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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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The role of theory in econometrics
Pesaran, M. Hashem - In: Journal of econometrics 67 (1995) 1, pp. 61-79
Persistent link: https://www.econbiz.de/10001333017
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Financial factors, macroeconomic information and the expectations theory of the term structure of interest rates
Carriero, Andrea; Favero, Carlo A.; Kaminska, Iryna - In: Journal of econometrics 131 (2006) 1/2, pp. 339-358
Persistent link: https://www.econbiz.de/10003298590
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On the statistical identification of DSGE models
Consolo, Agostino; Favero, Carlo A.; Paccagnini, Alessia - In: Journal of econometrics 150 (2009) 1, pp. 99-115
Persistent link: https://www.econbiz.de/10003847515
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An asymptotic invariance property of the common trends under linear transformations of the data
Johansen, Søren; Jusélius, Katarina - In: Journal of econometrics 178 (2014) 1, pp. 310-315
Persistent link: https://www.econbiz.de/10010256144
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Testing hypotheses in an I(2) model with piecewise linear trends. An analysis of the persistent long swings in the Dmk/$ rate
Johansen, Søren; Jusélius, Katarina; Frydman, Roman; … - In: Journal of econometrics 158 (2010) 1, pp. 117-129
Persistent link: https://www.econbiz.de/10008826871
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Estimation of long-run relationships from dynamic heterogeneous panels
Hashem Pesaran, M.; Smith, Ron - In: Journal of econometrics 68 (1995) 1, pp. 79-114
Persistent link: https://www.econbiz.de/10006797952
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The role of theory in econometrics
Pesaran, M.Hashem; Smith, Ron - In: Journal of econometrics 67 (1995) 1, pp. 61-80
Persistent link: https://www.econbiz.de/10006798463
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Financial factors, macroeconomic information and the Expectations Theory of the term structure of interest rates
Carriero, Andrea; Favero, Carlo A.; Kaminska, Iryna - In: Journal of econometrics 131 (2006) 1, pp. 339-358
Persistent link: https://www.econbiz.de/10006747789
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On the statistical identification of DSGE models
Consolo, Agostino; Favero, Carlo A.; Paccagnini, Alessia - In: Journal of econometrics 150 (2009) 1, pp. 99
Persistent link: https://www.econbiz.de/10008250601