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Nelson-Plosser revisited : the ACF approach

Abadir, Karim Maher (contributor); … - 2005

Persistent link: https://www.econbiz.de/10003067598

Nelson-Plosser Revisited : The ACF Approach

Abadir, Karim Maher - 2012

We detect a new stylized fact that is common to the dynamics of all macroeconomic series, including financial aggregates. Their Auto-Correlation Functions (ACFs) share a common four-parameter functional form that arises from the dynamics of a general equilibrium model with heterogeneous firms....

Persistent link: https://www.econbiz.de/10013112436

Nelson-Plosser revisited : the ACF approach

Abadir, Karim Maher; Caggiano, Giovanni; Talmain, Gabriel - In: Journal of econometrics 175 (2013) 1, pp. 22-34

Persistent link: https://www.econbiz.de/10009749369

Depreciation rates and capital stocks

Abadir, Karim Maher; Talmain, Gabriel - 1998

Persistent link: https://www.econbiz.de/10001397892

Autocovariance functions of series and of their transforms

Abadir, Karim Maher; Talmain, Gabriel - 1998

Persistent link: https://www.econbiz.de/10001397921

Aggregation and persistence in a macromodel

Abadir, Karim Maher; Talmain, Gabriel - 1999

Persistent link: https://www.econbiz.de/10001462894

Aggregation, persistence and volatility in a macromodel

Abadir, Karim Maher; Talmain, Gabriel - 2001

Persistent link: https://www.econbiz.de/10001600200

Depreciation rates and capital stocks

Abadir, Karim Maher; Talmain, Gabriel - In: The Manchester School 69 (2001) 1, pp. 42-51

Persistent link: https://www.econbiz.de/10001573226

Aggregation, persistence and volatility in a macro model

Abadir, Karim Maher; Talmain, Gabriel - In: The review of economic studies 69 (2002) 4, pp. 749-779

Persistent link: https://www.econbiz.de/10001706120

Autocovariance functions of series and of their transforms

Abadir, Karim Maher; Talmain, Gabriel - In: Journal of econometrics 124 (2005) 2, pp. 227-252

Persistent link: https://www.econbiz.de/10002515537

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