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The review of economics and statistics
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ECONIS (ZBW)
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1
Are the effects of financial market disruptions big or small?
Barnichon, Regis
;
Matthes, Christian
;
Ziegenbein, Alexander
- In:
The review of economics and statistics
104
(
2022
)
3
,
pp. 557-570
Persistent link: https://www.econbiz.de/10013282522
Saved in:
2
Why you should never use the Hodrick-Prescott filter
Hamilton, James D.
- In:
The review of economics and statistics
100
(
2018
)
5
,
pp. 831-843
Persistent link: https://www.econbiz.de/10011959934
Saved in:
3
The explicit formula for the Hodrick-Prescott filter in a finite sample
Cornea-Madeira, Adriana
- In:
The review of economics and statistics
99
(
2017
)
2
,
pp. 314-318
Persistent link: https://www.econbiz.de/10011781053
Saved in:
4
Predicting time-varying parameters with parameter-driven and observation-driven models
Koopman, Siem Jan
;
Lucas, André
;
Scharth, Marcel
- In:
The review of economics and statistics
98
(
2016
)
1
,
pp. 97-110
Persistent link: https://www.econbiz.de/10011477094
Saved in:
5
The econometrics of the Hodrick-Prescott filter
Jong, Robert M. de
;
Sakarya, Neslihan
- In:
The review of economics and statistics
98
(
2016
)
2
,
pp. 310-317
Persistent link: https://www.econbiz.de/10011477245
Saved in:
6
Dynamic hierarchical factor models
Mönch, Emanuel
;
Ng, Serena
;
Potter, Simon M.
- In:
The review of economics and statistics
95
(
2013
)
5
,
pp. 1811-1817
Persistent link: https://www.econbiz.de/10010350633
Saved in:
7
A quasi-maximum likelihood approach for large, approximate dynamic factor models
Doz, Catherine
;
Giannone, Domenico
;
Reichlin, Lucrezia
- In:
The review of economics and statistics
94
(
2012
)
4
,
pp. 1014-1024
Persistent link: https://www.econbiz.de/10009668442
Saved in:
8
The propagation of regional recessions
Hamilton, James D.
;
Owyang, Michael T.
- In:
The review of economics and statistics
94
(
2012
)
4
,
pp. 935-947
Persistent link: https://www.econbiz.de/10009668459
Saved in:
9
The asymmetric business cycle
Morley, James C.
;
Piger, Jeremy Max
- In:
The review of economics and statistics
94
(
2012
)
1
,
pp. 208-221
Persistent link: https://www.econbiz.de/10009565361
Saved in:
10
Simultaneous confidence regions for impulse responses
Jordà, Òscar
- In:
The review of economics and statistics
91
(
2009
)
3
,
pp. 629-647
Persistent link: https://www.econbiz.de/10003880349
Saved in:
11
Do business cycle conditions at the time of labor market entry affect future employment prospects?
Raaum, Oddbjørn
;
Røed, Knut
- In:
The review of economics and statistics
88
(
2006
)
2
,
pp. 193-219
Persistent link: https://www.econbiz.de/10003337145
Saved in:
12
Business cycle phases in US states
Owyang, Michael T.
;
Piger, Jeremy Max
;
Wall, Howard J.
- In:
The review of economics and statistics
87
(
2005
)
4
,
pp. 604-616
Persistent link: https://www.econbiz.de/10003235270
Saved in:
13
Implications of mean-reverting measurement error for longitudinal studies of wages and employment
Kim, Bonggeun
;
Solon, Gary
- In:
The review of economics and statistics
87
(
2005
)
1
,
pp. 193-196
Persistent link: https://www.econbiz.de/10002779421
Saved in:
14
Nonstationarities in stock returns
Starica, Catalin
;
Granger, C. W. J.
- In:
The review of economics and statistics
87
(
2005
)
3
,
pp. 502-522
Persistent link: https://www.econbiz.de/10003086459
Saved in:
15
Testing for volatility changes in US macroeconomic time series
Sensier, Marianne
;
Dijk, Dick van
- In:
The review of economics and statistics
86
(
2004
)
3
,
pp. 833-839
Persistent link: https://www.econbiz.de/10002223475
Saved in:
16
Inference on predictability of foreign exchange rates via generalized spectrum and nonlinear time series models
Hong, Yongmiao
;
Lee, Tae-hwy
- In:
The review of economics and statistics
86
(
2004
)
3
,
pp. 840
Persistent link: https://www.econbiz.de/10002223498
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17
Nonstationarities in financial time series, the long-range dependence, and the IGARCH effects
Mikosch, Thomas
;
Starica, Catalin
- In:
The review of economics and statistics
86
(
2004
)
1
,
pp. 378-390
Persistent link: https://www.econbiz.de/10002018201
Saved in:
18
General model-based filters for extracting cycles and trends in economic time series
Harvey, Andrew C.
