Discussion paper DP10610 Monetary, Fiscal and Oil Shocks: Evidence based on Mixed Frequency Structural FAVARs Massimiliano Marcellino 24 May 2015 International Macroeconomics C32 C43 E32
Discussion paper DP9654 Testing for Cointegration with Temporally Aggregated and Mixed-frequency Time Series Eric Ghysels 15 Sep 2013 Financial Economics C12 C32
Discussion paper DP6516 Testing Uncovered Interest Parity: A Continuous-Time Approach Enrique Sentana Antonio Diez de los Rios 5 Oct 2007 Financial Economics F31 G15
Discussion paper DP2858 On Adjusting the HP-Filter for the Frequency of Observations Morten Ravn Harald Uhlig 18 Jun 2001 International Macroeconomics C32 E32