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Measuring the euro area output gap using multivariate unobserved components models containing phase shifts
Chen, Xiaoshan; Mills, Terence C. - 2009
Persistent link: https://www.econbiz.de/10003908606
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Measuring the Euro area output gap using a multivariate unobserved components model containing phase shifts
Chen, Xiaoshan; Mills, Terence C. - In: Empirical economics : a journal of the Institute for … 43 (2012) 2, pp. 671-692
Persistent link: https://www.econbiz.de/10009630312
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Evaluating the synchronisation of the eurozone business cycles using multivariate coincident macroeconomic indicatos
Chen, Xiaoshan (contributor) - 2007
Persistent link: https://www.econbiz.de/10003579843
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Measuring the euro-dollar permanent equilibrium exchange rate using the unobserved components model
Chen, Xiaoshan; MacDonald, Ronald - 2014
Persistent link: https://www.econbiz.de/10010460132
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Measuring the dollar-euro permanent equilibrium exchange rate using the unobserved components model
Chen, Xiaoshan; MacDonald, Ronald - In: Journal of international money and finance 53 (2015), pp. 20-35
Persistent link: https://www.econbiz.de/10011475904
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Recent developments in modelling trends and cycles in economic time series and their relevance to quantitative economic history
Mills, Terence C. - In: The First World War and the international economy, (pp. 34-51). 2000
Persistent link: https://www.econbiz.de/10001519548
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Great ratios and common cycles : do they exist for the UK?
Mills, Terence C. - 1999
Persistent link: https://www.econbiz.de/10001458239
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The econometric modelling of financial time series
Mills, Terence C. - 1999 - 2. ed.
Persistent link: https://www.econbiz.de/10000679603
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The econometric modelling of financial time series
Mills, Terence C. - 1994 - Reprinted
Persistent link: https://www.econbiz.de/10000905318
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Recent developments in modelling nonstationary vector autoregressions
Mills, Terence C. - 1996
Persistent link: https://www.econbiz.de/10000949552