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subject:"Geldtheorie"
subject:"Monetary policy"
~person:"Franses, Philip Hans"
~subject:"Schätztheorie"
~type_genre:"Book review"
~type_genre:"Non-commercial literature"
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Geldtheorie
Monetary policy
Schätztheorie
Theorie
125
Theory
125
Time series analysis
53
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53
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35
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35
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Franses, Philip Hans
Woodford, Michael
68
Corsetti, Giancarlo
55
Härdle, Wolfgang
55
Svensson, Lars E. O.
54
Artus, Patrick
52
Galí, Jordi
50
Honkapohja, Seppo
41
Evans, George W.
38
Kehoe, Patrick J.
36
Pesaran, M. Hashem
35
Wieland, Volker
35
Orphanides, Athanasios
30
Reis, Ricardo
30
Hefeker, Carsten
29
Melosi, Leonardo
29
Schabert, Andreas
29
Uribe, Martín
29
Christiano, Lawrence J.
28
Schmitt-Grohé, Stephanie
28
Teles, Pedro
28
Smets, Frank
27
Williams, John C.
27
Benigno, Pierpaolo
26
Swanson, Norman R.
26
Atkeson, Andrew
25
Dennis, Richard J.
25
Bullard, James Brian
24
Eusepi, Stefano
24
Faia, Ester
24
Lippi, Francesco
24
Schmidt, Sebastian
24
Wohltmann, Hans-Werner
24
Ascari, Guido
23
Bianchi, Francesco
23
Caballero, Ricardo J.
23
Gouriéroux, Christian
23
Imbens, Guido
23
Levin, Andrew T.
23
Lindé, Jesper
23
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Report / Econometric Institute, Erasmus University Rotterdam
15
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
8
Discussion paper / Tinbergen Institute
5
Discussion paper / Tinbergen Institute / Tinbergen Institute
4
Rotterdams Instituut voor Bedrijfseconomische Studies : RIBES
3
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2
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2
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1
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ECONIS (ZBW)
29
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Confidence intervals for maximal reliability of probability judgments
Lam, Kar Yin
(
contributor
);
Koning, Alex J.
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003484019
Saved in:
2
Semi-parametric modelling of correlation dynamics
Hafner, Christian M.
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003010850
Saved in:
3
Unbiased variance estimators for overlapping returns when the returns have first-order dynamics
Franses, Philip Hans
;
Kluitman, Roy
-
2000
Persistent link: https://www.econbiz.de/10001504921
Saved in:
4
Monitoring time-varying parameters in an autoregression
Carsoule, Frédéric
;
Franses, Philip Hans
-
1999
Persistent link: https://www.econbiz.de/10001525994
Saved in:
5
Testing for residual autocorrelation in trend curve models
Franses, Philip Hans
-
1999
Persistent link: https://www.econbiz.de/10001433062
Saved in:
6
Estimating dynamic effects of promotions on brand choice
Paap, Richard
;
Franses, Philip Hans
-
1999
Persistent link: https://www.econbiz.de/10001433319
Saved in:
7
A multivariate STAR analysis of the relationship between money and output
Rothman, Philip
;
Dijk, Dick van
;
Franses, Philip Hans
-
1999
Persistent link: https://www.econbiz.de/10001526112
Saved in:
8
How to deal with intercept and trend in practical cointegration analysis?
Franses, Philip Hans
-
1999
Persistent link: https://www.econbiz.de/10001495844
Saved in:
9
Outlier detection in the GARCH (1,1) model
Franses, Philip Hans
;
Dijk, Dick van
-
1999
Persistent link: https://www.econbiz.de/10001495849
Saved in:
10
Cointegration in a periodic vector autoregression
Kleibergen, Frank
;
Franses, Philip Hans
-
1999
Persistent link: https://www.econbiz.de/10001495876
Saved in:
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