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Do TFP and the relative price of investment share a common I(1) component?
Benati, Luca - In: Journal of economic dynamics & control 45 (2014), pp. 239-261
Persistent link: https://www.econbiz.de/10010474428
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Does the labor-income process contain a unit root? : evidence from individual-specific time series
Gustavsson, Magnus; Österholm, Pär - In: Journal of economic dynamics & control 47 (2014), pp. 152-167
Persistent link: https://www.econbiz.de/10010485869
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Non-linear dimension reduction in factor-augmented vector autoregressions
Klieber, Karin - In: Journal of economic dynamics & control 159 (2024), pp. 1-29
Persistent link: https://www.econbiz.de/10014532393
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Conditional testing for unit-root bilinearity in financial time series : some theoretical and empirical results
Charemza, Wojciech; Lifshits, Mikhail; Makarova, Svetlana - In: Journal of economic dynamics & control 29 (2005) 1/2, pp. 63-96
Persistent link: https://www.econbiz.de/10002590137
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Nonlinear impulse response functions
Potter, Simon M. - In: Journal of economic dynamics & control 24 (2000) 10, pp. 1425-1446
Persistent link: https://www.econbiz.de/10001495428
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Rational bubbles : too many to be true?
Caravello, Tomas E.; Psaradakis, Zacharias G.; Sola, Martin - In: Journal of economic dynamics & control 151 (2023), pp. 1-27
Persistent link: https://www.econbiz.de/10014478681
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Assessing DSGE model nonlinearities
Aruoba, S. Borağan; Bocola, Luigi; Schorfheide, Frank - In: Journal of economic dynamics & control 83 (2017), pp. 34-54
Persistent link: https://www.econbiz.de/10011915578
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An analysis of the effect of investor sentiment in a heterogeneous switching transition model for G7 stock markets
Jawadi, Fredj; Namouri, Hela; Ftiti, Zied - In: Journal of economic dynamics & control 91 (2018), pp. 469-484
Persistent link: https://www.econbiz.de/10011974225
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The xpected time to cross a threshold and its determinants : A simple and flexible framework
Zsurkis, Gabriel; Nicolau, João; Rodrigues, Paulo M. M. - In: Journal of economic dynamics & control 122 (2021), pp. 1-17
Persistent link: https://www.econbiz.de/10012666214
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What does financial volatility tell us about macroeconomic fluctuations?
Chauvet, Marcelle; Senyuz, Zeynep; Yoldas, Emre - In: Journal of economic dynamics & control 52 (2015), pp. 340-360
Persistent link: https://www.econbiz.de/10011474221