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On the Reliability of Chow Type Test for Parameter Constancy in Multivariate Dynamic Models
Candelon, B.; Lütkepohl, H. - Sonderforschungsbereich 373, Quantifikation und …
Persistent link: https://www.econbiz.de/10005624012
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Stabilization Policy and Business Cycle Phases in Europe: A Markov Switching VAR Analysis
Beine, M.; Candelon, B.; Sekkat, K. - Sonderforschungsbereich 373, Quantifikation und …
Persistent link: https://www.econbiz.de/10005742837
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Was There a Regime Change in the German Monetary Transmission Mechanism in 1983?
Candelon, B.; Lütkepohl, H. - Sonderforschungsbereich 373, Quantifikation und …
Persistent link: https://www.econbiz.de/10005742932
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Testing for short and long-run causality: The case of the yield spread and economic growth
Breitung, J.; Candelon, B. - Sonderforschungsbereich 373, Quantifikation und …
Persistent link: https://www.econbiz.de/10005794873
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Fractional Integration and Business Cycle Features
Candelon, B.; Gil-Alana, L. - Sonderforschungsbereich 373, Quantifikation und …
Persistent link: https://www.econbiz.de/10005796188
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Common Cycles: A Frequency Domain Approach
Breitung, J.; Candelon, B. - Sonderforschungsbereich 373, Quantifikation und …
Persistent link: https://www.econbiz.de/10005796289