| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
A long-run Pure Variance Common Features model for the common volatilities of the Dow Jones
|
Engle, Robert F.
|
|
2006
|
132 |
1 |
p. 7-42
36 p.
|
artikel
|
| 2 |
Are more data always better for factor analysis?
|
Boivin, Jean
|
|
2006
|
132 |
1 |
p. 169-194
26 p.
|
artikel
|
| 3 |
Common cyclical features analysis in VAR models with cointegration
|
Hecq, Alain
|
|
2006
|
132 |
1 |
p. 117-141
25 p.
|
artikel
|
| 4 |
Common factors in conditional distributions for bivariate time series
|
Granger, Clive W.J.
|
|
2006
|
132 |
1 |
p. 43-57
15 p.
|
artikel
|
| 5 |
Common features
|
Anderson, Heather M.
|
|
2006
|
132 |
1 |
p. 1-5
5 p.
|
artikel
|
| 6 |
Common trends and cycles in I(2) VAR systems
|
Paruolo, Paolo
|
|
2006
|
132 |
1 |
p. 143-168
26 p.
|
artikel
|
| 7 |
Editorial Board
|
|
|
2006
|
132 |
1 |
p. CO2-
1 p.
|
artikel
|
| 8 |
Statistical analysis of hypotheses on the cointegrating relations in the I ( 2 ) model
|
Johansen, Søren
|
|
2006
|
132 |
1 |
p. 81-115
35 p.
|
artikel
|
| 9 |
Synchronization of cycles
|
Harding, Don
|
|
2006
|
132 |
1 |
p. 59-79
21 p.
|
artikel
|
| 10 |
The common and specific components of dynamic volatility
|
Connor, Gregory
|
|
2006
|
132 |
1 |
p. 231-255
25 p.
|
artikel
|
| 11 |
The effect of data transformation on common cycle, cointegration, and unit root tests: Monte Carlo results and a simple test
|
Corradi, Valentina
|
|
2006
|
132 |
1 |
p. 195-229
35 p.
|
artikel
|
| 12 |
The missing link: using the NBER recession indicator to construct coincident and leading indices of economic activity
|
Issler, João Victor
|
|
2006
|
132 |
1 |
p. 281-303
23 p.
|
artikel
|
| 13 |
VARs, common factors and the empirical validation of equilibrium business cycle models
|
Giannone, Domenico
|
|
2006
|
132 |
1 |
p. 257-279
23 p.
|
artikel
|
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