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F canova methods for applied macroeconomic research

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F. Canova. Methods for Applied Macroeconomic Research . Princeton Uni- versity Press, Princeton, New Jersey, 2007. F. Canova and M. Ciccarelli. Estimating multi-country VAR models. Work- ing Paper 603, European Central Bank, 2008. G. Cavaliere, A. Rahbek, and A. M. R. Taylor. Bootstrap determination of the co-integration rank in vector autoregressive models. Econometrica , 80: 1721–1740, 2012. V. V. Chari, P. J. Kehoe, and E. R. McGrattan. Are structural VARs with long-run restrictions useful in developing business cycle theory? Journal of Monetary Economics , 55:1337–1352, 2008. G. C. Chow and A. Lin. Best linear unbiased interpolation, distribution, and extrapolation of time series by related series. Review of Economics and Statistics , 53:372–375, 1971. L. J. Christiano and M. Eichenbaum. Unit roots in real GNP: Do we know and do care? Carnegie-Rochester Conference Series on Public Policy , 32: 7–62, 1990. L. J. Christiano, M. Eichenbaum, and C. L. Evans. Monetary Policy Shocks: What have we Learned and to what End? , volume 1A of Handbook of Macroeconomics , chapter 2, pages 65–148. North-Holland, Amsterdam, 1999. L. J. Christiano, M. Eichenbaum, and R. J. Vigfusson. What happens after a technology shock? Working Paper No. 9819, NBER, 2003. L. J. Christiano, M. Eichenbaum, and R. J. Vigfusson. Assessing structural VARs. International Finance Discussion Papers No. 866, Board of Gover- nors of the Federal Reserve System, 2006. P. F. Christoffersen. Evaluating interval forecasts. International Economic Review , 39:841–862, 1998.
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BIBLIOGRAPHY 393 M. P. Clements and D. F. Hendry. Intercept corrections and structural change. Journal of Applied Econometrics , 11:475–494, 1996. M. P. Clements and D. F. Hendry. Forecasting with breaks. In Handbook of Economic Forecasting , volume 1, pages 605–657. Elsevier, Amsterdam, 2006. J. H. Cochrane. How big is the random walk in GNP? Journal of Political Economy , 96(5):893–920, 1988. T. F. Cooley and S. F. LeRoy. Atheoretical macroeconometrics - a critique. Journal of Monetary Economics , 16:283–308, 1985. V. Corradi and N. R. Swanson. Predictive density evaluation. In Handbook of Economic Forecasting , volume 1, pages 197–284. Elsevier, Amsterdam, 2006. N. A. Cuche and M. A. Hess. Estimating monthly GDP in a general Kalman filter framework: Evidence from Switzerland. Economic and Financial Modelling , 7:153–194, 2000. J. E. Davidson, D. F. Hendry, F. Srba, and S. Yeo. Econometric modelling of the aggregate time-series relationship between consumers’ expenditure and income in the United Kingdom. Economic Journal , 88:661–692, 1978. R. Davidson and J. G. MacKinnon. Estimation and Inference in Economet- rics . Oxford University Press, Oxford, 1993. S. Dees, F. D. Mauro, M. H. Pesaran, and V. Smith. Exploring the inter- national linkages of the Euro area: A global VAR analysis. Journal of Applied Econometrics , 22:1–38, 2007. M. Deistler and K. Neusser. Prognosen uni- und multivariater Zeitreihen. In P. Mertens, editor, Prognoserechnung , pages 225–256, Heidelberg, 2012.
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