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institution:"Queen Mary College / Department of Economics"
subject:"United Kingdom"
~institution:"School of Economics, Mathematics and Statistics <London>"
~source:"econis"
~subject:"1983-2002"
~subject:"Mean Reversion"
~subject:"Schätzung"
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United Kingdom
1983-2002
Mean Reversion
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Estimation
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Kapetanios, George
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Karanassou, Marika
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Albala-Bertrand, José M.
2
Cipollini, Andrea
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Garratt, Anthony
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Queen Mary College / Department of Economics
School of Economics, Mathematics and Statistics <London>
National Bureau of Economic Research
2,332
Forschungsinstitut zur Zukunft der Arbeit
346
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US domestic money, inflation and output
Aksoy, Yunus
(
contributor
);
Piskorski, Tomasz
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10002810986
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2
Permanents vs transitory components and economic fundamentals
Garratt, Anthony
(
contributor
); …
-
2004
Persistent link: https://www.econbiz.de/10002587881
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3
UK real-time macro data characteristics
Garratt, Anthony
(
contributor
);
Vahey, Shaun P.
(
contributor
)
-
2004
Persistent link: https://www.econbiz.de/10002587898
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4
Aggregate consumption and the stock market : should we worry about non-linear wealth effects?
Alessandri, Piergiorgio
(
contributor
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-
2004
Persistent link: https://www.econbiz.de/10002437480
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5
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
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6
A reappraisal of the inflation-unemployment tradeoff
Karanassou, Marika
(
contributor
);
Sala, Hector
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001867515
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7
Is the currency risk priced in equity markets?
Giurda, Francesco
(
contributor
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Tzavalis, Elias
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002024385
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8
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
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9
Can the composition of capital constrain potential output? : A gap approach
Albala-Bertrand, José M.
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001923804
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10
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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