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subject:"USA"
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Time series analysis
447
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275
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135
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135
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Barnichon, Regis
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Economics letters
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
104
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66
Applied economics
61
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
59
International journal of forecasting
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55
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46
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
35
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Applied economics letters
33
Macroeconomic dynamics
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29
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29
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Journal of economic dynamics & control
25
CAMA working paper series
23
Oxford bulletin of economics and statistics
21
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Economics and finance working paper series
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Journal of international money and finance
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American journal of agricultural economics
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ECONIS (ZBW)
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1
Forecasting national recessions of the United States with state-level climate risks : evidence from model averaging in Markov-switching models
Cepni, Oguzhan
;
Christou, Christina
;
Gupta, Rangan
- In:
Economics letters
227
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014335747
Saved in:
2
Impulse response function analysis for Markov switching VAR models
Cavicchioli, Maddalena
- In:
Economics letters
232
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014464479
Saved in:
3
Interpolation and shock persistence of prewar U.S. macroeconomic time series : a reconsideration
Dezhbakhsh, Hashem
;
Levy, Daniel C.
- In:
Economics letters
213
(
2022
),
pp. 1-7
Persistent link: https://www.econbiz.de/10013442120
Saved in:
4
A test of symmetry based on L-moments with an application to the business cycles of the G7 economies
Bastianin, Andrea
;
Manera, Matteo
- In:
Economics letters
198
(
2021
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012605747
Saved in:
5
Identification of business cycles and the Great Moderation in the post-war U.S. economy
Jiang, Yu
- In:
Economics letters
190
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012228144
Saved in:
6
On the credit-to-GDP gap and spurious medium-term cycles
Schüler, Yves
- In:
Economics letters
192
(
2020
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012508829
Saved in:
7
Growth forecast revisions over business cycles : evidence from the Survey of Professional Forecasters
Huh, Sungjun
;
Kim, Insu
- In:
Economics letters
196
(
2020
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012510697
Saved in:
8
Estimating nonlinear dynamic equilibrium models by matching impulse responses
Ruge-Murcia, Francisco Javier
- In:
Economics letters
197
(
2020
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012511070
Saved in:
9
A hybrid time-varying parameter Bayesian VAR analysis of Okun’s law in the United States
Karlsson, Sune
;
Österholm, Pär
- In:
Economics letters
197
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012511133
Saved in:
10
The time-varying effect of fiscal policy on inflation : evidence from historical US data
Klein, Mathias
;
Linnemann, Ludger
- In:
Economics letters
186
(
2020
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012500641
Saved in:
11
The cyclical structure of the UK inflation rate : 1210-2016
Gil-Alaña, Luis A.
;
Trani, Tommaso
- In:
Economics letters
181
(
2019
),
pp. 182-185
Persistent link: https://www.econbiz.de/10012121890
Saved in:
12
Explaining the time-varying effects of oil market shocks on US stock returns
Foroni, Claudia
;
Guérin, Pierre
;
Marcellino, Massimiliano
- In:
Economics letters
155
(
2017
),
pp. 84-88
Persistent link: https://www.econbiz.de/10011821575
Saved in:
13
Model averaging in Markov-switching models : predicting national recessions with regional data
Guérin, Pierre
;
Leiva-Leon, Danilo
- In:
Economics letters
157
(
2017
),
pp. 45-49
Persistent link: https://www.econbiz.de/10011847300
Saved in:
14
Measuring financial cycles in a model-based analysis : empirical evidence for the United States and the euro area
Galati, Gabriele
;
Hindrayanto, Irma
;
Koopman, Siem Jan
; …
- In:
Economics letters
145
(
2016
),
pp. 83-87
Persistent link: https://www.econbiz.de/10011618230
Saved in:
15
Detecting unemployment hysteresis : a simultaneous unobserved components model with Markov switching
Klinger, Sabine
;
Weber, Enzo
- In:
Economics letters
144
(
2016
),
pp. 115-118
Persistent link: https://www.econbiz.de/10011617232
Saved in:
16
Measuring business cycles : Empirical Mode Decomposition of economic time series
Kožić, Ivan
;
Sever, Ivan
- In:
Economics letters
123
(
2014
)
3
,
pp. 287-290
Persistent link: https://www.econbiz.de/10010401367
Saved in:
17
Mixed-frequency VAR models with Markov-switching dynamics
Camacho, Maximo
- In:
Economics letters
121
(
2013
)
3
,
pp. 369-373
Persistent link: https://www.econbiz.de/10010391214
Saved in:
18
A Markov-switching model with component structure for US GNP
Doornik, Jurgen A.
