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~institution:"Department of Economics and Finance, La Trobe Business School"
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Monte Carlo experiment
2
Non-linear dependence
2
Portmanteau test
2
asymmetric preferences
2
generalized method of moments
2
inflation targeting
2
interest rate rules
2
non-linear Phillips curve
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Variance ratio test
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Variance ratio test EDIRC Provider-Institution: RePEc:edi:smlatau
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credibility
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credibility EDIRC Provider-Institution: RePEc:edi:smlatau
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Charles, Amélie
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Chen-Yu Leu, Shawn
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Darné, Olivier
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Kim, Jae H
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Sheen, Jeffrey
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Department of Economics and Finance, La Trobe Business School
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
55
C.E.P.R. Discussion Papers
28
EconWPA
19
HAL
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National Bureau of Economic Research
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Society for Computational Economics - SCE
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CESifo
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Institute for the Study of Labor (IZA)
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Queen Mary College / Department of Economics
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
10
School of Economics and Management, University of Aarhus
9
European Central Bank
8
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
7
Faculty of Economics, University of Cambridge
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Department of Economics, Faculty of Economic and Management Sciences
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Ekonomiska forskningsinstitutet <Stockholm>
6
Fondazione ENI Enrico Mattei (FEEM)
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Tinbergen Instituut
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Econometric Society
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UNIVERSIDAD DEL ROSARIO
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Banque de France
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Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
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DIW Berlin (Deutsches Institut für Wirtschaftsforschung)
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Department of Economics and Related Studies, University of York
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Department of Economics, University of Crete
4
Ehrvervøkonomisk Institut, Institut for Økonomi
4
International Association of Agricultural Economists - IAAE
4
Max-Planck-Institut zur Erforschung von Gemeinschaftsgütern, Max-Planck-Gesellschaft
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School of Economics and Finance, Business School
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Schweizerische Nationalbank (SNB)
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Tilburg University, Center for Economic Research
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Tinbergen Institute
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Université Paris-Dauphine (Paris IX)
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Birkbeck, Department of Economics, Mathematics & Statistics
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Centre for Analytical Finance <Århus>
3
Centre for Microdata Methods and Practice <London>
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Christian-Albrechts-Universität zu Kiel
3
Departamento de Economía, Universidad Carlos III de Madrid
3
Department of Econometrics and Business Statistics, Monash Business School
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Working Papers / Department of Economics and Finance, La Trobe Business School
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Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis
Charles, Amélie
;
Darné, Olivier
;
Kim, Jae H
-
Department of Economics and Finance, La Trobe Business …
-
2010
dependence; while the generalized spectral test performs most desirably under
non-linear
dependence. …
Persistent link: https://www.econbiz.de/10008867910
Saved in:
2
Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis
Charles, Amélie
;
Darné, Olivier
;
Kim, Jae H
-
Department of Economics and Finance, La Trobe Business …
-
2010
dependence; while the generalized spectral test performs most desirably under
non-linear
dependence. …
Persistent link: https://www.econbiz.de/10010615387
Saved in:
3
Asymmetric Monetary Policy in Australia
Chen-Yu Leu, Shawn
;
Sheen, Jeffrey
-
Department of Economics and Finance, La Trobe Business …
-
2005
asymmetric preferences or
non-linear
aggregate supply, our results support the former explanation. …
Persistent link: https://www.econbiz.de/10008867225
Saved in:
4
Asymmetric Monetary Policy in Australia
Chen-Yu Leu, Shawn
;
Sheen, Jeffrey
-
Department of Economics and Finance, La Trobe Business …
-
2005
asymmetric preferences or
non-linear
aggregate supply, our results support the former explanation. …
Persistent link: https://www.econbiz.de/10010541666
Saved in:
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