Nothing Special   »   [go: up one dir, main page]

create a website
Testing for Non-Linear Dependence in Univariate Time Series: An Empirical Investigation of the Austrian Unemployment Rate. (2001). Fischer, Manfred ; Koller, Wolfgang .
In: ERSA conference papers.
RePEc:wiw:wiwrsa:ersa01p233.

Full description at Econpapers || Download paper

Cited: 0

Citations received by this document

Cites: 24

References cited by this document

Cocites: 69

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

    This document has not been cited yet.

References

References cited by this document

  1. Barnett, W. A., Gallant, A. R., Hinich, M. J., Jungeilges, J. A., Kaplan, D. T., and Jensen, M. J. (1997). A single-blind controlled competition among tests for nonlinearity and chaos. Journal of Econometrics, 82, 157192.

  2. Bollerslev, T. (1986). Generalized autoregressive conditional heteroskedasticity. Journal of Econometrics, 31(3), 307327.

  3. Box, G. E. and Jenkins, G. M. (1970). Time Series Analysis: Forecasting and Control. San Francisco: Holden-Day.
    Paper not yet in RePEc: Add citation now
  4. Brock, W. A. and Sayers, C. L. (1988). Is the business cycle characterized by deterministic chaos? Journal of Monetary Economics, 22(1), 7190.

  5. Brock, W. A., Dechert, W. D., and Scheinkman, J. A. (1987). A Test for Independence Based on the Correlation Dimension. Work. pap., Department of Economics, University of Wisconsin at Madison, University of Houston, and University of Chicago.

  6. Brock, W. A., Dechert, W. D., Scheinkman, J. A., and LeBaron, B. (1996). A test for independence based on the correlation dimension. Econometric Reviews, 15(3), 197 235.
    Paper not yet in RePEc: Add citation now
  7. Brock, W. A., Hsieh, D. A., and LeBaron, B. (1991). Nonlinear dynamics, chaos, and instability: Statistical theory and economic evidence. Cambridge, Mass. and London: MIT Press.
    Paper not yet in RePEc: Add citation now
  8. Brockwell, P. J. and Davis, R. A. (1991). Time Series: Theory and Methods. New York: Springer.
    Paper not yet in RePEc: Add citation now
  9. Burgess, S. M. (1992). Asymmetric employment cycles in Britain: Evidence and an explanation. Economic Journal, 102, 279290.

  10. Cromwell, J. B., Labys, W. C., and Terraza, M. (1994). Univariate Tests for Time Series Models. Thousand Oaks, CA: SAGE Publications.
    Paper not yet in RePEc: Add citation now
  11. Engle, R. F. (1982). Autoregressive conditional heteroskedasticity with estimates of the variance of U.K. inflation. Econometrica, 50(4), 9871007.
    Paper not yet in RePEc: Add citation now
  12. Engle, R. F., Lilien, D. M., and Robins, R. P. (1987). Estimating time varying risk premia in the term structure: The ARCH-M model. Econometrica, 55(2), 391407.

  13. Granger, C. W. (1991). Developments in the nonlinear analysis of economic series. Scandinavian Journal of Economics, 93(2), 263276.

  14. Granger, C. W. and Andersen, A. (1978). An Introduction to Bilinear Time Series Models. Gottingen: Vandenhoeck & Ruprecht.
    Paper not yet in RePEc: Add citation now
  15. Grassberger, P. and Procaccia, I. (1983). Measuring the strangeness of strange attractors. Physica D, 9, 189208.
    Paper not yet in RePEc: Add citation now
  16. Hsieh, D. A. (1989). Testing for nonlinear dependence in daily foreign exchange rates. Journal of Business, 62(3), 339368.

  17. Lee, T.-H., White, H., and Granger, C. W. (1993). Testing for neglected nonlinearity in time series models. Journal of Econometrics, 56, 269290.

  18. Lumsdaine, R. L. and Ng, S. (1999). Testing for ARCH in the presence of a possibly misspecified mean. Journal of Econometrics, 93(2), 257279.

