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The Cointegrated VAR Methodology  

Katarina Juselius

The cointegrated VAR approach combines differences of variables with cointegration among them and by doing so allows the user to study both long-run and short-run effects in the same ... More

Financial Frictions in Macroeconomic Models  

Alfred Duncan and Charles Nolan

Online publication date:
Apr 2018
In recent decades, macroeconomic researchers have looked to incorporate financial intermediaries explicitly into business-cycle models. These modeling developments have helped us to ... More

Frequency-Domain Approach in High-Dimensional Dynamic Factor Models  

Marco Lippi

High-Dimensional Dynamic Factor Models have their origin in macroeconomics, precisely in empirical research on Business Cycles. The central idea, going back to the work of Burns and ... More

Incentives and Performance of Health Care Professionals  

Martin Chalkley

Economists have long regarded health care as a unique and challenging area of economic activity on account of the specialized knowledge of health care professionals (HCPs) and the ... More

Long Memory Models  

Peter Robinson

Long memory models are statistical models that describe strong correlation or dependence across time series data. This kind of phenomenon is often referred to as “long memory” or ... More

Mixed Frequency Models  

Eric Ghysels

Online publication date:
Mar 2018
The majority of econometric models ignore the fact that many economic time series are sampled at different frequencies. A burgeoning literature pertains to econometric methods explicitly ... More

Nonlinear Models in Macroeconometrics  

Timo Teräsvirta

Many nonlinear time series models have been around for a long time and have originated outside of time series econometrics. The stochastic models popular univariate, dynamic ... More

The Spatial Dimension of Health Systems  

Elisa Tosetti, Rita Santos, Francesco Moscone, and Giuseppe Arbia

The spatial dimension of supply and demand factors is a very important feature of healthcare systems. Differences in health and behavior across individuals are due not only to personal ... More

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