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institution:"Queen Mary College / Department of Economics"
subject:"United Kingdom"
~institution:"Centre for Growth and Business Cycle Research <Manchester>"
~institution:"School of Economics, Mathematics and Statistics <London>"
~subject:"1983-2002"
~subject:"EU countries"
~subject:"Mean Reversion"
~subject:"Stochastic process"
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United Kingdom
1983-2002
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Mean Reversion
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Estimation
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Kapetanios, George
5
Cipollini, Andrea
2
Garratt, Anthony
2
Karanassou, Marika
2
Sensier, Marianne
2
Barrios Cobos, Salvador
1
Brülhart, Marius
1
Chortareas, Georgios E.
1
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Elliott, Robert J. R.
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Giurda, Francesco
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1
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Robertson, Donald
1
Sala, Hector
1
Snower, Dennis J.
1
Tzavalis, Elias
1
Vahey, Shaun P.
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Wright, Stephen
1
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Queen Mary College / Department of Economics
Centre for Growth and Business Cycle Research <Manchester>
School of Economics, Mathematics and Statistics <London>
National Bureau of Economic Research
96
Forschungsinstitut zur Zukunft der Arbeit
56
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
20
Institut für Weltwirtschaft
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OECD
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University of Reading / Department of Economics
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University of Oxford / Institute of Economics and Statistics
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Public Sector Economics Research Centre <Leicester>
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International Energy Agency
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University of Sheffield / Department of Economics
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Zentrum für Europäische Wirtschaftsforschung
9
University of York / Department of Economics and Related Studies
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National Institute of Economic and Social Research
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Springer Fachmedien Wiesbaden
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5
European University Institute / Department of Economics
5
Institute of European Finance <Bangor, Gwynedd>
5
Institute of Finance and Accounting <London>
5
Universität Mannheim
5
Bonn Graduate School of Economics
4
Deutsches Institut für Wirtschaftsforschung
4
Ekonomiska forskningsinstitutet <Stockholm>
4
Goethe-Universität Frankfurt am Main
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International Monetary Fund
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Maxwell Graduate School of Citizenship and Public Affairs
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ECONIS (ZBW)
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1
Permanents vs transitory components and economic fundamentals
Garratt, Anthony
(
contributor
); …
-
2004
Persistent link: https://www.econbiz.de/10002587881
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2
UK real-time macro data characteristics
Garratt, Anthony
(
contributor
);
Vahey, Shaun P.
(
contributor
)
-
2004
Persistent link: https://www.econbiz.de/10002587898
Saved in:
3
Unemployment in the European Union : institutions, prices, and growth
Karanassou, Marika
(
contributor
);
Sala, Hector
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001868121
Saved in:
4
A tale of two cycles : co-fluctuations between UK regions and the Euro zone
Barrios Cobos, Salvador
;
Brülhart, Marius
;
Elliott, …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001557943
Saved in:
5
Asymmetric interest rate effects for the UK real economy
Sensier, Marianne
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001600682
Saved in:
6
Is the currency risk priced in equity markets?
Giurda, Francesco
(
contributor
);
Tzavalis, Elias
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002024385
Saved in:
7
A stochastic variance factor model for large datasets and an application to S&P data
Cipollini, Andrea
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001920657
Saved in:
8
Modelling the yield curve : a two components approach
Hatgioannides, John
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002229537
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9
Getting PPP right : identifying mean-reverting real exchange rates in panels
Chortareas, Georgios E.
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002153120
Saved in:
10
A dynamic factor analysis of financial contagion in Asia
Cipollini, Andrea
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001868040
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