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subject:"United States"
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Search: subject_exact:"Wold causality"
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United States
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Macroeconomic dynamics
Working paper / National Bureau of Economic Research, Inc.
60
NBER working paper series
25
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16
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14
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Global finance journal
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ECONIS (ZBW)
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1
Modeling nonlinear and heterogeneous dynamic links in international monetary markets
Arouri, Mohamed
;
Jawadi, Fredj
;
Nguyen, Duc Khuong
- In:
Macroeconomic dynamics
16
(
2012
),
pp. 232-251
Persistent link: https://www.econbiz.de/10009715427
Saved in:
2
Velocity and the variability of money growth : evidence from a VARMA, GARCH-M model
Serletis, Apostolos
;
Shahmoradi, Akbar
- In:
Macroeconomic dynamics
10
(
2006
)
5
,
pp. 652-666
Persistent link: https://www.econbiz.de/10003391095
Saved in:
3
An interview with Christopher A. Sims
Sims, Christopher A.
;
Hansen, Lars Peter
- In:
Macroeconomic dynamics
8
(
2004
)
2
,
pp. 273-294
Persistent link: https://www.econbiz.de/10002049661
Saved in:
4
Testing the expectations theory of the term structure of interest rates in threshold models
Clements, Michael P.
;
Galvão, Ana Beatriz C.
- In:
Macroeconomic dynamics
7
(
2003
)
4
,
pp. 567-585
Persistent link: https://www.econbiz.de/10001794330
Saved in:
5
Multivariate star analysis of money-output relationship
Rothman, Philip
;
Dijk, Dick van
;
Franses, Philip Hans
- In:
Macroeconomic dynamics
5
(
2001
)
4
,
pp. 506-532
Persistent link: https://www.econbiz.de/10001625162
Saved in:
6
Out-of-sample tests or granger causality
Chao, John
;
Corradi, Valentina
;
Swanson, Norman R.
- In:
Macroeconomic dynamics
5
(
2001
)
4
,
pp. 598-620
Persistent link: https://www.econbiz.de/10001625176
Saved in:
7
Decomposition of economic relationships by timescale using wavelets : money and income
Ramsey, James B.
;
Lampart, Camille
- In:
Macroeconomic dynamics
2
(
1998
)
1
,
pp. 49-71
Persistent link: https://www.econbiz.de/10001617050
Saved in:
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