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Structural vector autoregressions with Markov switching : combining conventional with statistical identification of shocks
Herwartz, Helmut; Lütkepohl, Helmut - 2011
Persistent link: https://www.econbiz.de/10009008157
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Forecasting exchange rates with a large Bayesian VAR
Carriero, Andrea (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003787656
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Forecasting levels of log variables in vector autoregressions
Bardsen, Gunnar; Lütkepohl, Helmut - 2009
Persistent link: https://www.econbiz.de/10003867341
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Forecasting nonlinear aggregates and aggregates with time-varying weights
Lütkepohl, Helmut - 2010
Persistent link: https://www.econbiz.de/10003960209
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Exchange rates and fundamentals : co-movement, long-run relationships and short-run dynamics
Bekiros, Stelios - 2011
Persistent link: https://www.econbiz.de/10009238619
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Nonparametric specification tests for conditional duration models
Fernandes, Marcelo (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001955246
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A note on Chambers's "long memory and aggregation in macroeconomic time series"
Souza, Leonardo Rocha (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001955249
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The aliasing effect, the Fejer Kernel and temporally aggregated long memory processes
Souza, Leonardo Rocha (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001726494
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Do shocks permanently change output? : Local persistency in economic time series
Lima, Luiz Renato (contributor); Xiao, Zhijie (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002168401
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Forecasting aggregated time series variables : a survey
Lütkepohl, Helmut - 2009
Persistent link: https://www.econbiz.de/10003867318