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subject:"EU-Staaten"
subject:"Volatility"
~person:"Campbell, John Y."
~person:"Card, David"
~person:"Kelly, Bryan T."
~person:"Koopman, Siem Jan"
~subject:"Arbeitslosigkeit"
~subject:"Bildungsertrag"
~subject:"Konjunktur"
~subject:"Monetary policy"
~subject:"Productivity"
~subject:"Share price"
~subject:"Wirkungsanalyse"
~type_genre:"Book section"
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Card, David
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Handbook of financial time series
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Handbook of macroeconomics ; Vol. 1C
1
Nonlinear time series analysis of business cycles
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ECONIS (ZBW)
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Parameter estimation and practical aspects of modeling stochastic volatility
Jungbacker, Borus
;
Koopman, Siem Jan
- In:
Handbook of financial time series
,
(pp. 313-344)
.
2009
Persistent link: https://www.econbiz.de/10003833957
Saved in:
2
Trend-cycle decomposition models with smooth-transition parameters: Evidence from US economic time series
Koopman, Siem Jan
;
Lee, Kai Ming
;
Wong, Soon Yip
- In:
Nonlinear time series analysis of business cycles
,
(pp. 199-219)
.
2006
Persistent link: https://www.econbiz.de/10003312252
Saved in:
3
Asset prices, consumption, and the business cycle
Campbell, John Y.
-
1999
Persistent link: https://www.econbiz.de/10001436028
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