  19. McLeod, A. and Li, W. (1983). Diagnostic checking of ARMA time series models using squared residuals autocorrelations. Journal of Time Series Analysis, 4, 269273.

  20. Ozaki, T. (1980). Non-linear time series models for non-linear random vibrations. Journal of Applied Probability, 17, 8493.
    Paper not yet in RePEc: Add citation now
  21. Peel, D. A. and Speight, A. E. H. (1998). The non-linear time series properties of unemployment rates. Applied Economics, 30, 287294.

  22. Sentana, E. (1995). Quadratic ARCH models. Review of Economic Studies, 62(4), 639 661.

  23. Tong, H. and Lim, K. S. (1980). Threshold autoregression, limit cycles and cyclical data. Journal of the Royal Statistical Society, B42, 245292.
    Paper not yet in RePEc: Add citation now
  24. White, H. (1989). An additional hidden unit test for neglected non-linearity in multilayer feedforward networks. In Proceedings of the International Joint Conference on Neural Networks, Washington, DC, vol. I, pp. 451455, San Diego, CA. SOS Printing.
    Paper not yet in RePEc: Add citation now

Cocites

Documents in RePEc which have cited the same bibliography

  1. Predicting risk in energy markets: Low-frequency data still matter. (2021). Výrost, Tomᚠ; Vrost, Toma ; Todorova, Neda ; Lyocsa, Tefan.
    In: Applied Energy.
    RePEc:eee:appene:v:282:y:2021:i:pa:s0306261920315567.

    Full description at Econpapers || Download paper

  2. Shilnikov Chaos, Low Interest Rates, and New Keynesian Macroeconomics. (2020). Barnett, William ; Venturi, Beatrice ; Mattana, Paolo ; Ghosh, Taniya ; Bella, Giobanni.
    In: MPRA Paper.
    RePEc:pra:mprapa:98417.

    Full description at Econpapers || Download paper

  3. Applying Dynamic Training-Subset Selection Methods Using Genetic Programming for Forecasting Implied Volatility. (2020). Abdelmalek, Wafa ; ben Hamida, Sana ; Abid, Fathi.
    In: Papers.
    RePEc:arx:papers:2007.07207.

    Full description at Econpapers || Download paper

  4. A micro-to-macro approach to returns, volumes and waiting times. (2020). Petroni, Filippo ; D'Amico, Guglielmo.
    In: Papers.
    RePEc:arx:papers:2007.06262.

    Full description at Econpapers || Download paper

  5. Design of High-Frequency Trading Algorithm Based on Machine Learning. (2019). Feng, Yutong ; Fang, Boyue.
    In: Papers.
    RePEc:arx:papers:1912.10343.

    Full description at Econpapers || Download paper

  6. Does U.S. Macroeconomic News Make the South African Stock Market Riskier?. (2016). GUPTA, RANGAN ; Cakan, Esin.
    In: Working Papers.
    RePEc:pre:wpaper:201646.

    Full description at Econpapers || Download paper

  7. Models of Financial Return With Time-Varying Zero Probability. (2016). Sucarrat, Genaro ; Gronneberg, Steffen .
    In: MPRA Paper.
    RePEc:pra:mprapa:68931.

    Full description at Econpapers || Download paper

  8. Forecasting Covariance Matrices: A Mixed Approach. (2016). Halbleib, Roxana ; Voev, Valeri .
    In: Journal of Financial Econometrics.
    RePEc:oup:jfinec:v:14:y:2016:i:2:p:383-417..

    Full description at Econpapers || Download paper

  9. CRIX or evaluating blockchain based currencies. (2016). Trimborn, Simon ; Härdle, Wolfgang ; Hardle, Wolfgang Karl.
    In: SFB 649 Discussion Papers.
    RePEc:hum:wpaper:sfb649dp2016-021.

    Full description at Econpapers || Download paper

  10. Value-at-Risk forecasts by a spatiotemporal model in Chinese stock market. (2016). Gong, PU ; Weng, Yingliang .
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:441:y:2016:i:c:p:173-191.

