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~person:"Consolo, Agostino"
~person:"Taylor, Robert"
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Search: subject_exact:"Lag-Modell"
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Consolo, Agostino
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1
Lag length selection for unit root tests in the presence of nonstationary volatility
Cavaliere, Giuseppe
;
Phillips, Peter C. B.
;
Smeekes, Stephan
-
2011
Persistent link: https://www.econbiz.de/10009412262
Saved in:
2
The performance of lag selection and detrending methods for HEGY seasonal unit root tests
Barrio Castro, Tomás del
;
Osborn, Denise R.
;
Taylor, Robert
- In:
Econometric reviews
35
(
2016
)
1/4
,
pp. 122-168
Persistent link: https://www.econbiz.de/10011549897
Saved in:
3
Lag length selection for unit root tests in the presence of nonstationary volatility
Cavaliere, Giuseppe
;
Phillips, Peter C. B.
;
Smeekes, Stephan
- In:
Econometric reviews
34
(
2015
)
1/5
,
pp. 512-536
Persistent link: https://www.econbiz.de/10011373261
Saved in:
4
The performance of lag selection and detrending methods for HEGY seasonal unit root tests
Castro, Tomás del Barrio
;
Osborn, Denise R.
;
Taylor, Robert
-
2012
Persistent link: https://www.econbiz.de/10009659181
Saved in:
5
Monetary policy inertia : more a fiction than a fact?
Consolo, Agostino
;
Favero, Carlo A.
-
2009
Persistent link: https://www.econbiz.de/10003875556
Saved in:
6
Monetary policy inertia : more a fiction than a fact?
Consolo, Agostino
;
Favero, Carlo A.
- In:
Journal of monetary economics
56
(
2009
)
6
,
pp. 900-906
Persistent link: https://www.econbiz.de/10003894097
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