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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:"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
62
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62
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56
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56
Theorie
32
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structural breaks
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Albulescu, Claudiu Tiberiu
1
Aubin, Christian
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Boroumand, Raphaël Homayoun
1
Chang, Chia-Chien
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Charles, Sébastien
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Gomes, Fábio A.
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1
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Applied economics
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International review of economics & finance : IREF
Working paper series / European Central Bank
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
9
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8
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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The North American journal of economics and finance : a journal of financial economics studies
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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
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:
4
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:
5
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:
6
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:
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