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Cointegration tests of present value models with a time-varying discount factor
Timmermann, Allan - In: Journal of applied econometrics 10 (1995) 1, pp. 17-31
Persistent link: https://www.econbiz.de/10001177892
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An econometric model of nonlinear dynamics in the joint distribution of stock and bond returns
Guidolin, Massimo; Timmermann, Allan - In: Journal of applied econometrics 21 (2006) 1, pp. 1-22
Persistent link: https://www.econbiz.de/10003309995
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Special issue on econometric inference using simulation techniques
Brown, Bryan W. (contributor); Monfort, Alain (contributor);  … - In: Journal of applied econometrics 8 (1993), pp. 1-173
Persistent link: https://www.econbiz.de/10001153473
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Special issue: Recent developments in business cycle analysis
Dijk, Dick van (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10002728630
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On the dynamics of business cycle analysis : editors' introduction
Dijk, Dick van; Dijk, Herman K. van; Franses, Philip Hans - In: Journal of applied econometrics 20 (2005) 2, pp. 147-150
Persistent link: https://www.econbiz.de/10002728682
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Posterior-predictive evidence on US inflation using extended New Keynesian Phillips curve models with non-filtered data
Baştürk, Nalan; Çakmaklı, Cem; Ceyhan, S. Pinar; … - In: Journal of applied econometrics 29 (2014) 7, pp. 1164-1182
Persistent link: https://www.econbiz.de/10010492696
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Editorial: Introduction to recent advances in methods and applications for DSGE models
Canova, Fabio; Schorfheide, Frank; Dijk, Herman K. van - In: Journal of applied econometrics 29 (2014) 7, pp. 1029-1030
Persistent link: https://www.econbiz.de/10010492723
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Bayes model averaging of cyclical decompositions in economic time series
Kleijn, Richard; Dijk, Herman K. van - In: Journal of applied econometrics 21 (2006) 2, pp. 191-212
Persistent link: https://www.econbiz.de/10003310043
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Interconnections between Eurozone and us booms and us busts using a Bayesian panel Markov-switching VAR model
Billio, Monica; Casarin, Roberto; Ravazzolo, Francesco; … - In: Journal of applied econometrics 31 (2016) 7, pp. 1352-1370
Persistent link: https://www.econbiz.de/10011687515
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Bayes model averaging of cyclical decompositions in economic time series
Kleijn, Richard; van Dijk, Herman K. - In: Journal of applied econometrics 21 (2006) 2, pp. 191-212
Persistent link: https://www.econbiz.de/10006955190