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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:
2
On the econometric modelling of consumer sentiment shocks in SVARs
Fisher, Lance A.
;
Huh, Hyeon-seung
- In:
Empirical economics : a journal of the Institute for …
51
(
2016
)
3
,
pp. 1033-1051
Persistent link: https://www.econbiz.de/10011554365
Saved in:
3
Monetary policy and exchange rates : further evidence using a new method for implementing sign restrictions
Fisher, Lance A.
;
Huh, Hyeon-seung
- In:
Journal of macroeconomics
49
(
2016
),
pp. 177-191
Persistent link: https://www.econbiz.de/10011707833
Saved in:
4
An IV framework for combining sign and long-run parametric restrictions in SVARs
Fisher, Lance A.
;
Huh, Hyeon-seung
- In:
Journal of macroeconomics
61
(
2019
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012243212
Saved in:
5
Two algorithms in sign restrictions : an exploration in an empirical SVAR
Fisher, Lance A.
;
Huh, Hyeon-seung
- In:
International journal of computational economics and …
11
(
2021
)
3
,
pp. 304-321
Persistent link: https://www.econbiz.de/10012597701
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6
Combining sign and parametric restrictions in SVARs by utilising Givens rotations
Fisher, Lance A.
;
Huh, Hyeon-seung
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
24
(
2020
)
3
,
pp. 1-19
Persistent link: https://www.econbiz.de/10012289397
Saved in:
7
Systematic monetary policy in a SVAR for Australia
Fisher, Lance A.
;
Huh, Hyeon-seung
- In:
Economic modelling
128
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014464403
Saved in:
8
Mardi Dungey : 11 December 1966-12 January 2019
Pagan, Adrian R.
- In:
The economic and labour relations review : ELRR
30
(
2019
)
2
,
pp. 333-335
Persistent link: https://www.econbiz.de/10012258864
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9
Detecting common dynamics in transitory components
Christensen, Timothy
;
Hurn, Stan
;
Pagan, Adrian R.
- In:
Journal of time series econometrics
3
(
2011
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10009623245
Saved in:
10
Estimation and solution of models with expectations and structural changes
Kulish, Mariano
;
Pagan, Adrian R.
- In:
Journal of applied econometrics
32
(
2017
)
2
,
pp. 255-274
Persistent link: https://www.econbiz.de/10011689766
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