-
1
-
-
0002031461
-
Genetic algorithms and inflationary economies
-
Arifovic J. Genetic algorithms and inflationary economies. Journal of Monetary Economics. 36:1995;219-243.
-
(1995)
Journal of Monetary Economics
, vol.36
, pp. 219-243
-
-
Arifovic, J.1
-
4
-
-
44949279468
-
Shifting trends, segmented trends, and infrequent permanent shocks
-
Balke N.S., Fomby T.B. Shifting trends, segmented trends, and infrequent permanent shocks. Journal of Monetary Economics. 28:1991;61-85.
-
(1991)
Journal of Monetary Economics
, vol.28
, pp. 61-85
-
-
Balke, N.S.1
Fomby, T.B.2
-
5
-
-
0001242913
-
The comparative forecast performance of univariate and multivariate models: An application to real interest rate forecasting
-
Bidarkota P.V. The comparative forecast performance of univariate and multivariate models: an application to real interest rate forecasting. International Journal of Forecasting. 14:1998;457-468.
-
(1998)
International Journal of Forecasting
, vol.14
, pp. 457-468
-
-
Bidarkota, P.V.1
-
7
-
-
84952171426
-
Are higher levels of inflation less predictable? A state-dependent conditional heteroscedasticity approach
-
Brunner A.D., Hess G.D. Are higher levels of inflation less predictable? A state-dependent conditional heteroscedasticity approach. Journal of Business and Economic Statistics. 11:(2):1993;187-197.
-
(1993)
Journal of Business and Economic Statistics
, vol.11
, Issue.2
, pp. 187-197
-
-
Brunner, A.D.1
Hess, G.D.2
-
9
-
-
0001397560
-
Pitfalls and opportunities: What macroeconomists should know about unit roots
-
O.J. Blanchard, & S. Fischer. Cambridge: MIT Press
-
Campbell J.Y., Perron P. Pitfalls and opportunities: what macroeconomists should know about unit roots. Blanchard O.J., Fischer S. NBER macroeconomics annual. 1991;MIT Press, Cambridge.
-
(1991)
NBER macroeconomics annual
-
-
Campbell, J.Y.1
Perron, P.2
-
10
-
-
21144473917
-
Joint estimation of model parameters and outlier effects in time series
-
Chen C., Liu L.-M. Joint estimation of model parameters and outlier effects in time series. Journal of the American Statistical Association. 88:1993;284-297.
-
(1993)
Journal of the American Statistical Association
, vol.88
, pp. 284-297
-
-
Chen, C.1
Liu, L.-M.2
-
11
-
-
84910792739
-
Random level shift time series models. ARIMA approximations, and level shift detection
-
Chen C., Tiao G. Random level shift time series models. ARIMA approximations, and level shift detection. Journal of Business and Economic Statistics. 8:1990;83-97.
-
(1990)
Journal of Business and Economic Statistics
, vol.8
, pp. 83-97
-
-
Chen, C.1
Tiao, G.2
-
13
-
-
0001224089
-
Estimates of the variance of US inflation based upon the ARCH model: Comment
-
Cosimano T., Jansen D. Estimates of the variance of US inflation based upon the ARCH model: comment. Journal of Money, Credit and Banking. 20:1988;409-421.
-
(1988)
Journal of Money, Credit and Banking
, vol.20
, pp. 409-421
-
-
Cosimano, T.1
Jansen, D.2
-
14
-
-
85036258669
-
Distribution of the estimators for autoregressive time series with a unit root
-
Dickey D., Fuller W.A. Distribution of the estimators for autoregressive time series with a unit root. Journal of the American Statistical Association. 74:1979;427-431.
-
(1979)
Journal of the American Statistical Association
, vol.74
, pp. 427-431
-
-
Dickey, D.1
Fuller, W.A.2
-
15
-
-
0007077667
-
Annals of econometrics: Recent developments in the econometrics of structural change.
-
(special issue).
