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.
- Massimiliano Marcellino, .
"Linear Aggregation with Common Trends and Cycles,"
160, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Ralf Brueggemann & Helmut Luetkepohl, 2011.
"Forecasting Contemporaneous Aggregates with Stochastic Aggregation Weights,"
Economics Working Papers
ECO2011/17, European University Institute.
- Brüggemann, Ralf & Lütkepohl, Helmut, 2013. "Forecasting contemporaneous aggregates with stochastic aggregation weights," International Journal of Forecasting, Elsevier, vol. 29(1), pages 60-68.
- 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.
- 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.
- Robert E. Cumby & Maurice Obstfeld, 1984. "International Interest Rate and Price Level Linkages under Flexible Exchange Rates: A Review of Recent Evidence," NBER Chapters, in: Exchange Rate Theory and Practice, pages 121-152 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.
- 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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