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A Bayesian Analysis of Total Factor Productivity Persistence. (2009). Parhi, Mamata ; Mishra, Tapas ; DIEBOLT, Claude ; Mohanty, Asit Ranjan .
In: Working Papers.
RePEc:afc:wpaper:09-10.

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  1. Bauwens L., Lubrano M. and Richard J.-F. (1999), Bayesian Inference in Dynamic Econometric Models, Oxford University Press, Oxford.
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  2. Dickey D.A. and Fuller W.A. (1979), “Distribution of the Estimators for Autoregressive Time Series with a Unit Root”, Journal of the American Statistical Association,74, pp. 427-431.
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  3. Durlauf S.N. (1989), “Output Persistence, Economic Structure and the Choice of Stabilization Policy”, Brookings Papers on Economic Activity, 2, pp. 69-116.

  4. Koop G. (1992), “Aggregate Shocks and Macroeconomic fluctuations: A Bayesian Approach”, Journal of Applied Econometrics, 7, pp. 395-411.

  5. La liste complète des Working Papers est disponible sur le site www.cliometrie.org WORKING PAPERS DE L’AFC Année 2009 WP2009-1 David LE BRIS "The French Stock Market in War" WP2009-2 David LE BRIS, Pierre-Cyrille HAUTCOEUR "A Challenge to Triumphant Optimists? A New Index for the Paris Stock-Exchange (1854-2007)" WP2009-3 Jean Luc DEMEULEMEESTER, Claude DIEBOLT "Education and Growth: What Links for Which Policy?" WP2009-4 Claude DIEBOLT, Karine PELLIER "La convergence des activités innovantes en Europe.

  6. Schotman P.C., van Dijk, H.K. (1991), “A Bayesian Analysis of the Unit Root Hypothesis in Real Exchange Rates,’ Journal of Econometrics, 49, pp. 195-238.

  7. Sims C.A. (1988), “Bayesian Scepticism on Unit Root Econometrics”, Journal of Economic Dynamics and Control, 12, pp. 463-474.

  8. Sims C.A., Uhlig H. (1991), “Understanding Unit Rooters: A Helicopter Tour”, Econometrica, 59, pp. 1591-1600.

  9. Solow R.M. (1956), “A Contribution to the Theory of Economic Growth”, Quarterly Journal of Economics, 70, pp. 65-94.
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  10. Zellner A. (1971), An Introduction to Bayesian Inference in Econometrics, John Wiley & Sons, New York.
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  2. Dynamic Linkages Among U.S. Real Estate Sectors Before and After the Housing Crisis. (2019). Yunus, Nafeesa.
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  3. A powerful wild bootstrap diagnosis of panel unit roots under linear trends and time-varying volatility. (2018). Walle, Yabibal ; Herwartz, Helmut.
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  4. Dynamics of Real Per Capita GDP. (2015). Neuhoff, Daniel.
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  5. Circulation du capital et explication du changement économique chez Marschak, Frisch et Leontief. (2014). Akhabbar, Amanar.
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  6. Is real GDP per capita a stationary process? Smooth transitions, nonlinear trends and unit root testing. (2011). Cuestas, Juan ; Garratt, Dean .
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  7. A Note on Shock Persistence in Total Factor Productivity Growth. (2011). Parhi, Mamata ; OUATTARA, BAZOUMANA ; Mishra, Tapas.
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  8. Spatial growth volatility and age-structured human capital dynamics in Europe. (2009). Parhi, Mamata ; Mishra, Tapas.
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  9. A Bayesian Analysis of Total Factor Productivity Persistence. (2009). Parhi, Mamata ; Mishra, Tapas ; DIEBOLT, Claude ; Mohanty, Asit Ranjan .
    In: Working Papers.
    RePEc:afc:wpaper:09-10.

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  10. Spatial Growth Volatility and Age-structured Human Capital Dynamics in Europe.. (2008). Parhi, Mamata ; Mishra, Tapas.
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  11. An Empirical Analysis of Istanbul Stock Exchange Sub-Indexes. (2005). Berument, Hakan ; Atakan, Cemal ; Akdi, Yilmaz .
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  17. Institutional Arrangements for Monetary Policy When Output Is Persistent.. (2001). Røisland, Øistein ; Roisland, Oistein.
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  21. Output Dynamics of the G7 Countries - Stochastic Trends and Cyclical Movements. (1999). Westermann, Frank ; Cheung, Yin-Wong.
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  24. Comparing British and American Economic and Industrial Performance 1860-1993: A Time Series Perspective. (1998). Oxley, Les ; Greasley, David.
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  25. Productivity shocks in a sectoral real business cycle model for West Germany. (1998). Lucke, Bernd.
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  37. Estimating Sectoral Cycles Using Cointegration and Common Features. (1993). Issler, João ; Engle, Robert.
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