-
Dufour, J.-M. & Ghyseis, E. (Eds.) (1996). Annals of econometrics: Recent developments in the econometrics of structural change. Journal of Econometrics 70 (special issue).
-
(1996)
Journal of Econometrics
, pp. 70
-
-
Dufour, J.-M.1
Ghyseis E. (Eds.)2
-
16
-
-
0000051984
-
Autoregressive conditional heteroskedasticity with estimates of the variance of United Kingdom inflation
-
Engle R.F. Autoregressive conditional heteroskedasticity with estimates of the variance of United Kingdom inflation. Econometrica. 50:1982;987-1007.
-
(1982)
Econometrica
, vol.50
, pp. 987-1007
-
-
Engle, R.F.1
-
17
-
-
0001005120
-
Estimates of the variance of US inflation based upon the ARCH model
-
Engle R.F. Estimates of the variance of US inflation based upon the ARCH model. Journal of Money, Credit and Banking. 15:1983;286-301.
-
(1983)
Journal of Money, Credit and Banking
, vol.15
, pp. 286-301
-
-
Engle, R.F.1
-
18
-
-
84984523682
-
A comparison of adaptive structural forecasting methods for electricity sales
-
Engle R.F., Brown S., Stern G. A comparison of adaptive structural forecasting methods for electricity sales. Journal of Forecasting. 7:1988;149-172.
-
(1988)
Journal of Forecasting
, vol.7
, pp. 149-172
-
-
Engle, R.F.1
Brown, S.2
Stern, G.3
-
19
-
-
0000667040
-
The Kalman filter model: Applications to forecasting and rational expectations models
-
T. Bewley. Cambridge, UK: Cambridge University Press
-
Engle R.F., Watson M.W. The Kalman filter model: applications to forecasting and rational expectations models. Bewley T. Fifth world congress of the econometric society. Advances in econometrics. 1987;245-283 Cambridge University Press, Cambridge, UK.
-
(1987)
Fifth world congress of the econometric society Advances in econometrics
, pp. 245-283
-
-
Engle, R.F.1
Watson, M.W.2
-
20
-
-
0000352140
-
Discovering the link between inflation rates and inflation uncertainty
-
Evans M. Discovering the link between inflation rates and inflation uncertainty. Journal of Money, Credit and Banking. 23:1991;169-184.
-
(1991)
Journal of Money, Credit and Banking
, vol.23
, pp. 169-184
-
-
Evans, M.1
-
21
-
-
21144474215
-
Inflation regimes and the sources of inflation uncertainty
-
Evans M., Wachtel P. Inflation regimes and the sources of inflation uncertainty. Journal of Money, Credit and Banking. 25:(3):1993;475-520.
-
(1993)
Journal of Money, Credit and Banking
, vol.25
, Issue.3
, pp. 475-520
-
-
Evans, M.1
Wachtel, P.2
-
22
-
-
0003147104
-
Checks for model adequacy for univariate time series models and their applications to econometric relationships
-
Godfrey L.G., Tremayne A.R. Checks for model adequacy for univariate time series models and their applications to econometric relationships. Econometric Reviews. 7:1988;1-42.
-
(1988)
Econometric Reviews
, vol.7
, pp. 1-42
-
-
Godfrey, L.G.1
Tremayne, A.R.2
-
23
-
-
0007087846
-
A Monte Carlo study of some tests of model adequacy in time series analysis
-
Hall A.D., McAleer M. A Monte Carlo study of some tests of model adequacy in time series analysis. Journal of Business and Economic Statistics. 7:1989;95-106.
-
(1989)
Journal of Business and Economic Statistics
, vol.7
, pp. 95-106
-
-
Hall, A.D.1
McAleer, M.2
-
24
-
-
0001342006
-
A new approach to the economic analysis of nonstationary time series and the business cycle
-
Hamilton J.D. A new approach to the economic analysis of nonstationary time series and the business cycle. Econometrica. 57:1989;357-384.
