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Information, business survey forecasts and measurement of output trends in six European economies

Lee, Kevin C.; Shields, Kalvinder K. - 1999

Persistent link: https://www.econbiz.de/10001458378

Real time representation of the UK output gap in the presence of trend uncertainty

Garratt, Anthony; Lee, Kevin C.; Mise, Emi; Shields, … - 2006

Persistent link: https://www.econbiz.de/10003392035

Real time representations of the output gap

Garratt, Anthony; Lee, Kevin C.; Mise, Emi; Shields, … - 2005

Persistent link: https://www.econbiz.de/10003393026

Shock persistence, uncertainty and news-driven business cycles

Lee, Kevin; Shields, Kalvinder K.; Turnip, Guido - 2022

This paper considers the macroeconomic effects of shocks with different persistence properties identified from surveys of expectations. Using a GARCH-in-Mean model for the US, we present persistence profiles to illustrate how news about events occurring over different time frames plays different...

Persistent link: https://www.econbiz.de/10013290119

The impact of the initial condition on covariate augmented unit root tests

Aristidou, Chrystalleni; Harvey, David I.; Leybourne, … - In: Journal of time series econometrics 9 (2017) 1, pp. 1-23

Persistent link: https://www.econbiz.de/10011671094

Persistence, cointegration and aggregation : a disaggregated analysis of output fluctuations in the US economy

Pesaran, M. Hashem; Pierse, Richard G.; Lee, Kevin C. - 1990

Persistent link: https://www.econbiz.de/10000805454

Public sector debt dynamics : the persistance and sources of shocks to debt in 10 EU countries

Antonini, Massimo; Lee, Kevin C.; Pires, Jacinta - In: Journal of money, credit and banking : JMCB 45 (2013) 2/3, pp. 277-298

Persistent link: https://www.econbiz.de/10009759333

Macroeconomic forecasting for Pakistan in a data-rich environment

Syed, Ateeb Akhter Shah; Lee, Kevin Haeseung - In: Applied economics 53 (2021) 9, pp. 1077-1091

Persistent link: https://www.econbiz.de/10012425450