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Stability analysis in ARMA and unobserved component models
Hoyo Bernat, Juan del; Cendejas Bueno, José Luis - In: Growth and cycle in the Euro-zone, (pp. 291-302). 2006
Persistent link: https://www.econbiz.de/10003412224
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Convergence of inflation with a common cycle : estimating and modelling Spanish historical inflation from the 16th to the 18th centuries
Cendejas Bueno, José Luis; Villanueva, Cecilia Font de - In: Empirical economics : a journal of the Institute for … 48 (2015) 4, pp. 1643-1665
Persistent link: https://www.econbiz.de/10011301965
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A contribution to the analysis of historical economic fluctuations (1870-2010) : filtering, spurious cycles, and unobserved component modeling
Cendejas Bueno, José Luis; Muñoz, Félix-Fernando; … - In: Cliometrica : journal of historical economics and … 11 (2017) 1, pp. 93-125
Persistent link: https://www.econbiz.de/10011758358