-
(1989)
Econometrica
, vol.57
, pp. 357-384
-
-
Hamilton, J.D.1
-
25
-
-
45149138487
-
Analysis of time series subject to changes in regime
-
Hamilton J.D. Analysis of time series subject to changes in regime. Journal of Econometrics. 45:1990;39-70.
-
(1990)
Journal of Econometrics
, vol.45
, pp. 39-70
-
-
Hamilton, J.D.1
-
26
-
-
0002730981
-
Modelling considerations in the seasonal adjustment of economic time series
-
A. Zellner. Washington, DC: US Bureau of the Census
-
Hillmer S.C., Bell W., Tiao G. Modelling considerations in the seasonal adjustment of economic time series. Zellner A. Applied time series analysis of economic data. 1983;74-100 US Bureau of the Census, Washington, DC.
-
(1983)
Applied time series analysis of economic data
, pp. 74-100
-
-
Hillmer, S.C.1
Bell, W.2
Tiao, G.3
-
28
-
-
0007135607
-
Essays on inflation expectations and interest rates in modern finnish financial markets
-
Oulu: Oulu University Press
-
Junttila J. Essays on inflation expectations and interest rates in modern finnish financial markets. Acta universitatis ouluensis. G4:1998;Oulu University Press, Oulu.
-
(1998)
Acta universitatis ouluensis
, vol.4
-
-
Junttila, J.1
-
30
-
-
34247480179
-
Testing the null hypothesis of stationarity against the alternative of a unit root: How sure are we that economic time series are nonstationary?
-
Kwiatkowski D., Phillips P.C.B., Schmidt P., Shin Y. Testing the null hypothesis of stationarity against the alternative of a unit root: how sure are we that economic time series are nonstationary? Journal of Econometrics. 54:1992;159-178.
-
(1992)
Journal of Econometrics
, vol.54
, pp. 159-178
-
-
Kwiatkowski, D.1
Phillips, P.C.B.2
Schmidt, P.3
Shin, Y.4
-
31
-
-
0007037425
-
Monetary policy and inflation indicators for Finland.
-
Mühleisen, M. (1995). Monetary policy and inflation indicators for Finland. IMF Working Paper 115/95.
-
(1995)
IMF Working Paper 115/95.
-
-
Mühleisen, M.1
-
32
-
-
49049143455
-
Trends and random walks in macroeconomic time series
-
Nelson C.R., Plosser C.I. Trends and random walks in macroeconomic time series. Journal of Monetary Economics. 10:1982;139-162.
-
(1982)
Journal of Monetary Economics
, vol.10
, pp. 139-162
-
-
Nelson, C.R.1
Plosser, C.I.2
-
33
-
-
0007040393
-
-
Testing for unit-roots with breaks: evidence on the great crash and the unit-root hypothesis reconsidered Mimeo.
-
Newbold, P., Nunes, L. C., & Kuan, C. M. (1994). Testing for unit-roots with breaks: evidence on the great crash and the unit-root hypothesis reconsidered Mimeo.
-
(1994)
-
-
Newbold, P.1
Nunes L., C.2
Kuan C., M.3
-
34
-
-
0000899296
-
The great crash, the oil-price shock and the unit-root hypothesis
-
Perron P. The great crash, the oil-price shock and the unit-root hypothesis. Econometrica. 57:1989;1361-1401.
-
(1989)
Econometrica
, vol.57
, pp. 1361-1401
-
-
Perron, P.1
-
35
-
-
77956888124
-
Testing for a unit root in time series regression
-
Phillips P.C.B., Perron P. Testing for a unit root in time series regression. Biometrica. 75:1988;335-346.
-
(1988)
Biometrica
, vol.75
, pp. 335-346
-
-
Phillips, P.C.B.1
Perron, P.2
-
36
-
-
0007087851
-
Leading inflation indicators in Finland: pairwise analysis of Granger-causality and cointegration.
