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Journal of econometrics
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1
Monetary, fiscal and oil shocks : evidence based on mixed frequency structural FAVARs
Marcellino, Massimiliano
;
Sivec, Vasja
- In:
Journal of econometrics
193
(
2016
)
2
,
pp. 335-348
Persistent link: https://www.econbiz.de/10011704953
Saved in:
2
Fiscal policy and asset markets : a semiparametric analysis
Jansen, Dennis W.
;
Li, Qi
;
Wang, Zijun
;
Yang, Jian
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 141-150
Persistent link: https://www.econbiz.de/10003783794
Saved in:
3
Business cycle durations
Filardo, Andrew J.
- In:
Journal of econometrics
85
(
1998
)
1
,
pp. 99-123
Persistent link: https://www.econbiz.de/10001240380
Saved in:
4
On seasonality and business cycle durations : a nonparametric investigation
Ghysels, Eric
- In:
Journal of econometrics
79
(
1997
)
2
,
pp. 269-290
Persistent link: https://www.econbiz.de/10001335929
Saved in:
5
Business cycle analysis without much
theory
: a look at structural VARs
Cooley, Thomas F.
- In:
Journal of econometrics
83
(
1998
)
1
,
pp. 57-88
Persistent link: https://www.econbiz.de/10001336952
Saved in:
6
Nonparametric evidence on asymmetry in business cycles using aggregate employment time series
Hussey, Robert Miller
- In:
Journal of econometrics
51
(
1992
)
1
,
pp. 217-231
Persistent link: https://www.econbiz.de/10001118267
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7
Business cycle asymmetries in stock returns : evidence from higher order moments and conditional densities
Pérez-Quirós, Gabriel
;
Timmermann, Allan
- In:
Journal of econometrics
103
(
2001
)
1/2
,
pp. 259-306
Persistent link: https://www.econbiz.de/10001585367
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8
Nonconvexities, labor hoarding, technology shocks, and procyclical productivity : a structural econometric analysis
Chirinko, Robert S.
- In:
Journal of econometrics
66
(
1995
)
1
,
pp. 61-98
Persistent link: https://www.econbiz.de/10001174123
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9
Variable selection, estimation and inference for multi-period forecasting problems
Pesaran, M. Hashem
;
Pick, Andreas
;
Timmermann, Allan
- In:
Journal of econometrics
164
(
2011
)
1
,
pp. 173-187
Persistent link: https://www.econbiz.de/10009270389
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10
An I(d) model with trend and cycles
Abadir, Karim Maher
;
Distaso, Walter
;
Giraitis, Liudas
- In:
Journal of econometrics
163
(
2011
)
2
,
pp. 186-199
Persistent link: https://www.econbiz.de/10009270611
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