    Full description at Econpapers || Download paper

  11. Choosing Expected Shortfall over VaR in Basel III Using Stochastic Dominance. (2015). McAleer, Michael ; Maasoumi, Esfandiar ; Jimenez-Martin, Juan ; Chang, Chia-Lin ; Perez-Amaral, Teodosio.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20150133.

    Full description at Econpapers || Download paper

  12. Unified quasi-maximum likelihood estimation theory for stable and unstable Markov bilinear processes. (2015). Aknouche, Abdelhakim.
    In: MPRA Paper.
    RePEc:pra:mprapa:69572.

    Full description at Econpapers || Download paper

  13. Forecasting volatility in gold returns under the GARCH, IGARCH and FIGARCH frameworks: New evidence. (2015). Bentes, Sonia R.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:438:y:2015:i:c:p:355-364.

    Full description at Econpapers || Download paper

  14. Nonlinear GARCH model and 1/f noise. (2015). Kononovicius, A. ; Ruseckas, J..
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:427:y:2015:i:c:p:74-81.

    Full description at Econpapers || Download paper

  15. High and low or close to close prices? Evidence from the multifractal volatility. (2015). Ma, Feng ; Liu, Zhichao ; Long, Yujia .
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:427:y:2015:i:c:p:50-61.

    Full description at Econpapers || Download paper

  16. Financial time series modeling using the Hurst exponent. (2015). Anagnostopoulos, Christoforos ; Tzouras, Spilios ; McCoy, Emma .
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:425:y:2015:i:c:p:50-68.

    Full description at Econpapers || Download paper

  17. Sharia compliant gold investment in Malaysia: Hedge or safe haven?. (2015). Lean, Hooi Hooi ; Ghazali, Mohd Fahmi ; Bahari, Zakaria .
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:34:y:2015:i:c:p:192-204.

    Full description at Econpapers || Download paper

  18. Value at Risk of the main stock market indexes in the European Union (2000–2012). (2015). Iglesias, Emma.
    In: Journal of Policy Modeling.
    RePEc:eee:jpolmo:v:37:y:2015:i:1:p:1-13.

    Full description at Econpapers || Download paper

  19. Return and volatility linkages between oil prices and the Lebanese stock market in crisis periods. (2015). Bouri, Elie.
    In: Energy.
    RePEc:eee:energy:v:89:y:2015:i:c:p:365-371.

    Full description at Econpapers || Download paper

  20. Power transformations of absolute returns and long memory estimation. (2015). Dalla, Violetta.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:33:y:2015:i:c:p:1-18.

    Full description at Econpapers || Download paper

  21. The Behavior of Conventional and Islamic Bank Deposit Returns in Malaysia and Turkey. (2015). Cevik, Serhan ; Charap, Joshua .
    In: International Journal of Economics and Financial Issues.
    RePEc:eco:journ1:2015-01-09.

    Full description at Econpapers || Download paper

  22. Robust bootstrap forecast densities for GARCH models: returns, volatilities and value-at-risk. (2015). Ruiz, Esther ; Hotta, Luiz ; Trucos, Carlos .
    In: DES - Working Papers. Statistics and Econometrics. WS.
    RePEc:cte:wsrepe:ws1523.

    Full description at Econpapers || Download paper

  23. Asset Price Dynamics with Heterogeneous Beliefs and Time Delays. (2014). Li, Kai.
    In: PhD Thesis.
    RePEc:uts:finphd:13.

    Full description at Econpapers || Download paper

  24. Factor-Specific Productivity. (2014). Piper, Brian .
    In: Working Papers.
    RePEc:shs:wpaper:1401.

    Full description at Econpapers || Download paper

  25. Long memory dynamics for multivariate dependence under heavy tails. (2014). Lucas, Andre ; Koopman, Siem Jan ; Janus, Pawel.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:29:y:2014:i:c:p:187-206.

    Full description at Econpapers || Download paper

  26. Volatility and dynamic conditional correlations of worldwide emerging and frontier markets. (2014). Lyócsa, Štefan ; Baumohl, Eduard.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:38:y:2014:i:c:p:175-183.