-
Ripatti, A. (1995). Leading inflation indicators in Finland: pairwise analysis of Granger-causality and cointegration. Bank of Finland Discussion Papers 24/95.
-
(1995)
Bank of Finland Discussion Papers 24/95.
-
-
Ripatti, A.1
-
37
-
-
0039636899
-
Stability analysis using Kalman filtering, scoring, EM, and an adaptive EM method
-
P. Hackl, & A.H. Westlund. Berlin: Springer
-
Schneider W. Stability analysis using Kalman filtering, scoring, EM, and an adaptive EM method. Hackl P., Westlund A.H. Economic structural change: analysis and forecasting. 1991;Springer, Berlin.
-
(1991)
Economic structural change: Analysis and forecasting
-
-
Schneider, W.1
-
38
-
-
0002814040
-
Effects of model specification on tests for unit roots in macroeconomic data
-
Schwert G.W. Effects of model specification on tests for unit roots in macroeconomic data. Journal of Monetary Economics. 20:1987;73-103.
-
(1987)
Journal of Monetary Economics
, vol.20
, pp. 73-103
-
-
Schwert, G.W.1
-
39
-
-
0007039626
-
The role of asset prices in the inflation process in Finland
-
Spolander M. The role of asset prices in the inflation process in Finland. Bank of Finland Bulletin. 8/94:1994;9-14.
-
(1994)
Bank of Finland Bulletin
, vol.894
, pp. 9-14
-
-
Spolander, M.1
-
40
-
-
0030528942
-
Evidence on structural instability in macroeconomic time series relations
-
Stock J.H., Watson M.W. Evidence on structural instability in macroeconomic time series relations. Journal of Business and Economic Statistics. 14:1996;11-30.
-
(1996)
Journal of Business and Economic Statistics
, vol.14
, pp. 11-30
-
-
Stock, J.H.1
Watson, M.W.2
-
41
-
-
84979455306
-
Some advances in non-linear and adaptive modelling in time-series
-
Tiao G.C., Tsay R.S. Some advances in non-linear and adaptive modelling in time-series. Journal of Forecasting. 13:1994;109-113.
-
(1994)
Journal of Forecasting
, vol.13
, pp. 109-113
-
-
Tiao, G.C.1
Tsay, R.S.2
-
42
-
-
84979347077
-
Level shifts, temporary changes and forecasting
-
Trívez F.J. Level shifts, temporary changes and forecasting. Journal of Forecasting. 14:1995;543-550.
-
(1995)
Journal of Forecasting
, vol.14
, pp. 543-550
-
-
Trívez, F.J.1
-
43
-
-
0000875323
-
Time series model specification in the presence of outliers
-
Tsay R.S. Time series model specification in the presence of outliers. Journal of the American Statistical Association. 81:1986;132-141.
-
(1986)
Journal of the American Statistical Association
, vol.81
, pp. 132-141
-
-
Tsay, R.S.1
-
44
-
-
84944452417
-
Outliers, level shifts, and variance changes in time series
-
Tsay R.S. Outliers, level shifts, and variance changes in time series. Journal of Forecasting. 7:1988;1-20.
-
(1988)
Journal of Forecasting
, vol.7
, pp. 1-20
-
-
Tsay, R.S.1
-
45
-
-
84979385974
-
Forecasts of inflation from VAR models
-
Webb R.H. Forecasts of inflation from VAR models. Journal of Forecasting. 14:1995;267-285.
-
(1995)
Journal of Forecasting
, vol.14
, pp. 267-285
-
-
Webb, R.H.1
-
48
-
-
28444488750
-
Further evidence on the great crash, the oil-price shock, and the unit-root hypothesis
-
Zivot E., Andrews D.W.K. Further evidence on the great crash, the oil-price shock, and the unit-root hypothesis. Journal of Business and Economic Statistics. 10:1992;251-270.
-
(1992)
Journal of Business and Economic Statistics
, vol.10
, pp. 251-270
-
-
Zivot, E.1
Andrews, D.W.K.2
|