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~accessRights:"restricted"
~isPartOf:"Applied economics"
~isPartOf:"IMF Working Papers"
~isPartOf:"IMF working papers"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Journal of macroeconomics"
~isPartOf:"Working paper series / European Central Bank"
~language:"eng"
~subject:"Inflation"
~subject:"Stochastischer Prozess"
~subject:"nominal exchange rate"
~subject:"real exchange rates"
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Inflation
Stochastischer Prozess
nominal exchange rate
real exchange rates
Structural break
63
Strukturbruch
63
Estimation
57
Schätzung
57
Theorie
35
Theory
35
Time series analysis
32
Zeitreihenanalyse
32
Volatility
28
Volatilität
28
Welt
27
World
27
Exchange rate regime
24
Wechselkurssystem
24
Einheitswurzeltest
20
Unit root test
20
ARCH model
19
ARCH-Modell
19
Markov chain
19
Markov-Kette
19
Capital income
15
Kapitaleinkommen
15
structural breaks
15
Aktienmarkt
14
Börsenkurs
14
Exchange rate
14
Exchange rate policy
14
Share price
14
Stock market
14
Wechselkurs
14
Wechselkurspolitik
14
China
13
Cointegration
13
Economic growth
13
Kointegration
13
Wirtschaftswachstum
13
Forecasting model
12
National income
12
Nationaleinkommen
12
Prognoseverfahren
12
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140
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9
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9
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9
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Author
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Albulescu, Claudiu Tiberiu
1
Aristidou, Chrystalleni
1
Aubin, Christian
1
Baharumshah, Ahmad Zubaidi
1
Boroumand, Raphaël Homayoun
1
Chang, Chia-Chien
1
Charles, Sébastien
1
D’Adamo, Gaetano
1
Gomes, Fábio A.
1
Goutte, Stéphane
1
Goyeau, Daniel
1
Melo, Lívia C. M.
1
Porcher, Simon
1
Porcher, Thomas
1
Rovelli, Riccardo
1
Shyu, So-De
1
Slavtcheva, Dessislava
1
Soave, Gian Paulo
1
Soon, Siew-Voon
1
Tsai, Shu-Yu
1
Wohar, Mark E.
1
Yang, Jen-Wei
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Applied economics
IMF Working Papers
IMF working papers
International review of economics & finance : IREF
Journal of macroeconomics
Working paper series / European Central Bank
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
9
International journal of theoretical and applied finance
8
Journal of economic dynamics & control
8
Economic modelling
6
Economics letters
6
Empirical economics : a quarterly journal of the Institute for Advanced Studies
5
Insurance / Mathematics & economics
5
Computational economics
4
Finance research letters
4
International journal of financial engineering
4
Mathematics of operations research
4
Quantitative finance
4
The North American journal of economics and finance : a journal of financial economics studies
4
Annals of finance
3
Applied economics letters
3
Energy economics
3
European journal of operational research : EJOR
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of forecasting
3
Open economies review
3
Discussion paper / Centre for Economic Policy Research
2
Discussion papers / CEPR
2
Edward Elgar E-Book Archive
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
IMA journal of management mathematics
2
International journal of economics and finance
2
International journal of forecasting
2
International journal of theoretical and applied finance : IJTAF
2
Journal of Asian economics
2
Journal of applied econometrics
2
Journal of economic studies
2
Journal of economics and finance
2
Journal of international money and finance
2
Journal of mathematical economics
2
Journal of quantitative economics
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Journal of the Asia Pacific economy
2
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ECONIS (ZBW)
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1
Flexible markov-switching models with evolving
regime
-specific parameters : an application to Brazilian business cycles
Gomes, Fábio A.
;
Melo, Lívia C. M.
;
Soave, Gian Paulo
- In:
Applied economics
56
(
2024
)
14
,
pp. 1705-1722
Persistent link: https://www.econbiz.de/10014473203
Saved in:
2
Is French (dis)inflation explained by conflicting-claims theory? : evidence from cointegration with structural break
Charles, Sébastien
- In:
Applied economics
56
(
2024
)
6
,
pp. 728-743
Persistent link: https://www.econbiz.de/10014440122
Saved in:
3
The meta-Phillips Curve : modelling U.S. inflation in the presence of
regime
change
Aristidou, Chrystalleni
- In:
Journal of macroeconomics
57
(
2018
),
pp. 367-379
Persistent link: https://www.econbiz.de/10012128006
Saved in:
4
Markov-switching analysis of exchange rate pass-through : perspective from Asian countries
Baharumshah, Ahmad Zubaidi
;
Soon, Siew-Voon
;
Wohar, Mark E.
- In:
International review of economics & finance : IREF
51
(
2017
),
pp. 245-257
Persistent link: https://www.econbiz.de/10011754443
Saved in:
5
Jumps and volatility dynamics in agricultural commodity spot prices
Boroumand, Raphaël Homayoun
;
Goutte, Stéphane
; …
- In:
Applied economics
49
(
2017
)
40
,
pp. 4035-4054
Persistent link: https://www.econbiz.de/10011820009
Saved in:
6
Stock prices, inflation and inflation uncertainty in the U.S. : testing the long-run relationship considering Dow Jones sector indexes
Albulescu, Claudiu Tiberiu
;
Aubin, Christian
;
Goyeau, Daniel
- In:
Applied economics
49
(
2017
)
18
,
pp. 1794-1807
Persistent link: https://www.econbiz.de/10011815423
Saved in:
7
Pairs trading : the performance of a stochastic spread model with
regime
switching-evidence from the S&P 500
Yang, Jen-Wei
;
Tsai, Shu-Yu
;
Shyu, So-De
;
Chang, Chia-Chien
- In:
International review of economics & finance : IREF
43
(
2016
),
pp. 139-150
Persistent link: https://www.econbiz.de/10011625559
Saved in:
8
The role of the exchange rate
regime
in the process of real and nominal convergence
D’Adamo, Gaetano
;
Rovelli, Riccardo
- In:
Journal of macroeconomics
43
(
2015
),
pp. 21-37
Persistent link: https://www.econbiz.de/10011506944
Saved in:
9
Financial development, exchange rate regimes and productivity growth : theory and evidence
Slavtcheva, Dessislava
- In:
Journal of macroeconomics
44
(
2015
),
pp. 109-123
Persistent link: https://www.econbiz.de/10011570323
Saved in:
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