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The top documents of lutz-kilian
Exchange rates and monetary fundamentals: what do we learn from long-horizon regressions?
218 views
Impulse response analysis in vector autoregressions with unknown lag order
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Quantifying the uncertainty about the half-life of deviations from PPP
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THE IMPACT OF OIL PRICE SHOCKS ON THE U.S. STOCK MARKET
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Why is it so difficult to beat the random walk forecast of exchange rates?
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Small-Sample Confidence Intervals for Impulse Response Functions
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