- In:
Economics letters
118
(
2013
)
2
,
pp. 265-268
Persistent link: https://www.econbiz.de/10009706797
Saved in:
19
Measuring business cycle comovements in Europe : evidence from a dynamic factor model with time-varying parameters
Lee, Jim
- In:
Economics letters
115
(
2012
)
3
,
pp. 438-440
Persistent link: https://www.econbiz.de/10009632328
Saved in:
20
Structural correlation decompositions for business cycle analysis
Andrle, Michal
- In:
Economics letters
115
(
2012
)
3
,
pp. 390-391
Persistent link: https://www.econbiz.de/10009632375
Saved in:
21
Has US inflation really become harder to forecast?
Lanne, Markku
;
Luoto, Jani
- In:
Economics letters
115
(
2012
)
3
,
pp. 383-386
Persistent link: https://www.econbiz.de/10009632380
Saved in:
22
Impulse responses of antipersistent processes
Hassler, Uwe
- In:
Economics letters
116
(
2012
)
3
,
pp. 454-456
Persistent link: https://www.econbiz.de/10009674284
Saved in:
23
Testing forecasting model versatility
Taylor, Nicholas
- In:
Economics letters
117
(
2012
)
3
,
pp. 803-806
Persistent link: https://www.econbiz.de/10009682678
Saved in:
24
Markov-switching models and the unit root hypothesis in real US GDP
Camacho, Maximo
- In:
Economics letters
112
(
2011
)
2
,
pp. 161-164
Persistent link: https://www.econbiz.de/10009243365
Saved in:
25
Charitable donations are more responsive to stock market booms than busts
List, John A.
;
Peysakhovich, Yana
- In:
Economics letters
110
(
2011
)
2
,
pp. 166-169
Persistent link: https://www.econbiz.de/10009241659
Saved in:
26
Building a composite Help-Wanted Index
Barnichon, Regis
- In:
Economics letters
109
(
2010
)
3
,
pp. 175-178
Persistent link: https://www.econbiz.de/10008806600
Saved in:
27
The dynamics of persistence in US inflation
Noriega-Muro, Antonio E.
;
Ramos-Francia, Manuel
- In:
Economics letters
105
(
2009
)
2
,
pp. 168-172
Persistent link: https://www.econbiz.de/10003899810
Saved in:
28
Initial conditions and stationarity tests
Busetti, Fabio
- In:
Economics letters
105
(
2009
)
3
,
pp. 296-299
Persistent link: https://www.econbiz.de/10003931092
Saved in:
29
Measuring business cycles : a wavelet analysis of economic time series
Yogo, Motohiro
- In:
Economics letters
100
(
2008
)
2
,
pp. 208-212
Persistent link: https://www.econbiz.de/10003768215
Saved in:
30
On the order of integration of monthly US ex-ante and ex-post real interest rates: New evidence from over a century of data
Karanasos, Menelaos
;
Sekioua, S. H.
;
Zeng, N.
- In:
Economics letters
90
(
2006
)
2
,
pp. 163-169
Persistent link: https://www.econbiz.de/10003275737
Saved in:
31
Detrending time-aggregated data
Aadland, David
- In:
Economics letters
89
(
2005
)
3
,
pp. 287-293
Persistent link: https://www.econbiz.de/10003183463
Saved in:
32
Can non-linear time series models generate US business cycle asymmetric shape?
Galvão, Ana Beatriz C.
- In:
Economics letters
77
(
2002
)
2
,
pp. 187-194
Persistent link: https://www.econbiz.de/10001705558
Saved in:
33
A simple nonlinear filter for economic time series analysis
Wen, Yi
;
Zeng, Bing
- In:
Economics letters
64
(
1999
)
2
,
pp. 151-160
Persistent link: https://www.econbiz.de/10001399218
Saved in:
34
Nonlinear deterministic forecasting of daily Peseta-Dollar exchange rate
Soofi, Abdollah S.
