Unit root

Results: 255



#Item
181New Keynesian economics / Dynamic stochastic general equilibrium / Business cycle / Shock / Technology shock / Unit root / General equilibrium theory / Labour economics / Economics / Macroeconomics / New classical macroeconomics

INVESTMENT SHOCKS AND BUSINESS CYCLES ALEJANDRO JUSTINIANO, GIORGIO E. PRIMICERI, AND ANDREA TAMBALOTTI Abstract. The origins of business cycles are still controversial among macroeconomists. This paper contributes to th

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Source URL: faculty.wcas.northwestern.edu

Language: English - Date: 2009-12-23 14:09:51
182Stochastic processes / Unit root / Mathematical finance / Noise / Stationary process / Autoregressive integrated moving average / Economic model / Cointegration / Autoregressive model / Statistics / Time series analysis / Econometrics

Financial Market Behavior, Fluctuations in the Macro Economy and the CVAR Katarina Juselius Department of Economics University of Copenhagen August 31, 2010

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Source URL: epp.eurostat.ec.europa.eu

Language: English
183Unit root / Trend estimation / Time series / Autoregressive integrated moving average / JT / Errors and residuals in statistics / Statistics / Time series analysis / Random walk

Misspeci…cation in Models for Trends and Cycles Davide Delle Monache and Andrew Harvey Cambridge University September 2010

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Source URL: epp.eurostat.ec.europa.eu

Language: English
184Time series analysis / Mathematical finance / Stochastic volatility / Volatility / Autoregressive conditional heteroskedasticity / Variance / Vector autoregression / Unit root / Phillips curve / Statistics / Economics / Econometrics

manuscript_AEJ_Macro_2008_R2.dvi

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Source URL: faculty.wcas.northwestern.edu

Language: English - Date: 2009-03-07 18:14:47
185Econometrics / Statistical tests / KPSS test / Unit root / Dickey–Fuller test / Islamic economic jurisprudence / Cointegration / Trend estimation / Stationary process / Statistics / Time series analysis / Economics

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Source URL: www.aessweb.com

Language: English - Date: 2014-06-19 08:19:13
186Economics / Granger causality / Cointegration / Causality / Unit root / Gross domestic product / Vector autoregression / Energy policy / Time series analysis / Statistics / Econometrics

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Source URL: plagiarism.repec.org

Language: English - Date: 2012-05-16 17:09:37
187Economic model / Neoclassical growth model / Inflation / Unit root / Economic growth / Economic equilibrium / Macroeconomic model / Gross domestic product / Real business cycle theory / Economics / Macroeconomics / Stationary process

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Source URL: www.ses.man.ac.uk

Language: English - Date: 2006-09-26 10:09:51
188Hypothesis testing / Econometrics / Design of experiments / Stationary process / Unit root / Statistical hypothesis testing / Augmented Dickey–Fuller test / Dickey–Fuller test / F-test / Statistics / Statistical tests / Time series analysis

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Source URL: plagiarism.repec.org

Language: English - Date: 2012-05-28 09:15:15
189Economics / Cointegration / Granger causality / Unit root / Dickey–Fuller test / Endogeneity / Regression analysis / Autoregressive conditional heteroskedasticity / Stationary process / Statistics / Time series analysis / Econometrics

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Source URL: springschool.politics.ox.ac.uk

Language: English - Date: 2008-04-30 05:04:00
190Econometrics / Science / Causality / Granger causality / Cointegration / Gross domestic product / Unit root / Augmented Dickey–Fuller test / Time series analysis / Statistics / Economics

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Source URL: plagiarism.repec.org

Language: English - Date: 2010-09-22 15:15:20
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