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Modelling and forecasting government bond spreads in the euro area : a GVAR model
Favero, Carlo A. - In: Journal of econometrics 177 (2013) 2, pp. 343-356
Persistent link: https://www.econbiz.de/10010255139
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Stock market downswing and the stability of European Monetary Union money demand
Carstensen, Kai - In: Journal of business & economic statistics : JBES ; a … 24 (2006) 4, pp. 395-402
Persistent link: https://www.econbiz.de/10003385134
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Improving federal-funds rate forecasts in VAR models used for policy analysis
Robertson, John C.; Tallman, Ellis W. - In: Journal of business & economic statistics : JBES ; a … 19 (2001) 3, pp. 324-330
Persistent link: https://www.econbiz.de/10001603253
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Testing for two-regime threshold cointegration in vector error-correction models
Hansen, Bruce E.; Seo, Byeongseon - In: Journal of econometrics 110 (2002) 2, pp. 293-318
Persistent link: https://www.econbiz.de/10001703515
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Cointegration and threshold adjustment
Enders, Walter; Siklos, Pierre L. - In: Journal of business & economic statistics : JBES ; a … 19 (2001) 2, pp. 166-176
Persistent link: https://www.econbiz.de/10001568815
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Nonparametric cointegration analysis of fractional systems with unknown integration orders
Nielsen, Morten Ørregaard - In: Journal of econometrics 155 (2010) 2, pp. 170-187
Persistent link: https://www.econbiz.de/10003966977
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A pure-jump transaction-level price model yielding cointegration
Hurvich, Clifford M.; Wang, Yi - In: Journal of business & economic statistics : JBES ; a … 28 (2010) 4, pp. 539-558
Persistent link: https://www.econbiz.de/10008736141
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Intelligible factors for the yield curve
Lengwiler, Yvan; Lenz, Carlos - In: Journal of econometrics 157 (2010) 2, pp. 481-491
Persistent link: https://www.econbiz.de/10008662977
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Forecasting the yield curve in a data-rich environment : a no-arbitrage factor-augmented VAR approach
Mönch, Emanuel - In: Journal of econometrics 146 (2008) 1, pp. 26-43
Persistent link: https://www.econbiz.de/10003778196
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Trend stationarity in the I(2) cointegration model
Rahbek, Anders; Kongsted, Hans Christian; Jørgensen, … - In: Journal of econometrics 90 (1999) 2, pp. 265-289
Persistent link: https://www.econbiz.de/10001382131