;
Reischauer, Robert D.
- In:
Economics letters
62
(
1999
)
2
,
pp. 175-180
Persistent link: https://www.econbiz.de/10001255468
Saved in:
35
On the pooling of cross-sectional and time-series data in the presence of heteroskedasticity
Anderson, Heather M.
- In:
Economics letters
60
(
1998
)
3
,
pp. 291-296
Persistent link: https://www.econbiz.de/10001251676
Saved in:
36
Distortionary effects of the optimal Hodrick-Prescott filter
Ehlgen, Jürgen
- In:
Economics letters
61
(
1998
)
3
,
pp. 345-349
Persistent link: https://www.econbiz.de/10001252450
Saved in:
37
Testing for a unit root in variables with a double change in the mean
Clemente, Jesús
- In:
Economics letters
59
(
1998
)
2
,
pp. 175-182
Persistent link: https://www.econbiz.de/10001241447
Saved in:
38
High and variable inflation : further evidence on the Friedman hypothesis
Caporale, Tony
- In:
Economics letters
54
(
1997
)
1
,
pp. 65-68
Persistent link: https://www.econbiz.de/10001222334
Saved in:
39
New panel unit root tests of PPP
Coakley, Jerry
- In:
Economics letters
57
(
1997
)
1
,
pp. 17-22
Persistent link: https://www.econbiz.de/10001229597
Saved in:
40
The Hodrick-Prescott technique: a smoother versus a filter : an application to New Zealand GDP
Razzak, Weshah A.
- In:
Economics letters
57
(
1997
)
2
,
pp. 163-168
Persistent link: https://www.econbiz.de/10001235636
Saved in:
41
Testing for the sustainability of the current account deficit in two industrial countries
Wu, Jyh-lin
- In:
Economics letters
52
(
1996
)
2
,
pp. 193-198
Persistent link: https://www.econbiz.de/10001208403
Saved in:
42
Long-term dependence in stock returns
Barkoulas, John T.
- In:
Economics letters
53
(
1996
)
3
,
pp. 253-259
Persistent link: https://www.econbiz.de/10001216270
Saved in:
43
Is there a unit root in US real GNP? : A re-assessment
Mocan, Naci
- In:
Economics letters
45
(
1994
)
1
,
pp. 23-31
Persistent link: https://www.econbiz.de/10001162397
Saved in:
44
Fractional integration analysis of long-run behavior for US macroeconomic time series
Crato, Nuno
- In:
Economics letters
45
(
1994
)
3
,
pp. 287-291
Persistent link: https://www.econbiz.de/10001165789
Saved in:
45
Testing for measurement errors in expectations from survey data : an instrumental variables approach
Rich, Robert W.
- In:
Economics letters
43
(
1993
)
1
,
pp. 5-10
Persistent link: https://www.econbiz.de/10001151882
Saved in:
46
Estimating daily seasonals in financial time series : the use of high-pass spectral filters
Copeland, Laurence S.
- In:
Economics letters
43
(
1993
)
1
,
pp. 1-4
Persistent link: https://www.econbiz.de/10001151890
Saved in:
47
Granger-causality in cointegrated VAR processes : the case of the term structure
Lütkepohl, Helmut
- In:
Economics letters
40
(
1992
)
3
,
pp. 263-268
Persistent link: https://www.econbiz.de/10001140216
Saved in:
48
Measuring persistence in the presence of trend breaks : the case of US GNP
Pischke, Jörn-Steffen
- In:
Economics letters
36
(
1991
)
4
,
pp. 379-384
Persistent link: https://www.econbiz.de/10001109073
Saved in:
49
Shock persistence and the measurement of prewar output series
Jäger, Albert
- In:
Economics letters
34
(
1990
)
4
,
pp. 333-337
Persistent link: https://www.econbiz.de/10001096917
Saved in:
50
How big is the random walks in macroeconomic time series : variance ratio tests
Malliaris, Anastasios G.
- In:
Economics letters
34
(
1990
)
2
,
pp. 113-116
Persistent link: https://www.econbiz.de/10001096996
Saved in:
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