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institution:"Queen Mary College / Department of Economics"
subject:"United Kingdom"
~institution:"Centre for Quantitative Economics & Computing"
~institution:"Großbritannien / Parliament / House of Commons / Home Affairs Committee"
~subject:"1983-2002"
~subject:"Mean Reversion"
~subject:"Share price"
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United Kingdom
1983-2002
Mean Reversion
Share price
Estimation
24
Schätzung
24
Großbritannien
9
Theorie
7
Theory
7
Forecasting model
6
Prognoseverfahren
6
USA
4
United States
4
Einheitswurzeltest
3
OECD countries
3
OECD-Staaten
3
Time series analysis
3
Unit root test
3
Volatility
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Volatilität
3
Zeitreihenanalyse
3
ARCH model
2
ARCH-Modell
2
Außenwirtschaftliches Gleichgewicht
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Börsenkurs
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Exchange rate
2
External balance
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Factor analysis
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Faktorenanalyse
2
Inflation
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Japan
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Kaufkraftparität
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Lateinamerika
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Latin America
2
Mean reversion
2
Phillips curve
2
Phillips-Kurve
2
Purchasing power parity
2
Stochastic process
2
Stochastischer Prozess
2
Wechselkurs
2
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11
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Arbeitspapier
7
Graue Literatur
7
Non-commercial literature
7
Working Paper
7
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English
11
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Kapetanios, George
4
Patterson, Kerry D.
2
Chortareas, Georgios E.
1
Cipollini, Andrea
1
Correa, Lisa
1
Giurda, Francesco
1
Hatgioannides, John
1
Karanasos, Menelaos
1
Karanassou, Marika
1
Tzavalis, Elias
1
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Queen Mary College / Department of Economics
Centre for Quantitative Economics & Computing
Großbritannien / Parliament / House of Commons / Home Affairs Committee
National Bureau of Economic Research
176
Forschungsinstitut zur Zukunft der Arbeit
48
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
19
Centre for Economic Performance
13
University of Oxford / Institute of Economics and Statistics
11
Birkbeck College / Department of Economics
10
Institute for Fiscal Studies
10
Public Sector Economics Research Centre <Leicester>
10
Ekonomiska forskningsinstitutet <Stockholm>
9
University of Sheffield / Department of Economics
9
Institut für Weltwirtschaft
8
University of Reading / Department of Economics
8
University of York / Department of Economics and Related Studies
7
Centre for Economic Policy Research
5
Federal Reserve System / Division of Research and Statistics
5
University of Exeter / Department of Economics
5
Zentrum für Europäische Wirtschaftsforschung
5
Bonn Graduate School of Economics
4
Institute of Finance and Accounting <London>
4
National Institute of Economic and Social Research
4
University of Warwick / Department of Economics
4
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
3
European University Institute / Department of Economics
3
Gottfried Wilhelm Leibniz Universität Hannover
3
Institut für Höhere Studien
3
Kansantaloustieteen Laitos <Tampere>
3
School of Economics, Mathematics and Statistics <London>
3
Shaker Verlag
3
University of Cambridge / Department of Applied Economics
3
University of Cambridge / Faculty of Economics
3
University of Canterbury / Dept. of Economics and Finance
3
University of Glasgow / Department of Economics
3
University of Leicester / Department of Economics
3
University of Nottingham / Centre for Research on Globalisation and Labour Markets
3
Verlag Dr. Kovač
3
Volkswirtschaftliches Forschungszentrum <Frankfurt, Main>
3
Centre for Growth and Business Cycle Research <Manchester>
2
Deutsches Institut für Wirtschaftsforschung
2
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Working paper
7
Discussion papers in quantitative economics and computing / E
2
HC 424
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ECONIS (ZBW)
11
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1
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:
2
Modelling the yield curve : a two components approach
Hatgioannides, John
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002229537
Saved in:
3
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:
4
A dynamic factor analysis of financial contagion in Asia
Cipollini, Andrea
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001868040
Saved in:
5
The economic impact of telecommunications diffusion on UK productivity growth
Correa, Lisa
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001868071
Saved in:
6
Modelling core inflation for the UK using a new dynamic factor estimation method and a large disaggregated price index dataset
Kapetanios, George
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001867176
Saved in:
7
Factor analysis using subspace factor models : some theoretical results and an application to UK inflation forecasting
Kapetanios, George
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001867252
Saved in:
8
A state space approach to forecasting the final vintage of revised data with an application to the index of industrial production
Patterson, Kerry D.
-
1994
Persistent link: https://www.econbiz.de/10000903013
Saved in:
9
Is consumption too smooth? : The case of the United Kingdom
Patterson, Kerry D.
-
1993
Persistent link: https://www.econbiz.de/10000872967
Saved in:
10
Evidence
1981
Persistent link: https://www.econbiz.de/10003233704
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