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subject:"Schätzung"
type_genre:"Übersichtsarbeit"
~isPartOf:"Working papers"
~person:"Billio, Monica"
~person:"Nishimura, Kazuo"
~subject:"Business cycle"
~subject:"Strukturwandel"
~subject:"Theory"
~subject:"World"
~type_genre:"Non-commercial literature"
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Billio, Monica
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Expectations, self-fulfilling prophecies and the business cycle
Dufourt, Frédéric
;
Nishimura, Kazuo
;
Venditti, Alain
-
2022
-
Revised: October 2022
Persistent link: https://www.econbiz.de/10013549413
Saved in:
2
Knowledge-based structural change
Genna, Kevin
;
Ghiglino, Christian
;
Nishimura, Kazuo
; …
-
2021
Persistent link: https://www.econbiz.de/10012508324
Saved in:
3
A theory of heterogeneous city growth
Ghiglino, Christian
;
Nishimura, Kazuo
;
Venditti, Alain
-
2020
Persistent link: https://www.econbiz.de/10012317930
Saved in:
4
Networks in risk spillovers : a multivariate GARCH perspective
Billio, Monica
;
Caporin, Massimiliano
;
Frattarolo, Lorenzo
-
2020
Persistent link: https://www.econbiz.de/10012244841
Saved in:
5
Bayesian Markov switching tensor regression for time-varying networks
Billio, Monica
;
Casarin, Roberto
;
Iacopini, Matteo
-
2018
Persistent link: https://www.econbiz.de/10011869070
Saved in:
6
Bayesian dynamic tensor regression
Billio, Monica
;
Casarin, Roberto
;
Kaufmann, Sylvia
; …
-
2018
Persistent link: https://www.econbiz.de/10011869075
Saved in:
7
Bayesian nonparametric sparse seemingly unrelated regression model (SUR)
Billio, Monica
;
Casarin, Roberto
;
Rossini, Luca
-
2016
Persistent link: https://www.econbiz.de/10011629460
Saved in:
8
Networks in risk spillovers : a multivariate GARCH perspective
Billio, Monica
;
Caporin, Massimiliano
;
Frattarolo, Lorenzo
-
2016
Persistent link: https://www.econbiz.de/10011629466
Saved in:
9
Markov switching models for volatility : filtering, approximation and duality
Billio, Monica
;
Cavicchioli, Maddalena
-
2013
Persistent link: https://www.econbiz.de/10011629075
Saved in:
10
Portfolio performance measure and a new generalized utility-based N-moment measure
Billio, Monica
;
Jannin, Gregory
;
Maillet, Bertrand
; …
-
2013
Persistent link: https://www.econbiz.de/10011629370
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