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type_genre:"Non-commercial literature"
type_genre:"Working Paper"
~accessRights:"free"
~person:"Miller, Stephen M."
~subject:"Zeitreihenanalyse"
~type_genre:"Amtliche Publikation"
~type_genre:"Sammelwerk"
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Zeitreihenanalyse
Estimation
30
Schätzung
30
USA
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United States
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Inflation
7
Economic growth
6
Theorie
6
Theory
6
Time series analysis
6
Wirtschaftswachstum
6
ARCH model
5
ARCH-Modell
5
Einkommensverteilung
5
Income distribution
5
Structural break
5
Strukturbruch
5
Volatility
5
Volatilität
5
Business cycle
4
Cointegration
4
Geldpolitik
4
Inflation targeting
4
Inflationssteuerung
4
Kointegration
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Konjunktur
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Monetary policy
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Panel
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Panel study
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Bruttoinlandsprodukt
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Börsenkurs
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Gross domestic product
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Großbritannien
3
National income
3
Nationaleinkommen
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Share price
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United Kingdom
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fractional integration
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inflation targeting
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Miller, Stephen M.
Gil-Alaña, Luis A.
82
Caporale, Guglielmo Maria
77
Koopman, Siem Jan
26
Pesaran, M. Hashem
20
Gao, Jiti
15
Gupta, Rangan
14
Härdle, Wolfgang
13
McAleer, Michael
12
Sibbertsen, Philipp
12
Chan, Joshua
10
Kapetanios, George
10
Lütkepohl, Helmut
10
Nielsen, Morten Ørregaard
10
Kunst, Robert M.
9
Linton, Oliver
9
Lucas, André
9
Bailey, Natalia
8
Bos, Charles S.
8
Huber, Florian
8
Koop, Gary
8
Carcel, Hector
7
Costantini, Mauro
7
Franses, Philip Hans
7
Grassi, Stefano
7
Jumah, Adusei
7
Marcellino, Massimiliano
7
Wolters, Maik H.
7
Chang, Chia-Lin
6
Dijk, Dick van
6
Hautsch, Nikolaus
6
Kim, Hyeongwoo
6
Medeiros, Marcelo C.
6
Ravazzolo, Francesco
6
Rodriguez, Gabriel
6
Taylor, Robert
6
Weber, Enzo
6
Berger, Tino
5
Blasques, Francisco
5
Delle Monache, Davide
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Working papers / University of Connecticut, Department of Economics
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ECONIS (ZBW)
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Modeling U.S. historical time-series prices and inflation using various linear and nonlinear long-memory approaches
Canarella, Giorgio
;
Gil-Alaña, Luis A.
;
Gupta, Rangan
; …
-
2017
Persistent link: https://www.econbiz.de/10011687773
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2
Inflation targeting : new evidence from fractional integration and cointegration
Canarella, Giorgio
;
Miller, Stephen M.
-
2016
Persistent link: https://www.econbiz.de/10011547550
Saved in:
3
Time-varying persistence of inflation : evidence from a wavelet-based approach
Boubaker, Heni
;
Canarella, Giorgio
;
Gupta, Rangan
; …
-
2016
Persistent link: https://www.econbiz.de/10011547555
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4
Time-frequency relationship between inflation and inflation uncertainty for the U.S. : evidence from historical data
Albulescu, Claudiu Tiberiu
;
Tiwari, Aviral Kumar
; …
-
2016
Persistent link: https://www.econbiz.de/10011547577
Saved in:
5
Inflation persistence and structural breaks : the experience of inflation targeting countries and the US
Canarella, Giorgio
;
Miller, Stephen M.
-
2016
Persistent link: https://www.econbiz.de/10011547692
Saved in:
6
Regime switching model of US crude oil and stock market prices : 1859 to 2013
Balcilar, Mehmet
;
Gupta, Rangan
;
Miller, Stephen M.
-
2014
Persistent link: https://www.econbiz.de/10010415510
Saved in:
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