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Time series analysis
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ECONIS (ZBW)
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How to estimate a VAR after March 2020
Lenza, Michele
;
Primiceri, Giorgio E.
-
2020
Persistent link: https://www.econbiz.de/10012300316
Saved in:
2
An exploration of trend-cycle decomposition methodologies in simulated data
Hodrick, Robert J.
-
2020
Persistent link: https://www.econbiz.de/10012194964
Saved in:
3
Why you should never use the Hodrick-Prescott filter
Hamilton, James D.
-
2017
Persistent link: https://www.econbiz.de/10011669403
Saved in:
4
A classical view of the business cycle
Belongia, Michael T.
;
Ireland, Peter N.
-
2019
Persistent link: https://www.econbiz.de/10012061335
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5
Regional data in macroeconomics : some advice for practitioners
Chodorow-Reich, Gabriel
-
2019
Persistent link: https://www.econbiz.de/10012169746
Saved in:
6
Measuring "dark matter" in asset pricing models
Chen, Hui
;
Dou, Winston Wei
;
Kogan, Leonid
-
2019
Persistent link: https://www.econbiz.de/10012164694
Saved in:
7
Capital markets and grain prices : assessing the storage approach
Keller, Wolfgang
;
Shiue, Carol H.
;
Wang, Xin
-
2018
Persistent link: https://www.econbiz.de/10011821765
Saved in:
8
Factors that fit the
time
series
and cross-section of stock returns
Lettau, Martin
;
Pelger, Markus
-
2018
Persistent link: https://www.econbiz.de/10011897077
Saved in:
9
Business cycle anatomy
Angeletos, Marios
;
Collard, Fabrice
;
Ntellas, Charēs
-
2018
Persistent link: https://www.econbiz.de/10011897147
Saved in:
10
Forecasting with dynamic panel data models
Liu, Laura
;
Moon, Hyungsik Roger
;
Schorfheide, Frank
-
2018
Persistent link: https://www.econbiz.de/10011922645
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