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A simple nonlinear filter for economic time series analysis
Wen, Yi; Zeng, Bing - In: Economics letters 64 (1999) 2, pp. 151-160
Persistent link: https://www.econbiz.de/10001399218
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Granger-causality in cointegrated VAR processes : the case of the term structure
Lütkepohl, Helmut - In: Economics letters 40 (1992) 3, pp. 263-268
Persistent link: https://www.econbiz.de/10001140216
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Shock persistence and the measurement of prewar output series
Jäger, Albert - In: Economics letters 34 (1990) 4, pp. 333-337
Persistent link: https://www.econbiz.de/10001096917
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How big is the random walks in macroeconomic time series : variance ratio tests
Malliaris, Anastasios G. - In: Economics letters 34 (1990) 2, pp. 113-116
Persistent link: https://www.econbiz.de/10001096996
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Is there a unit root in US real GNP? : A re-assessment
Mocan, Naci - In: Economics letters 45 (1994) 1, pp. 23-31
Persistent link: https://www.econbiz.de/10001162397
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Fractional integration analysis of long-run behavior for US macroeconomic time series
Crato, Nuno - In: Economics letters 45 (1994) 3, pp. 287-291
Persistent link: https://www.econbiz.de/10001165789
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Testing for measurement errors in expectations from survey data : an instrumental variables approach
Rich, Robert W. - In: Economics letters 43 (1993) 1, pp. 5-10
Persistent link: https://www.econbiz.de/10001151882
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Estimating daily seasonals in financial time series : the use of high-pass spectral filters
Copeland, Laurence S. - In: Economics letters 43 (1993) 1, pp. 1-4
Persistent link: https://www.econbiz.de/10001151890
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Measuring persistence in the presence of trend breaks : the case of US GNP
Pischke, Jörn-Steffen - In: Economics letters 36 (1991) 4, pp. 379-384
Persistent link: https://www.econbiz.de/10001109073
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High and variable inflation : further evidence on the Friedman hypothesis
Caporale, Tony - In: Economics letters 54 (1997) 1, pp. 65-68
Persistent link: https://www.econbiz.de/10001222334