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Cointegration tests in the presence of structural breaks
Campos, Julia; Ericsson, Neil R.; Hendry, David F. - 1993
Persistent link: https://www.econbiz.de/10000854458
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A utility based comparison of some models of exchange rate volatility
West, Kenneth D.; Edison, Hali J.; Cho, Dongchul - 1993
Persistent link: https://www.econbiz.de/10000856008
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Cointegration, seasonality, encompassing, and the demand for money in the United Kingdom
Ericsson, Neil R.; Hendry, David F.; Tran, Hong-anh - 1993
Persistent link: https://www.econbiz.de/10000873721
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Macroeconomic risk and asset pricing : estimating the APT with observable factors
Ammer, John - 1993
Persistent link: https://www.econbiz.de/10000870264
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Fluctuating confidence and stock-market returns
David, Alexander - 1993
Persistent link: https://www.econbiz.de/10000881758
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On the dynamic properties of asymmetric models of real GNP
Brunner, Allan D. - 1994
Persistent link: https://www.econbiz.de/10000900425
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A framework for economic forecasting
Ericsson, Neil R.; Marquez, Jaime R. - 1998
Persistent link: https://www.econbiz.de/10000996016
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Hazards in implementing a Monetary Conditions Index
Eika, Kari H. - 1996
Persistent link: https://www.econbiz.de/10000990166
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Returns to scale in US production : estimates and implication
Basu, Susanto; Fernald, John G. - 1995
Persistent link: https://www.econbiz.de/10000956311
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Inferences from parametric and non-parametric covariance matrix estimation procedures
Den Haan, Wouter J.; Levin, Andrew T. - 1995
Persistent link: https://www.econbiz.de/10000935444