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Unit roots and all that : the impact of time-series methods on macroeconomics

Smith, Ron - 2000

Persistent link: https://www.econbiz.de/10001542801

Asymptotic inference on nonlinear functions of the coefficients of infinite order cointegrated VAR processes

Saikkonen, Pentti; Lütkepohl, Helmut - In: Nonlinear econometric modeling in time series : …, (pp. 165-201). 2000

Persistent link: https://www.econbiz.de/10001532227

Forecasting with VARMA models

Lütkepohl, Helmut - 2006

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Vars, Cointegration, and Common Cycle Restrictions

Anderson, Heather M.; Vahid, Farshid - In: The Oxford handbook of economic forecasting. 2012

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Inflation, money growth, and I(2) analysis

Jusélius, Katarina - In: New directions in macromodelling, (pp. 69-106). 2004

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Financial stress, regime switching and macrodynamics

Chen, Pu; Semmler, Willi - In: Nonlinearities in economics : an interdisciplinary …, (pp. 315-335). 2021

Monetary responses to financial stress have recently become an important issue in macroeconomic and policy discussions in the USA as well as in the EU. In this paper, the authors study two regimes of monetary responses. While the fundamentals of an economy are assumed to have a long-run...

Persistent link: https://www.econbiz.de/10012648051