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~person:"Arestis, Philip"
~person:"Franses, Philip Hans"
~subject:"Theorie"
~type_genre:"Aufsatz im Buch"
~type_genre:"Working Paper"
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Theorie
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Arestis, Philip
Franses, Philip Hans
Snower, Dennis J.
294
Güth, Werner
289
Nijkamp, Peter
275
Gersbach, Hans
271
Stark, Oded
248
Koskela, Erkki
234
Pestieau, Pierre
228
Härdle, Wolfgang
218
Zenou, Yves
216
Pesaran, M. Hashem
212
Artus, Patrick
203
Acemoglu, Daron
194
Drexl, Andreas
186
Broll, Udo
181
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162
Cremer, Helmuth
161
Helpman, Elhanan
159
Verhoef, Erik T.
159
Keuschnigg, Christian
158
Konrad, Kai A.
158
Razin, Asaf
157
Aronsson, Thomas
149
Heckman, James J.
149
Ploeg, Frederick van der
149
Svensson, Lars E. O.
149
Thisse, Jacques-François
148
Pies, Ingo
146
Stiglitz, Joseph E.
146
Pethig, Rüdiger
142
Frey, Bruno S.
140
Kehoe, Patrick J.
140
Saint-Paul, Gilles
140
Creedy, John
139
Epstein, Gil S.
139
Lindbeck, Assar
137
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136
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134
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Econometric Institute research papers
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75 Jahre General Theory of Employment, Interest and Money
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Financial developments in national and international markets
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Finanzpolitik in der Kontroverse
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Frontiers of heterodox macroeconomics
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Global instability : the political economy of world economic governance
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Growth and economic development : essays in honour of A. P. Thirlwall
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Handbook of economic forecasting ; Vol. 1
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Is there a new consensus in macroeconomics?
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ECONIS (ZBW)
199
EconStor
9
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1
Forecasting changing seasonal components using periodic correlations
Franses, Philip Hans
;
Ooms, Marius
-
1994
Persistent link: https://www.econbiz.de/10000898964
Saved in:
2
Testing nested and non-nested periodically integrated autoregressive models
Franses, Philip Hans
;
McAleer, Michael
-
1995
Persistent link: https://www.econbiz.de/10000907435
Saved in:
3
Critical values for unit root tests in seasonal time series
Franses, Philip Hans
;
Hobijn, Bart
-
1994
Persistent link: https://www.econbiz.de/10000910782
Saved in:
4
Recent advances in modelling seasonality
Franses, Philip Hans
-
1994
Persistent link: https://www.econbiz.de/10000910783
Saved in:
5
Forecasting stock market volatility using (nonlinear) GARCH models
Franses, Philip Hans
;
Thull, Olaf van
-
1995
Persistent link: https://www.econbiz.de/10000912177
Saved in:
6
Testing for treshold cointegration
Dijk, Dick van
;
Franses, Philip Hans
-
1996
Persistent link: https://www.econbiz.de/10000934396
Saved in:
7
Mean shifts, unit roots and forecasting seasonal time series
Paap, Richard
;
Franses, Philip Hans
;
Hoek, Henk
-
1996
Persistent link: https://www.econbiz.de/10000939347
Saved in:
8
Does seasonal adjustment change inference from Markov switching models?
Franses, Philip Hans
;
Paap, Richard
-
1996
Persistent link: https://www.econbiz.de/10000940695
Saved in:
9
Testing for smooth transition nonlinearity in the presence of outliers
Dijk, Dick van
;
Franses, Philip Hans
;
Lucas, André
-
1996
Persistent link: https://www.econbiz.de/10000944648
Saved in:
10
Modeling seasonality in economic time series
Franses, Philip Hans
-
1996
Persistent link: https://www.econbiz.de/10000945475
Saved in:
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