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A flexible mixed-frequency vector autoregression with a steady-state prior
Ankargren, Sebastian, (2020)
Cointegration in a macro-economic system
Kunst, Robert M., (1988)
Encompassing univariate models in multivariate time series : a case study
Maravall Herrero, Agustín, (1992)
VAR analysis, non-fundamental representations, Blaschke matrices
Lippi, Marco, (1992)
Diffusion of technical change and the identification of the trend component in real GNP
Lippi, Marco, (1990)
A note on measuring the dynamic effects of aggregate demand and supply disturbances