;
Trimbur, Thomas M.
- In:
The review of economics and statistics
85
(
2003
)
2
,
pp. 244-255
Persistent link: https://www.econbiz.de/10001762174
Saved in:
19
Cyclical properties of Baxter-King filtered time series
Murray, Christian J.
- In:
The review of economics and statistics
85
(
2003
)
2
,
pp. 472-476
Persistent link: https://www.econbiz.de/10001762843
Saved in:
20
Measurement and testing of inequality from time series of declines with an applicatrion to US wages
Harvey, Andrew C.
;
Bernstein, Jared
- In:
The review of economics and statistics
85
(
2003
)
1
,
pp. 141-152
Persistent link: https://www.econbiz.de/10001739948
Saved in:
21
Inference on via generalized spectrum and non-linear time series models
Hong, Yongmiao
;
Lee, Tae-hwy
- In:
The review of economics and statistics
85
(
2003
)
4
,
pp. 1048-1062
Persistent link: https://www.econbiz.de/10001832972
Saved in:
22
Multifractality in asset returns : theory and evidence
Calvet, Laurent E.
;
Fisher, Adlai
- In:
The review of economics and statistics
84
(
2002
)
3
,
pp. 381-406
Persistent link: https://www.econbiz.de/10001691299
Saved in:
23
On adjustment the Hodrick-Prescott filter for frequency observations
Ravn, Morten O.
;
Uhlig, Harald
- In:
The review of economics and statistics
84
(
2002
)
2
,
pp. 371-376
Persistent link: https://www.econbiz.de/10001692263
Saved in:
24
Nonlinear features of realized FX volatility
Maheu, John M.
;
McCurdy, Thomas H.
- In:
The review of economics and statistics
84
(
2002
)
4
,
pp. 668-681
Persistent link: https://www.econbiz.de/10001711218
Saved in:
25
Regional income fluctuations : common trends and common cycles
Carlino, Gerald A.
;
Sill, D. Keith
- In:
The review of economics and statistics
83
(
2001
)
3
,
pp. 446-456
Persistent link: https://www.econbiz.de/10001594037
Saved in:
26
A measure of comovement for economic variables : theory and empirics
Croux, Christophe
;
Forni, Mario
;
Reichlin, Lucrezia
- In:
The review of economics and statistics
83
(
2001
)
2
,
pp. 232-241
Persistent link: https://www.econbiz.de/10001579515
Saved in:
27
Credit and economic activity : credit regimes and nonlinear propagation of shocks
Balke, Nathan S.
- In:
The review of economics and statistics
82
(
2000
)
2
,
pp. 344-349
Persistent link: https://www.econbiz.de/10001487862
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28
The generalized dynamic-factor model : identification and estimation
Forni, Mario
(
contributor
)
- In:
The review of economics and statistics
82
(
2000
)
4
,
pp. 540-554
Persistent link: https://www.econbiz.de/10001533459
Saved in:
29
Measuring business cycles : approximate band-pass filters for economic time series
Baxter, Marianne
;
King, Robert G.
- In:
The review of economics and statistics
81
(
1999
)
4
,
pp. 575-593
Persistent link: https://www.econbiz.de/10001437342
Saved in:
30
Consumption and credit : a model of time-varying liquidity constraints
Ludvigson, Sydney C.
- In:
The review of economics and statistics
81
(
1999
)
3
,
pp. 434-447
Persistent link: https://www.econbiz.de/10001406168
Saved in:
31
Asymmetric time series and temporal aggregation
Brännäs, Kurt
;
Ohlsson, Henry
- In:
The review of economics and statistics
81
(
1999
)
2
,
pp. 341-344
Persistent link: https://www.econbiz.de/10001380910
Saved in:
32
Modeling nonlinarity of business cycles : choosing between the CDR and STAR models
Jansen, Dennis W.
