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On the correlations of trend-cycle errors

Wada, Tatsuma - In: Economics letters 116 (2012) 3, pp. 396-400

Persistent link: https://www.econbiz.de/10009674324

The real exchange rate and real interest differentials : the role of the trend-cycle decomposition

Wada, Tatsuma - In: Economic inquiry : journal of the Western Economic … 50 (2012) 4, pp. 968-987

Persistent link: https://www.econbiz.de/10009696177

Oil price shocks, inventories, and macroeconomic dynamics

Herrera, Ana María - In: Macroeconomic dynamics 22 (2018) 3, pp. 620-639

Persistent link: https://www.econbiz.de/10011916664

International stock market efficiency : a non-Bayesian time-varying model approach

Ito, Mikio; Noda, Akihiko; Wada, Tatsuma - In: Applied economics 46 (2014) 22/24, pp. 2744-2754

Persistent link: https://www.econbiz.de/10010417158

The evolution of stock market efficiency in the US : a non-Bayesian time-varying model approach

Ito, Mikio; Noda, Akihiko; Wada, Tatsuma - In: Applied economics 48 (2016) 7/9, pp. 621-635

Persistent link: https://www.econbiz.de/10011412970

Measuring business cycles with structural breaks and outliers : applications to international data ☆

Perron, Pierre; Wada, Tatsuma - In: Research in economics : an international review of economics 70 (2016) 2, pp. 281-303

Persistent link: https://www.econbiz.de/10011631146

Oil shocks and aggregate macroeconomic behavior : the role of monetary policy

Hamilton, James D.; Herrera, Ana María - In: Journal of money, credit and banking : JMCB 36 (2004) 2, pp. 265-286

Persistent link: https://www.econbiz.de/10002093357

Oil Prices Uncertainty, Endogenous Regime Switching, and Inflation Anchoring

Chang, Yoosoon; Herrera, Ana María; Pesavento, Elena - 2023

Using a novel approach to model regime switching with dynamic feedback and interactions, we extract latent mean and volatility factors in oil price changes. We illustrate how the volatility factor constitutes a useful measure of oil market risk (or oil price uncertainty) for policy makers and...

Persistent link: https://www.econbiz.de/10014355942

Why are gasoline prices sticky? : a test of alternative models of price adjustment

Douglas, Christopher; Herrera, Ana María - In: Journal of applied econometrics 25 (2010) 6, pp. 903-928

Persistent link: https://www.econbiz.de/10008667436

Unit roots, cointegration, and pretesting in VAR models

Gospodinov, Nikolaj; Herrera, Ana María; Pesavento, Elena - In: VAR models in macroeconomics - new developments and …, (pp. 81-115). 2013

Persistent link: https://www.econbiz.de/10010252338