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person:"Lanne, Markku"
subject:"United States"
~person:"Bollerslev, Tim"
~person:"Hsing, Yu"
~type_genre:"Article in journal"
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Estimation
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Lanne, Markku
Bollerslev, Tim
Hsing, Yu
Gupta, Rangan
54
Bahmani-Oskooee, Mohsen
31
Gil-Alaña, Luis A.
31
Caporale, Guglielmo Maria
25
Wohar, Mark E.
21
Heckman, James J.
14
Apergēs, Nikolaos
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Payne, James E.
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Balcilar, Mehmet
12
Cebula, Richard J.
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Neumark, David
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Chang, Tsangyao
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Sarno, Lucio
11
Serletis, Apostolos
11
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9
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
International journal of transport economics : IJTE
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of money, credit and banking : JMCB
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Journal of transnational management : the official journal of the International Management Development Association
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The econometrics journal
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ECONIS (ZBW)
32
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1
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32
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1
A new time-varying parameter autoregressive model for U.S. inflation expectations
Lanne, Markku
;
Luoto, Jani
- In:
Journal of money, credit and banking : JMCB
49
(
2017
)
5
,
pp. 969-995
Persistent link: https://www.econbiz.de/10011946516
Saved in:
2
Noncausality and inflation persistence
Lanne, Markku
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
19
(
2015
)
4
,
pp. 469-481
Persistent link: https://www.econbiz.de/10011339417
Saved in:
3
Stock return predictability and variance risk premia : statistical inference and international evidence
Bollerslev, Tim
;
Marrone, James
;
Xu, Lai
;
Zhou, Hao
- In:
Journal of financial and quantitative analysis : JFQA
49
(
2014
)
3
,
pp. 633-661
Persistent link: https://www.econbiz.de/10010487089
Saved in:
4
Estimation of jump tails
Bollerslev, Tim
;
Todorov, Viktor
- In:
Econometrica : journal of the Econometric Society, an …
79
(
2011
)
6
,
pp. 1727-1783
Persistent link: https://www.econbiz.de/10009425124
Saved in:
5
Tails, fears, and risk premia
Bollerslev, Tim
;
Todorov, Viktor
- In:
The journal of finance : the journal of the American …
66
(
2011
)
6
,
pp. 2165-2211
Persistent link: https://www.econbiz.de/10009514108
Saved in:
6
Test of the J-curve hypothesis between the US and six Western European countries and policy implications
Hsing, Yu
;
Sergi, Bruno S.
- In:
Journal of transnational management : the official …
15
(
2010
)
2
,
pp. 176-185
Persistent link: https://www.econbiz.de/10003995842
Saved in:
7
In search of a critical value for the real crude oil price for the United States
Hsing, Yu
- In:
Applied economics letters
17
(
2010
)
7/9
,
pp. 657-661
Persistent link: https://www.econbiz.de/10003996666
Saved in:
8
Test of the Marshall-Lerner condition for eight selected Asian countries and policy implications
Hsing, Yu
- In:
Global economic review
39
(
2010
)
1
,
pp. 91-98
Persistent link: https://www.econbiz.de/10003997780
Saved in:
9
Test of the J-curve for six selected new EU countries
Hsing, Yu
- In:
International journal of economic policy in emerging …
2
(
2009
)
1
,
pp. 76-85
Persistent link: https://www.econbiz.de/10003818547
Saved in:
10
Expected stock returns and variance risk premia
Bollerslev, Tim
;
Tauchen, George Eugene
;
Zhou, Hao
- In:
The review of financial studies
22
(
2009
)
11
,
pp. 4463-4492
Persistent link: https://www.econbiz.de/10003896321
Saved in:
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