Narrow search
Showing 1 - 10 of 11
Cover Image
An empirical analysis of nonstationarity in a panel of interest rates with factors
Moon, Hyungsik Roger; Perron, Benoit - In: Journal of applied econometrics 22 (2007) 2, pp. 383-400
Persistent link: https://www.econbiz.de/10003455460
Cover Image
Descriptive econometrics for non-stationary time series with empirical illustrations
Phillips, Peter C. B. - In: Journal of applied econometrics 16 (2001) 3, pp. 389-413
Persistent link: https://www.econbiz.de/10001592353
Cover Image
Robust tests of forward exchange market efficiency with empirical evidence from the 1920s
Phillips, Peter C. B. - In: Journal of applied econometrics 11 (1996) 1, pp. 1-22
Persistent link: https://www.econbiz.de/10001196180
Cover Image
Rethinking an old empirical puzzle : econometric evidence on the forward discount anomaly
Maynard, Alex; Phillips, Peter C. B. - In: Journal of applied econometrics 16 (2001) 6, pp. 671-708
Persistent link: https://www.econbiz.de/10001631960
Cover Image
The boosted Hodrick-Prescott filter is more general than you might think
Mei, Ziwei; Phillips, Peter C. B.; Shi, Zhentao - In: Journal of applied econometrics 39 (2024) 7, pp. 1260-1281
Persistent link: https://www.econbiz.de/10015156853
Cover Image
Economic transition and growth
Phillips, Peter C. B.; Sul, Donggyu - In: Journal of applied econometrics 24 (2009) 7, pp. 1153-1185
Persistent link: https://www.econbiz.de/10003931469
Cover Image
Dynamics of the federal funds target rate : a nonstationary discrete choice approach
Hu, Ling; Phillips, Peter C. B. - In: Journal of applied econometrics 19 (2004) 7, pp. 851-867
Persistent link: https://www.econbiz.de/10002467829
Cover Image
Understanding the Fisher equation
Sun, Yixiao; Phillips, Peter C. B. - In: Journal of applied econometrics 19 (2004) 7, pp. 869-886
Persistent link: https://www.econbiz.de/10002467844
Cover Image
Economic transition and growth : a replication
Schnurbus, Joachim; Haupt, Harry; Meier, Verena - In: Journal of applied econometrics 32 (2017) 5, pp. 1039-1042
Persistent link: https://www.econbiz.de/10011862973
Cover Image
An empirical analysis of nonstationarity in a panel of interest rates with factors
Moon, Hyungsik Roger; Perron, Benoit - In: Journal of applied econometrics 22 (2007) 2, pp. 383-400
Persistent link: https://www.econbiz.de/10007723963