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2017
Non-causality due to included variables
In: volume: 5, 2017, issue: 4, p. 1-4
Triacca, Umberto
2017
Formula I(1) and I(2): Race tracks for likelihood maximization algorithms of I(1) and I(2) cointegrated VAR models
In: volume: 5, 2017, issue: 4, p. 1-30
Doornik, Jurgen A.
;
Mosconi, Rocco
;
Paruolo, Paolo
2017
Modeling real exchange rate persistence in Chile
In: volume: 5, 2017, issue: 3, p. 1-21
Salazar, Leonardo
2017
Likelihood ratio tests of restrictions on common trends loading matrices in I(2) VAR Systems
In: volume: 5, 2017, issue: 3, p. 1-17
Boswijk, H. Peter
;
Paruolo, Paolo
2017
Twenty-two years of inflation assessment and forecasting experience at the bulletin of EU & US inflation and macroeconomic analysis
In: volume: 5, 2017, issue: 4, p. 1-28
Espasa Terrades, Antoni
;
Senra, Eva
2017
Building news measures from textual data and an application to volatility forecasting
In: volume: 5, 2017, issue: 3, p. 1-46
Caporin, Massimiliano
;
Poli, Francesco
2017
Time-varying window length for correlation forecasts
In: volume: 5, 2017, issue: 4, p. 1-29
Jeon, Yoontae
;
McCurdy, Thomas H.
2017
On the interpretation of instrumental variables in the presence of specification errors: A causal comment
In: volume: 5, 2017, issue: 3, p. 1-6
Raunig, Burkhard
2017
Recent developments in copula models
In: volume: 5, 2017, issue: 3, p. 1-3
Fermanian, Jean-David
2017
Bayesian analysis of bubbles in asset prices
In: volume: 5, 2017, issue: 4, p. 1-23
Fulop, Andras
;
Yu, Jun
Author
2
Czado, Claudia
2
Doornik, Jurgen A.
2
Montañés, Antonio
2
Paruolo, Paolo
2
Perron, Pierre
2
Swamy, P. A. V. B.
1
Barnett, William A.
1
Boswijk, H. Peter
1
Caporin, Massimiliano
1
Chang, Chia-Lin
.
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41
2017
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Issue 1, Volume 5, 2017
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Issue 2, Volume 5, 2017
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Issue 3, Volume 5, 2017
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Issue 4, Volume 5, 2017