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person:"Newbold, Paul"
subject:"Zeitreihenanalyse"
~isPartOf:"CAMA working paper series"
~isPartOf:"Economic research paper / Loughborough University, Department of Economics"
~isPartOf:"Journal of empirical finance"
~person:"Dungey, Mardi H."
~person:"Ghose, Devajyoti"
~person:"Haque, Qazi"
~person:"Kapetanios, George"
~person:"Karanasos, Menelaos"
~subject:"Estimation"
~subject:"Time varying parameters"
~subject:"Zustandsraummodell"
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Zeitreihenanalyse
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Zustandsraummodell
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9
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5
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Newbold, Paul
Dungey, Mardi H.
Ghose, Devajyoti
Haque, Qazi
Kapetanios, George
Karanasos, Menelaos
Chan, Joshua
12
Harvey, David I.
6
Pagan, Adrian R.
6
Wong, Benjamin
6
Mills, Terence C.
5
Castelnuovo, Efrem
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Leybourne, Stephen James
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Seaton, Jonathan S.
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2
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2
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CAMA working paper series
Economic research paper / Loughborough University, Department of Economics
Journal of empirical finance
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Can we use high-frequency yield data to better understand the effects of monetary policy and its communication? : yes and no!
Hambur, Jonathan
;
Haque, Qazi
-
2023
Persistent link: https://www.econbiz.de/10014308971
Saved in:
2
Identification robust empirical evidence on the Euler equation in open economies
Haque, Qazi
;
Magnusson, Leandro M.
-
2020
Persistent link: https://www.econbiz.de/10012224953
Saved in:
3
Monetary policy, inflation target and the Great Moderation : an empirical investigation
Haque, Qazi
-
2019
Persistent link: https://www.econbiz.de/10012223995
Saved in:
4
Empirical evidence on the dynamics of investment under uncertainty in the US
Haque, Qazi
;
Magnusson, Leandro M.
;
Tomioka, Kazuki
-
2019
Persistent link: https://www.econbiz.de/10012224674
Saved in:
5
Do we really know that US monetary policy was destabilizing in the 1970s?
Haque, Qazi
;
Groshenny, Nicolas
;
Weder, Mark
-
2018
Persistent link: https://www.econbiz.de/10012202235
Saved in:
6
Time varying cointegration and the UK great ratios
Kapetanios, George
;
Millard, Stephen Patrick
;
Petrova, …
-
2018
Persistent link: https://www.econbiz.de/10012203995
Saved in:
7
On the correspondence between data revision and trend-cycle decomposition
Dungey, Mardi H.
;
Jacobs, Jan
;
Tian, Jing
;
Van Norden, Simon
-
2012
Persistent link: https://www.econbiz.de/10009561165
Saved in:
8
A time varying DSGE model with financial frictions
Galvão, Ana Beatriz C.
;
Giraitis, Liudas
;
Kapetanios, …
- In:
Journal of empirical finance
38
(
2016
),
pp. 690-716
Persistent link: https://www.econbiz.de/10011663775
Saved in:
9
Inflation convergence in the EMU
Karanasos, Menelaos
;
Koutroumpis, P.
;
Karavias, Y.
; …
- In:
Journal of empirical finance
39
(
2016
),
pp. 241-253
Persistent link: https://www.econbiz.de/10011664324
Saved in:
10
Detecting contagion with correlation : volatility and timing matter
Dungey, Mardi H.
;
Yalama, Abdullah
-
2009
Persistent link: https://www.econbiz.de/10003882203
Saved in:
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