    Full description at Econpapers || Download paper

  27. A Monte Carlo Simulation Approach to Forecasting Multi-period Value-at-Risk and Expected Shortfall Using the FIGARCH-skT Specification. (2014). Floros, Christos ; Degiannakis, Stavros ; Dent, Pamela .
    In: Manchester School.
    RePEc:bla:manchs:v:82:y:2014:i:1:p:71-102.

    Full description at Econpapers || Download paper

  28. EARLY WARNING SYSTEMS: ANÁLISE DE UMMODELO PROBIT DE CONTÁGIO DE CRISE DOS ESTADOS UNIDOS PARA O BRASIL(2000-2010). (2014). DA SILVA, CLAUDECI ; Couto, Joaquim Miguel ; MURILLO, HUGO AGUDELO .
    In: Anais do XL Encontro Nacional de Economia [Proceedings of the 40th Brazilian Economics Meeting].
    RePEc:anp:en2012:110.

    Full description at Econpapers || Download paper

  29. Volatility Spillovers between Equity and Bond Markets: Evidence from G7 and BRICS. (2013). Zhang, Dongxiang ; Wang, Juan.
    In: Journal for Economic Forecasting.
    RePEc:rjr:romjef:v::y:2013:i:4:p:205-217.

    Full description at Econpapers || Download paper

  30. Regional Equity Risk Premium Convergence: The case of Japan. (2013). GUESMI, Khaled.
    In: Working Papers.
    RePEc:ipg:wpaper:2013-006.

    Full description at Econpapers || Download paper

  31. Economic effects by merger and acquisition types in the renewable energy sector: An event study approach. (2013). Heo, Eunnyeong ; Lee, Youah ; Yoo, Kyungjin .
    In: Renewable and Sustainable Energy Reviews.
    RePEc:eee:rensus:v:26:y:2013:i:c:p:694-701.

    Full description at Econpapers || Download paper

  32. Modelling price dynamics: A hybrid truncated Lévy Flight–GARCH approach. (2013). Constantinides, A. ; Savelev, S. E..
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:392:y:2013:i:9:p:2072-2078.

    Full description at Econpapers || Download paper

  33. The Tunisian stock market index volatility: Long memory vs. switching regime. (2013). Charfeddine, Lanouar ; Ajmi, Ahdi Noomen.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:16:y:2013:i:c:p:170-182.

    Full description at Econpapers || Download paper

  34. Moving average stochastic volatility models with application to inflation forecast. (2013). Chan, Joshua ; Chan, Joshua C. C., .
    In: Journal of Econometrics.
    RePEc:eee:econom:v:176:y:2013:i:2:p:162-172.

    Full description at Econpapers || Download paper

  35. Stock market comovements in Central Europe: Evidence from the asymmetric DCC model. (2013). Horvath, Roman ; Gjika, Dritan .
    In: Economic Modelling.
    RePEc:eee:ecmode:v:33:y:2013:i:c:p:55-64.

    Full description at Econpapers || Download paper

  36. Fear sentiments and gold price: testing causality in-mean and in-variance. (2012). Yagil, Joseph ; Qadan, Mahmod .
    In: Applied Economics Letters.
    RePEc:taf:apeclt:v:19:y:2012:i:4:p:363-366.

    Full description at Econpapers || Download paper

  37. Are the emerging bric stock markets efficient?. (2012). Tiwari, Aviral ; K.G., Suresh ; Joseph, Anto ; Suresh K. G., ; Suresh K. G., .
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-11-00369.

    Full description at Econpapers || Download paper

  38. Model-based Estimation of High Frequency Jump Diffusions with Microstructure Noise and Stochastic Volatility. (2008). Bos, Charles.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20080011.

    Full description at Econpapers || Download paper

  39. Long Memory Modelling of Inflation with Stochastic Variance and Structural Breaks. (2007). Ooms, Marius ; Koopman, Siem Jan ; Bos, Charles.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20070099.

