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Analysis of Vector Autoregressions in the Presence of Shifts in Mean
Estimating the Rational Expectations Model of Speculative Storage
Parametric and non-parametric approaches to price and tax reform
Lag Length Selection and the Construction of Unit Root Tests with Good Size and Power
How Important are Intergenerational Transfers of Time? A Macroeconomic Analysis
Accounting for Trends in the Almost Ideal Demand System
Explaining the Persistence of Commodity Prices
A Test for Conditional Symmetry in Time Series Models
Testing for ARCH in the Presence of a Possibly Misspecified Conditional Mean
A Semi-Parametric Factor Model of Interest Rates and Tests of the Affine Term Structure
Forecasting Dynamic Time Series in the Presence of Deterministic Components
Intergenerational Linkages in Consumption Behavior
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