Unit Roots, Trend Breaks, And Transitory Dynamics: A Macroeconomic Perspective
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- Kilian, L. & Ohanian, L.E., 1999. "Unit Roots, Trend Breaks and Transitory Dynamics: A Macroeconomic Perspective," Papers 99-02, Michigan - Center for Research on Economic & Social Theory.
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- Robinson Kruse & Michael Frömmel & Lukas Menkhoff & Philipp Sibbertsen, 2012.
"What do we know about real exchange rate nonlinearities?,"
Springer, vol. 43(2), pages 457-474, October.
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- Kejriwal, Mohitosh & Lopez, Claude, 2010. "Unit Roots, Level Shifts and Trend Breaks in Per Capita Output: A Robust Evaluation," MPRA Paper 25204, University Library of Munich, Germany.
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"Impact of Model Specification Decisions on Unit Root Tests,"
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- Atiq-ur-Rehman, Atiq-ur-Rehman & Zaman, Asad, 2009. "Impact of Model Specification Decisions on Unit Root Tests," MPRA Paper 19963, University Library of Munich, Germany.
- Boysen-Hogrefe, Jens & Jannsen, Nils & Meier, Carsten-Patrick, 2016.
"A Note On Banking And Housing Crises And The Strength Of Recoveries,"
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- Huang, Yu-Lieh & Huang, Chao-His, 2015. "Uncertain Effects Of Shocks Vs. Uncertain Unit Root: An Alternative View Of U.S. Real Gdp," Hitotsubashi Journal of Economics, Hitotsubashi University, vol. 56(1), pages 117-134, June.
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- repec:hit:hitjcm:v:56:y:2015:i:1:p:117-134 is not listed on IDEAS
More about this item
- C30 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - General
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
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