    Full description at Econpapers || Download paper

  40. The Power of Weather: Some Empirical Evidence on Predicting Day-ahead Power Prices through Day-ahead Weather Forecasts. (2007). Zhou, Chen ; Ravazzolo, Francesco ; Huurman, Christian .
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20070036.

    Full description at Econpapers || Download paper

  41. Dynamic Correlations and Optimal Hedge Ratios. (2007). Bos, Charles ; Gould, Phillip .
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20070025.

    Full description at Econpapers || Download paper

  42. NON-LINEARITY IN THE CANADIAN AND US LABOUR MARKETS: UNIVARIATE AND MULTIVARIATE EVIDENCE FROM A BATTERY OF TESTS. (2007). Pelloni, Gianluigi ; Panagiotidis, Theodore.
    In: Working Paper series.
    RePEc:rim:rimwps:06_07.

    Full description at Econpapers || Download paper

  43. Econometric Analysis of Structural Systems with Permanent and Transitory Shocks. Working paper #7. (2007). Pesaran, M ; pagan, adrian ; Hurn, Stan ; Becker, Ralf.
    In: NCER Working Paper Series.
    RePEc:qut:auncer:2007-1.

    Full description at Econpapers || Download paper

  44. A New Bispectral Test for Nonlinear Serial Dependence. (2006). Dagum, Estelle ; Ashley, Richard ; Patterson, Douglas M. ; Rusticelli, Elena.
    In: Working Papers.
    RePEc:vpi:wpaper:e06-6.

    Full description at Econpapers || Download paper

  45. Testing for nonlinearity in mean in the presence of heteroskedasticity. (2006). Hurn, Stan ; Becker, Ralf.
    In: Stan Hurn Discussion Papers.
    RePEc:qut:sthurn:2006-02.

    Full description at Econpapers || Download paper

  46. Detecting Some Dynamic Properties of the Euro/Dollar Exchange Rate. (2006). Osinska, Magdalena ; Matuszewska-Janica, Aleksandra ; Osiska, Magdalena.
    In: International Advances in Economic Research.
    RePEc:kap:iaecre:v:12:y:2006:i:3:p:327-341:10.1007/s11294-006-9021-7.

    Full description at Econpapers || Download paper

  47. Common Volatility Trends in the Central and Eastern European Currencies and the Euro. (2006). Tamirisa, Natalia T ; Pramor, Marcus.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2006/206.

    Full description at Econpapers || Download paper

  48. Linear cointegration of nonlinear time series with an application to interest rate dynamics. (2006). Nesmith, Travis ; Jones, Barry.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2007-03.

    Full description at Econpapers || Download paper

  49. Outlier Detection in GARCH Models. (2005). Ooms, Marius ; Doornik, Jurgen.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20050092.

    Full description at Econpapers || Download paper

  50. Periodic Seasonal Reg-ARFIMA-GARCH Models for Daily Electricity Spot Prices. (2005). Ooms, Marius ; Koopman, Siem Jan ; Carnero, M. Angeles.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20050091.

    Full description at Econpapers || Download paper

  51. Nonparametric Tests for Serial Independence Based on Quadratic Forms. (2005). Panchenko, Valentyn ; Diks, Cees.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20050076.

    Full description at Econpapers || Download paper

  52. The BDS test and delay time. (2005). Matilla-García, Mariano ; Vazquez, Francisco J. ; Sanz, Paloma ; Matilla-Garcia, Mariano .
    In: Applied Economics Letters.
    RePEc:taf:apeclt:v:12:y:2005:i:2:p:109-113.

    Full description at Econpapers || Download paper

  53. Duration and convexity in spanish corporate bonds. (2004). Sotos, Francisco .
    In: International Advances in Economic Research.
    RePEc:kap:iaecre:v:10:y:2004:i:4:p:273-277:10.1007/bf02295140.

    Full description at Econpapers || Download paper

  54. A Generalized BDS Statistic. (2004). Matilla-García, Mariano.
    In: Computational Economics.
    RePEc:kap:compec:v:24:y:2004:i:3:p:277-300.

