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Inference in possibly integrated vector autoregressive models : finite sample evidence

Yamada, Hiroshi; Toda, Hiro Y. - 1996

Persistent link: https://www.econbiz.de/10000947789

A note on hypothesis testing based on the fully modified vector autoregression

Yamada, Hiroshi; Toda, Hiro Y. - 1996

Persistent link: https://www.econbiz.de/10000949523

Inference in possibly integrated vector autoregressive models : some finite sample evidence

Yamada, Hiroshi - In: Journal of econometrics 86 (1998) 1, pp. 55-95

Persistent link: https://www.econbiz.de/10001243866

A note on hypothesis testing based on the fully modified vector autoregression

Yamada, Hiroshi - In: Economics letters 56 (1997) 1, pp. 27-39

Persistent link: https://www.econbiz.de/10001226458

Hatanaka, Michio; Yamada, Hiroshi - 2003 - [1. Aufl.]

Persistent link: https://www.econbiz.de/10001763365

Do stock prices contain predictive information on business turning points? : A wavelet analysis

Yamada, Hiroshi; Honda, Yuzo - In: Applied financial economics letters 1 (2005) 1, pp. 19-23

Persistent link: https://www.econbiz.de/10002550034

Hatanaka, Michio - 2003

In macro-econometrics more attention needs to be paid to the relationships among deterministic trends of different variables, or co-trending, especially when economic growth is of concern. The number of relationships, i.e., the co-trending rank, plays an important role in evaluating the veracity...

Persistent link: https://www.econbiz.de/10013518663

A comparison of two alternative composite leading indicators for detecting Japanese business cycle turning points

Yamada, Hiroshi; Nagata, Syuichi; Honda, Yuzo - In: Applied economics letters 17 (2010) 7/9, pp. 875-879

Persistent link: https://www.econbiz.de/10003996970

A note on band-pass filters based on the Hodrick-Prescott filter and the OECD system of composite leading indicators

Yamada, Hiroshi - In: Journal of business cycle measurement and analysis : a … (2011) 2, pp. 105-109

Persistent link: https://www.econbiz.de/10009500851

Japan's output gap estimation and l 1 trend filtering

Yamada, Hiroshi; Jin, Lan - In: Empirical economics : a journal of the Institute for … 45 (2013) 1, pp. 81-88

Persistent link: https://www.econbiz.de/10009779247

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