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subject:"Theorie"
type:"article"
~person:"Blundell, Richard W."
~person:"Fabozzi, Frank J."
~person:"Pesaran, M. Hashem"
~subject:"Impact assessment"
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45
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Blundell, Richard W.
Fabozzi, Frank J.
Pesaran, M. Hashem
Gil-Alaña, Luis A.
35
Caporale, Guglielmo Maria
32
Gupta, Rangan
32
Serletis, Apostolos
28
Kumbhakar, Subal
25
Bahmani-Oskooee, Mohsen
20
Wohar, Mark E.
19
Apergēs, Nikolaos
18
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16
Chang, Tsangyao
15
Hujer, Reinhard
15
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15
Peel, David
15
Taylor, Mark P.
15
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14
Creedy, John
14
Engsted, Tom
14
Narayan, Paresh Kumar
14
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13
Belke, Ansgar
13
Heckman, James J.
13
Herwartz, Helmut
13
Koop, Gary
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13
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12
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Lee, Chien-chiang
12
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12
Rose, Andrew
12
Tsionas, Efthymios G.
12
Tzavalis, Elias
12
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11
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Journal of applied econometrics
7
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4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
Econometric reviews
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
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2
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2
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1
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1
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1
Nonstationary panels, panel cointegration, and dynamic panels
1
Panel data econometrics : future directions : papers in honour of professor Pietro Balestra
1
Research in economics : an international review of economics
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1
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ECONIS (ZBW)
45
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1
Identifying the effects of sanctions on the Iranian economy using newspaper coverage
Laudati, Dario
;
Pesaran, M. Hashem
- In:
Journal of applied econometrics
38
(
2023
)
3
,
pp. 271-294
Persistent link: https://www.econbiz.de/10014287986
Saved in:
2
A comparison of multi-factor term structure models for interbank rates
Fabozzi, Frank J.
;
Fabozzi, Francesco A.
;
Tunaru, Diana
- In:
Review of quantitative finance and accounting
61
(
2023
)
1
,
pp. 323-356
Persistent link: https://www.econbiz.de/10014342033
Saved in:
3
Testing the forecasting ability of multi-factor models on non-US interbank rates
Tunaru, Diana
;
Fabozzi, Francesco A.
;
Fabozzi, Frank J.
- In:
The journal of fixed income : JFI
31
(
2021
)
2
,
pp. 7-33
Persistent link: https://www.econbiz.de/10012656054
Saved in:
4
A counterfactual economic analysis of Covid-19 using a threshold augmented multi-country model
Chudik, Alexander
;
Mohaddes, Kamiar
;
Pesaran, M. Hashem
; …
- In:
Journal of international money and finance
119
(
2021
),
pp. 1-26
Persistent link: https://www.econbiz.de/10013285015
Saved in:
5
Detecting bubbles in the US and UK real estate markets
Fabozzi, Frank J.
;
Kynigakis, Iason
;
Panopulu, Aikaterinē
- In:
The journal of real estate finance and economics
60
(
2020
)
4
,
pp. 469-513
Persistent link: https://www.econbiz.de/10012226693
Saved in:
6
A complete model for pricing coco bonds
Milanov, Krasimir
;
Kunčev, Ognjan I.
;
Fabozzi, Frank J.
- In:
The journal of fixed income
29
(
2020
)
3
,
pp. 53-67
Persistent link: https://www.econbiz.de/10012253567
Saved in:
7
Modeling local trends with regime shifting models with time-varying probabilities
Focardi, Sergio M.
;
Fabozzi, Frank J.
;
Mazza, Davide
- In:
International review of financial analysis
66
(
2019
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012208942
Saved in:
8
Bond portfolio optimization in the presence of duration constraints
Deguest, Romain
;
Fabozzi, Frank J.
;
Martellini, Lionel
; …
- In:
The journal of fixed income
28
(
2018
)
1
,
pp. 6-26
Persistent link: https://www.econbiz.de/10011905566
Saved in:
9
A flexible approach to estimate the equity premium
Bonaparte, Yosef
;
Fabozzi, Frank J.
- In:
Applied economics
49
(
2017
)
59
,
pp. 5940-5950
Persistent link: https://www.econbiz.de/10011845875
Saved in:
10
Earnings and consumption dynamics : a nonlinear panel data framework
Arellano, Manuel
;
Blundell, Richard W.
;
Bonhomme, Stéphane
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
3
,
pp. 693-734
Persistent link: https://www.econbiz.de/10011778768
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