;
Oh, Wankeun
- In:
The review of economics and statistics
81
(
1999
)
2
,
pp. 344-349
Persistent link: https://www.econbiz.de/10001380915
Saved in:
33
Forecasting asymmetric unemployment rates
Rothman, Philip
- In:
The review of economics and statistics
80
(
1998
)
1
,
pp. 164-168
Persistent link: https://www.econbiz.de/10001235766
Saved in:
34
On seasonal cycles, unit roots, and mean shifts
Franses, Philip Hans
- In:
The review of economics and statistics
80
(
1998
)
2
,
pp. 231-245
Persistent link: https://www.econbiz.de/10001240839
Saved in:
35
Structural models of the liquidity effect
Pagan, Adrian R.
- In:
The review of economics and statistics
80
(
1998
)
2
,
pp. 202-217
Persistent link: https://www.econbiz.de/10001240841
Saved in:
36
On the size and power of system tests for cointegration
Bewley, Ronald A.
- In:
The review of economics and statistics
80
(
1998
)
4
,
pp. 675-679
Persistent link: https://www.econbiz.de/10001254683
Saved in:
37
Bootstrapping multivariate spectra
Berkowitz, Jeremy
- In:
The review of economics and statistics
80
(
1998
)
4
,
pp. 664-666
Persistent link: https://www.econbiz.de/10001254685
Saved in:
38
Nonparametric tests for the independence of regressors and disturbances as specification tests
Johnson, David S.
- In:
The review of economics and statistics
79
(
1997
)
2
,
pp. 335-340
Persistent link: https://www.econbiz.de/10001222402
Saved in:
39
Notes on the dynamic properties of asymmetric models of real GNP
Brunner, Allan D.
- In:
The review of economics and statistics
79
(
1997
)
2
,
pp. 321-326
Persistent link: https://www.econbiz.de/10001222407
Saved in:
40
Public capital and private productivity
Vijverberg, Wim P. M.
- In:
The review of economics and statistics
79
(
1997
)
2
,
pp. 267-278
Persistent link: https://www.econbiz.de/10001222415
Saved in:
41
How fast do economies converge?
Evans, Paul D.
- In:
The review of economics and statistics
79
(
1997
)
2
,
pp. 219-225
Persistent link: https://www.econbiz.de/10001222491
Saved in:
42
Multiple trend breaks and the unit-root hypothesis
Lumsdaine, Robin L.
- In:
The review of economics and statistics
79
(
1997
)
2
,
pp. 212-218
Persistent link: https://www.econbiz.de/10001222493
Saved in:
43
Growth rates of per-capita income and aggregate welfare : an international comparison
Kakwani, Nanak
- In:
The review of economics and statistics
79
(
1997
)
2
,
pp. 201-211
Persistent link: https://www.econbiz.de/10001222495
Saved in:
44
Estimating deterministic trends in the presence of serially correlated errors
Canjels, Eugene
- In:
The review of economics and statistics
79
(
1997
)
2
,
pp. 184-200
Persistent link: https://www.econbiz.de/10001222497
Saved in:
45
Estimating the density tail index for financial time series
Kearns, Phillip
- In:
The review of economics and statistics
79
(
1997
)
2
,
pp. 171-175
Persistent link: https://www.econbiz.de/10001222499
Saved in:
46
Inference in cointegrated VAR systems
Warne, Anders
- In:
The review of economics and statistics
79
(
1997
)
3
,
pp. 508-511
Persistent link: https://www.econbiz.de/10001225755
Saved in:
47
Autoregressive transformations in cointegrated regressions
McNown, Robert F.
- In:
The review of economics and statistics
79
(
1997
)
3
,
pp. 503-507
Persistent link: https://www.econbiz.de/10001225756
Saved in:
48
Breaking trends and the money-output correlation
Fernandez, David G.
- In:
The review of economics and statistics
79
(
1997
)
4
,
pp. 674-679
Persistent link: https://www.econbiz.de/10001229873
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49
Finding cointegration rank in high dimensional systems using the Johansen test : an illustration using data based Monte Carlo simulations
Ho, Mun S.
- In:
The review of economics and statistics
78
(
1996
)
4
,
pp. 726-732
Persistent link: https://www.econbiz.de/10001209682
Saved in:
50
Testing the rationality of survey data using the weighted double-bootstrapped method of moments
Jeong, Jinook
- In:
The review of economics and statistics
78
(
1996
)
2
,
pp. 296-302
Persistent link: https://www.econbiz.de/10001222835
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