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Time-varying (; ) band models: Properties and interpretation

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(1)Time-varying (; ) band models: Properties and interpretation Erwan Gautier, Hervé Le Bihan. To cite this version: Erwan Gautier, Hervé Le Bihan. Time-varying (; ) band models: Properties and interpretation. Journal of Economic Dynamics and Control, Elsevier, 2010, 35 (3), pp.394. �10.1016/j.jedc.2010.10.004�. �hal-00767498�. HAL Id: hal-00767498 https://hal.archives-ouvertes.fr/hal-00767498 Submitted on 20 Dec 2012. HAL is a multi-disciplinary open access archive for the deposit and dissemination of scientific research documents, whether they are published or not. The documents may come from teaching and research institutions in France or abroad, or from public or private research centers.. L’archive ouverte pluridisciplinaire HAL, est destinée au dépôt et à la diffusion de documents scientifiques de niveau recherche, publiés ou non, émanant des établissements d’enseignement et de recherche français ou étrangers, des laboratoires publics ou privés..

(2) Author’s Accepted Manuscript. Time-varying (S; s) band models: Properties and interpretation Erwan Gautier, Hervé Le Bihan PII: DOI: Reference:. S0165-1889(10)00232-0 doi:10.1016/j.jedc.2010.10.004 DYNCON 2494. To appear in:. Journal of Economic Dynamics & Control. Received date: Revised date: Accepted date:. 14 December 2009 29 September 2010 4 October 2010. www.elsevier.com/locate/jedc. Cite this article as: Erwan Gautier and Hervé Le Bihan, Time-varying (S; s) band models: Properties and interpretation, Journal of Economic Dynamics & Control, doi:10.1016/j.jedc.2010.10.004 This is a PDF file of an unedited manuscript that has been accepted for publication. As a service to our customers we are providing this early version of the manuscript. The manuscript will undergo copyediting, typesetting, and review of the resulting galley proof before it is published in its final citable form. Please note that during the production process errors may be discovered which could affect the content, and all legal disclaimers that apply to the journal pertain..

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