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Journal of applied econometrics
Economic modelling
192
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1
Bootstrap inference and diagnostics in state space models : with applications to dynamic macro models
Angelini, Giovanni
;
Cavaliere, Giuseppe
;
Fanelli, Luca
- In:
Journal of applied econometrics
37
(
2022
)
1
,
pp. 3-22
Persistent link: https://www.econbiz.de/10013165161
Saved in:
2
Econometric methods for modelling systems with a mixture of I(1) and I(0) variables
Fisher, Lance A.
;
Huh, Hyeon-seung
;
Pagan, Adrian R.
- In:
Journal of applied econometrics
31
(
2016
)
5
,
pp. 892-911
Persistent link: https://www.econbiz.de/10011645249
Saved in:
3
The Lucas critique and the stability of empirical models
Lubik, Thomas A.
;
Surico, Paolo
- In:
Journal of applied econometrics
25
(
2010
)
1
,
pp. 177-194
Persistent link: https://www.econbiz.de/10008666810
Saved in:
4
Exploring the international linkages of the euro area : a global VAR analysis
Dées, Stéphane
;
Di Mauro, Filippo
;
Pesaran, M. Hashem
; …
- In:
Journal of applied econometrics
22
(
2007
)
1
,
pp. 1-38
Persistent link: https://www.econbiz.de/10003448504
Saved in:
5
The transmission mechanism in a changing world
Artis, Michael J.
;
Galvão, Ana Beatriz C.
;
Marcellino, …
- In:
Journal of applied econometrics
22
(
2007
)
1
,
pp. 39-61
Persistent link: https://www.econbiz.de/10003448508
Saved in:
6
Comparing SVARs and SEMs : two models of the UK economy
Jacobs, Jan
;
Wallis, Kenneth Frank
- In:
Journal of applied econometrics
20
(
2005
)
2
,
pp. 209-228
Persistent link: https://www.econbiz.de/10002729098
Saved in:
7
Special issue In memory of John Denis Sargan, 1924 - 1996 : studies in empirical macroeconometrics
Hendry, David F.
(
contributor
);
Sargan, John Denis
(
honouree
)
-
2001
Persistent link: https://www.econbiz.de/10001591547
Saved in:
8
Bounds testing approaches to the analysis of level relationships
Pesaran, M. Hashem
;
Shin, Yongcheol
;
Smith, Richard J.
- In:
Journal of applied econometrics
16
(
2001
)
3
,
pp. 289-326
Persistent link: https://www.econbiz.de/10001591901
Saved in:
9
Stability and wage acceleration in macroeconomic models of cyclical growth
Bergstrom, Albert R.
- In:
Journal of applied econometrics
16
(
2001
)
3
,
pp. 327-340
Persistent link: https://www.econbiz.de/10001592350
Saved in:
10
Measuring predictability : theory and macroeconomic applications
Diebold, Francis X.
;
Kilian, Lutz
- In:
Journal of applied econometrics
16
(
2001
)
6
,
pp. 657-669
Persistent link: https://www.econbiz.de/10001631947
Saved in:
11
Computing median unbiased estimates in macroeconometric models
Fair, Ray C.
- In:
Journal of applied econometrics
11
(
1996
)
4
,
pp. 431-435
Persistent link: https://www.econbiz.de/10001202513
Saved in:
12
The measurement of rationing and the treatment of structural change in the UK mortgage market
Meen, Geoffrey P.
- In:
Journal of applied econometrics
5
(
1990
)
2
,
pp. 167-187
Persistent link: https://www.econbiz.de/10001089139
Saved in:
13
Alternative specifications of the error process in the stochastic simulation of econometric models
Sterbenz, Frederic P.
- In:
Journal of applied econometrics
5
(
1990
)
2
,
pp. 137-150
Persistent link: https://www.econbiz.de/10001089143
Saved in:
14
The dynamics of job separation : the case of federal employees
Black, Matthew
- In:
Journal of applied econometrics
5
(
1990
)
3
,
pp. 245-262
Persistent link: https://www.econbiz.de/10001091946
Saved in:
15
An algorithm for the solution of stochastic optimal control problems for large nonlinear econometric models
Hall, Stephen G.
- In:
Journal of applied econometrics
5
(
1990
)
4
,
pp. 393-399
Persistent link: https://www.econbiz.de/10001099934
Saved in:
16
Differences in the properties of large-scale macroeconometric models : the role of labour market specifications
Turner, David
- In:
Journal of applied econometrics
4
(
1989
)
4
,
pp. 317-344
Persistent link: https://www.econbiz.de/10001078253
Saved in:
17
A Keynesian macro-econometric model of the UK, 1955 - 1984
Desai, Meghnad
- In:
Journal of applied econometrics
3
(
1988
)
1
,
pp. 1-33
Persistent link: https://www.econbiz.de/10001078450
Saved in:
18
A stock-flow consistent macro-econometric model of the UK economy
Davis, E. Philip
- In:
Journal of applied econometrics
2
(
1987
)
4
,
pp. 259-307
Persistent link: https://www.econbiz.de/10001273408
Saved in:
19
Macroeconometric model comparison and evaluation techniques : a practical appraisal
Parke, William R.
- In:
Journal of applied econometrics
2
(
1987
)
2
,
pp. 133-144
Persistent link: https://www.econbiz.de/10001092221
Saved in:
20
A forward looking model of the exchange rate
Hall, Stephen G.
- In:
Journal of applied econometrics
2
(
1987
)
1
,
pp. 47-60
Persistent link: https://www.econbiz.de/10001092248
Saved in:
21
A stock-flow consistent macro-econometric model of the UK economy
Davis, E. Philip
- In:
Journal of applied econometrics
2
(
1987
)
2
,
pp. 111-132
Persistent link: https://www.econbiz.de/10001080340
Saved in:
22
Unemployment, disequilibrium and the short run Phillips curve : an econometric approach
Quandt, Richard E.
- In:
Journal of applied econometrics
1
(
1986
)
3
,
pp. 235-253
Persistent link: https://www.econbiz.de/10001092313
Saved in:
23
A flexible dynamic model of multiproduct technology for the West German economy
Nakamura, Shinichiro
- In:
Journal of applied econometrics
1
(
1986
)
4
,
pp. 333-344
Persistent link: https://www.econbiz.de/10001092324
Saved in:
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