202
Saved in:
19
Real vs. nominal cycles : a multistate Markov-switching bi-factor approach
Leiva-Leon, Danilo
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
18
(
2014
)
5
,
pp. 557-580
Persistent link: https://www.econbiz.de/10010461144
Saved in:
20
Functional cointegration : definition and nonparametric estimation
Banerjee, Anurag Narayan
;
Pitarakis, Jean-Yves
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
18
(
2014
)
5
,
pp. 507-520
Persistent link: https://www.econbiz.de/10010461196
Saved in:
21
The effect of round-off error on long memory processes
La Spada, Gabriele
;
Lillo, Fabrizio
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
18
(
2014
)
4
,
pp. 445-482
Persistent link: https://www.econbiz.de/10010461206
Saved in:
22
Inventory investment and the business cycle : the usual suspect
Bec, Frédérique
;
BenSalem, Mélika
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
17
(
2013
)
3
,
pp. 335-343
Persistent link: https://www.econbiz.de/10009740768
Saved in:
23
Reproducing business cycle features : are nonlinear dynamics a proxy for multivariate information?
Morley, James C.
;
Piger, Jeremy Max
;
Tien, Pao-lin
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
17
(
2013
)
5
,
pp. 483-498
Persistent link: https://www.econbiz.de/10010228565
Saved in:
24
Nonparametric testing for linearity in cointegrated error-correction models
Seo, Byeongseon
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
15
(
2011
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10009521205
Saved in:
25
Beta autoregressive transition Markov-switching models for business cycle analysis
Billio, Monica
;
Casarin, Roberto
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
15
(
2011
)
4
,
pp. 1-30
Persistent link: https://www.econbiz.de/10009521858
Saved in:
26
Extracting the cyclical component in hours worked
Bernardi, Mauro
;
Della Corte, Giuseppe
;
Proietti, Tommaso
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
15
(
2011
)
3
,
pp. 1-26
Persistent link: https://www.econbiz.de/10009521861
Saved in:
27
Nonlinear impacts of international business cycles on the UK : a Bayesian smooth transition VAR approach
Gefang, Deborah
;
Strachan, Rodney W.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
14
(
2010
)
1
,
pp. 1-31
Persistent link: https://www.econbiz.de/10009514130
Saved in:
28
Linear cointegration of nonlinear time series with an application to interest rate dynamics
Nesmith, Travis D.
;
Jones, Barry E.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
12
(
2008
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10009513636
Saved in:
29
Change-points in US business cycle durations
Davig, Troy
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
11
(
2007
)
2
,
pp. 1-21
Persistent link: https://www.econbiz.de/10009513026
Saved in:
30
Jump-and-rest effect of US business cycles
Camacho, Maximo
;
Pérez-Quirós, Gabriel
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
11
(
2007
)
4
,
pp. 1-37
Persistent link: https://www.econbiz.de/10009513647
Saved in:
31
Seasonal specific structural time series
Proietti, Tommaso
(
contributor
)
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
8
(
2004
)
2
Persistent link: https://www.econbiz.de/10002652144
Saved in:
32
Identifying nonlinear components by random fields in the US GNP growth : implications for the shape of the business cycle
Dahl, Christian M.
;
González-Rivera, Gloria
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
7
(
2003
)
1
Persistent link: https://www.econbiz.de/10002004101
Saved in:
33
Conditional and unconditional asymmetry in US macroeconomic time series
Belaire-Franch, Jorge
(
contributor
); …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
7
(
2003
)
1
Persistent link: https://www.econbiz.de/10002004104
Saved in:
34
The relationship between financial variables and real economic activity : evidence from spectral and wavelet analyses
Kim, Sangbae
(
contributor
);
In, Francis Haeuck
(
contributor
)
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
7
(
2003
)
4
Persistent link: https://www.econbiz.de/10002004177
Saved in:
35
Common persistent factors in inflation and excess nominal money growth
Morana, Claudio
(
contributor
)
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
6
(
2002
)
3
Persistent link: https://www.econbiz.de/10001790036
Saved in:
36
Economic growth and business cycles : a critical comment on detrending time series
Schenk-Hoppé, Klaus Reiner
(
contributor
)
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
5
(
2001
)
1
,
pp. 75-86
Persistent link: https://www.econbiz.de/10001769743
Saved in:
37
The Hodrick-Prescott filter, a generalization, and a new procedure for extracting an empirical cycle from a series
Reeves, Jonathan J.
;
Blyth, Conrad Alexander
;
Triggs, …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
4
(
2000
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10001773101
Saved in:
38
Nonlinear models for U.K. macroeconomic time series
Öcal, Nadir
(
contributor
)
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
4
(
2000
)
3
,
pp. 123-135
Persistent link: https://www.econbiz.de/10001773125
Saved in:
39
Information-theoretic analysis of serial dependence and cointegration
Aparicio, F. M.
(
contributor
); …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
3
(
1998
)
3
,
pp. 119-140
Persistent link: https://www.econbiz.de/10001769710
Saved in:
40
Characterizing asymmetries in business cycles using smooth-transition structural time-series models
Proietti, Tommaso
(
contributor
)
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
3
(
1998
)
3
,
pp. 141-156
Persistent link: https://www.econbiz.de/10001769713
Saved in:
41
Investigating cyclical asymmetries
Verbrugge, Randal
(
contributor
)
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
2
(
1997
)
1
,
pp. 15-22
Persistent link: https://www.econbiz.de/10001769657
Saved in:
42
The current dept-of-recession and unemployment-rate forecasts
Parker, Randall E.
(
contributor
); …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
2
(
1997
)
4
,
pp. 151-158
Persistent link: https://www.econbiz.de/10001769690
Saved in:
43
A check on the robustness of Hamilton's Markov switching model approach to the economic analysis of the business cycle
Boldin, Michael David
(
contributor
)
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
1
(
1996
)
1
,
pp. 35-46
Persistent link: https://www.econbiz.de/10001769607
Saved in:
44
Forecasting using first-available versus fully revised economic time-series data
Swanson, Norman R.
(
contributor
)
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
1
(
1996
)
1
,
pp. 47-64
Persistent link: https://www.econbiz.de/10001769610
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