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Robust estimation of the expected inflation
Bohn Nielsen, Heino (contributor); Knudsen, Dan (contributor) - 2002 - [Elektronische Ressource]
Ignoring items with large price changes may enhance the informational content of a price index. As an application of the metrically trimmed mean (Kim, 1992) we suggest to discard the individual price changes that deviate the most from the median. Focusing on outliers increases the efficiency...
Persistent link: https://www.econbiz.de/10001685102
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An I(2) cointegration analysis of price and quantity formation in Danish manufactured exports
Bohn Nielsen, Heino (contributor) - 2001
Persistent link: https://www.econbiz.de/10001592921
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An I(2) cointegration analysis of price and quantity formation in Danish manufactured exports
Bohn Nielsen, Heino - In: Oxford bulletin of economics and statistics 64 (2002) 5, pp. 449-472
Persistent link: https://www.econbiz.de/10001741983
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Cointegration analysis in the presence of outliers
Bohn Nielsen, Heino (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001743444
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I(1) and I(2) cointegration analysis : theory and applications
Bohn Nielsen, Heino - 2004
Persistent link: https://www.econbiz.de/10002018707
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Cointegration analysis in the presence of outliers
Bohn Nielsen, Heino - In: The econometrics journal 7 (2004) 1, pp. 249-271
Persistent link: https://www.econbiz.de/10002122086
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UK money demand 1873 - 2001 : a cointegrated VAR analysis with additive data corrections
Bohn Nielsen, Heino (contributor) - 2004
Persistent link: https://www.econbiz.de/10002378867
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The long-run determinants of UK wages : 1860 - 2004 ; comment
Bohn Nielsen, Heino - In: Journal of macroeconomics 31 (2009) 1, pp. 29-34
Persistent link: https://www.econbiz.de/10003840365
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A "maximum-eigenvalue" test for the cointegration ranks in I(2) vector autoregressions
Bohn Nielsen, Heino - In: Economics letters 94 (2007) 3, pp. 445-451
Persistent link: https://www.econbiz.de/10003437679
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Influential observations in cointegrated VAR models : Danish money demand 1973 - 2003
Bohn Nielsen, Heino - In: The econometrics journal 11 (2008) 1, pp. 39-57
Persistent link: https://www.econbiz.de/10003648607