    Full description at Econpapers || Download paper

  55. Testing for Non-Linearity in ASEAN Financial Markets. (2003). Liew, Venus ; Lim, Kian-Ping.
    In: Finance.
    RePEc:wpa:wuwpfi:0308002.

    Full description at Econpapers || Download paper

  56. Are Non-Linear Dynamics a Universal Occurrence? Further Evidence From Asian Stock Markets. (2003). Liew, Venus ; Lim, Kian-Ping ; Habibullah, Muzafar Shah ; Azali, M..
    In: Finance.
    RePEc:wpa:wuwpfi:0308001.

    Full description at Econpapers || Download paper

  57. GARCH Diagnosis with Portmanteau Bicorrelation Test: An Application on the Malaysias Stock Market. (2003). Liew, Venus ; Lim, Kian-Ping ; Hinich, Melvin.
    In: Finance.
    RePEc:wpa:wuwpfi:0307013.

    Full description at Econpapers || Download paper

  58. Testing for Non-Linear Dependence in Univariate Time Series: An Empirical Investigation of the Austrian Unemployment Rate. (2001). Fischer, Manfred ; Koller, Wolfgang .
    In: ERSA conference papers.
    RePEc:wiw:wiwrsa:ersa01p233.

    Full description at Econpapers || Download paper

  59. Is the German Stock Market Chaotic ? Some NEGM- and BDS-test results for the DAX. (2001). Moritz, Oliver.
    In: CeNDEF Workshop Papers, January 2001.
    RePEc:ams:cdws01:3a.2.

    Full description at Econpapers || Download paper

  60. The Exact Theoretical Rational Expectations Monetary Aggregate. (2000). Hinich, Melvin ; Barnett, William ; Yue, Piyu.
    In: Macroeconomics.
    RePEc:wpa:wuwpma:0003004.

    Full description at Econpapers || Download paper

  61. The Current State of Research on Dynamic Economics, A Review Article of Giancarlo Gandolfos, Economic Dynamics, third edition. (1997). Barnett, William.
    In: Macroeconomics.
    RePEc:wpa:wuwpma:9702004.

    Full description at Econpapers || Download paper

  62. Nonlinear and Complex Dynamics in Economics. (1997). Serletis, Apostolos ; Medio, Alfredo ; Barnett, William.
    In: Econometrics.
    RePEc:wpa:wuwpem:9709001.

    Full description at Econpapers || Download paper

  63. Weak convergence and distributional assumptions for a general class of nonliner arch models. (1997). Mele, Antonio ; Fornari, Fabio.
    In: Econometric Reviews.
    RePEc:taf:emetrv:v:16:y:1997:i:2:p:205-227.

    Full description at Econpapers || Download paper

  64. The economics of conditional heteroskedasticity: Evidence from canadian and U.S. stock and futures markets. (1997). Ackert, Lucy.
    In: Atlantic Economic Journal.
    RePEc:kap:atlecj:v:25:y:1997:i:4:p:371-385.

    Full description at Econpapers || Download paper

  65. Fellows opinion: Econometrics, data, and the world wide web. (1997). Barnett, William.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:77:y:1997:i:2:p:297-302.

    Full description at Econpapers || Download paper

  66. Fellows Opinion: Econometrics, Data, and the World Wide Web. (1996). Barnett, William.
    In: Econometrics.
    RePEc:wpa:wuwpem:9602001.

    Full description at Econpapers || Download paper

  67. Incerteza inflacionária e crescimento do produto e incerteza do produto e crescimento inflacionário. (1991). Teixeira, Ernani .
    In: Nova Economia.
    RePEc:nov:artigo:v:2:y:1991:i:2:p:123-133.

    Full description at Econpapers || Download paper

  68. Uncertainty Shocks and Business Cycle Research. (). Guerron, Pablo ; Fernandez-Villaverde, Jesus ; Guerron-Quintana, Pablo.
    In: Review of Economic Dynamics.
    RePEc:red:issued:20-250.

    Full description at Econpapers || Download paper

  69. Too much cocited documents. This list is not complete

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2024-12-26 23:58:53 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.