EconStor >

Search Results

 
for  

Results 121-130 of 988.


Item hits:

DateTitle Authors
1997 Measuring stylized business cycles facts using stochastic cyclesRünstler, Gerhard
2001 Structural changes in the cointegrated vector autoregressive modelHansen, Peter Reinhard
2002 Specification testing and semiparametric estimation of regime switching models: An examination of the US short term interest rateCampbell, Sean D.
2008 Forming priors for DSGE models (and how it affects the assessment of nominal rigidities)Del Negro, Marco / Schorfheide, Frank
2012 Exponent of cross-sectional dependence: Estimation and inferenceBailey, Natalia / Kapetanios, George / Pesaran, Hashem
2013 Conditional euro area sovereign default riskLucas, André / Schwaab, Bernd / Zhang, Xin
2011 Conditional Probabilities and Contagion Measures for Euro Area Sovereign Default RiskZhang, Xin / Schwaab, Bernd / Lucas, Andre
2012 A Forty Year Assessment of Forecasting the Boat RaceMesters, Geert / Koopman, Siem Jan
2012 Improved Likelihood Ratio Tests for Cointegration Rank in the VAR ModelBoswijk, H. Peter / Jansson, Michael / Nielsen, Morten Ø.
2008 Testing a DSGE model of the EU using indirect inferenceMeenagh, David / Minford, Patrick / Wickens, Michael

Back 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 Next