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~subject:"Cointegration"
~subject:"Konjunktur"
~type_genre:"Sammlung"
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Search: subject_exact:"VARMA model"
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Modeling multivariate time series with fractional integration in macroeconomics and finance
Weigand, Roland
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2018
Persistent link: https://www.econbiz.de/10012197752
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2
Essays on fractional filters and co-integration
Carlini, Federico
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2017
Persistent link: https://www.econbiz.de/10011818419
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3
Large panels and high-dimensional vector autoregressive models
Callot, Laurent
-
2012
Persistent link: https://www.econbiz.de/10010204938
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4
VAR models on the relation between stock prices and the macroeconomy
Berg, Tim Oliver
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2010
Persistent link: https://www.econbiz.de/10008857676
Saved in:
5
Credit booms : identification, modelling, and policy responses
Afanasyeva, Elena
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2014
Persistent link: https://www.econbiz.de/10010519330
Saved in:
6
Essays in international macroeconomics and econometrics
Zhang, Xuan
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2014
Persistent link: https://www.econbiz.de/10010384427
Saved in:
7
Theory and applications in non-linear cointegrated VAR models
Nejstgaard, Emil
-
2014
Persistent link: https://www.econbiz.de/10010412522
Saved in:
8
The cyclicality of worker flows : evidence from Germany
Nordmeier, Daniela
-
2013
Persistent link: https://www.econbiz.de/10010205128
Saved in:
9
Essays in empirical macroeconomics with application to monetary policy in a data-rich environment
Amir Ahmadi, Pooyan
-
2009
Persistent link: https://www.econbiz.de/10008811068
Saved in:
10
A cointegration approach to topics in empirical macroeconomics
Juselius, Mikael
-
2007
Persistent link: https://www.econbiz.de/10003595592
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