On the structure of moving average processes
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Econometrics.
Volume (Year): 6 (1977)
Issue (Month): 1 (July)
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Web page: http://www.elsevier.com/locate/jeconom
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Blog mentionsAs found by EconAcademics.org, the blog aggregator for Economics research:CitEc Project, subscribe to its RSS feed for this item.
- Brüggemann, Ralf & Lütkepohl, Helmut, 2013.
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- Ralf Brüggemann & Helmut Lütkepohl, 2011. "Forecasting Contemporaneous Aggregates with Stochastic Aggregation Weights," Working Paper Series of the Department of Economics, University of Konstanz 2011-23, Department of Economics, University of Konstanz.
- Ralf Brueggemann & Helmut Luetkepohl, 2011. "Forecasting Contemporaneous Aggregates with Stochastic Aggregation Weights," Economics Working Papers ECO2011/17, European University Institute.
- Massimiliano Marcellino, .
"Linear Aggregation with Common Trends and Cycles,"
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- Robert E. Cumby & Maurice Obstfeld, 1984.
"International Interest Rate and Price Level Linkages under Flexible Exchange Rates: A Review of Recent Evidence,"
in: Exchange Rate Theory and Practice, pages 121-152
National Bureau of Economic Research, Inc.
- Robert E. Cumby & Maurice Obstfeld, 1985. "International Interest-Rate and Price-Level Linkages Under Flexible Exchange Rates: A Review of Recent Evidence," NBER Working Papers 0921, National Bureau of Economic Research, Inc.
- Wolff, Christian C. P., 2000.
"Measuring the forward foreign exchange risk premium: multi-country evidence from unobserved components models,"
Journal of International Financial Markets, Institutions and Money,
Elsevier, vol. 10(1), pages 1-8, January.
- Wolff, Christian C.P., 2000. "Measuring the forward foreign exchange risk premium: multi-country evidence from unobserved components models," Open Access publications from Maastricht University urn:nbn:nl:ui:27-13922, Maastricht University.
- González, Fernando & Launonen, Simo, 2005. "Towards European monetary integration: the evolution of currency risk premium as a measure for monetary convergence prior to the implementation of currency unions," Working Paper Series 0569, European Central Bank.
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