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~isPartOf:"Applied financial economics"
~isPartOf:"Scottish journal of political economy : the journal of the Scottish Economic Society"
~isPartOf:"Working paper series"
~subject:"United Kingdom"
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Search: subject_exact:"Trend-cycle estimation"
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Time series analysis
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McMillan, David G.
2
Mills, Terence C.
2
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1
Driver, Ciaran F.
1
Engsted, Tom
1
Fang, Wen-shwo
1
Flavin, Thomas J.
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1
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1
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1
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1
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Applied financial economics
Scottish journal of political economy : the journal of the Scottish Economic Society
Working paper series
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ECONIS (ZBW)
15
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1
An analysis of the time series properties of the UK ex-post real interest rate : fractional integration, breaks or nonlinear
McMillan, David G.
;
Wohar, Mark E.
- In:
Applied financial economics
20
(
2010
)
22/24
,
pp. 1697-1707
Persistent link: https://www.econbiz.de/10009012376
Saved in:
2
Cross-country evidence on output growth volatility : nonstationary variance and GARCH models
Fang, Wen-shwo
;
Miller, Stephen M.
;
Lee, ChunShen
- In:
Scottish journal of political economy : the journal of …
55
(
2008
)
4
,
pp. 509-541
Persistent link: https://www.econbiz.de/10003742974
Saved in:
3
Optimal international asset allocation with time-varying risk
Flavin, Thomas J.
;
Wickens, Michael R.
- In:
Scottish journal of political economy : the journal of …
53
(
2006
)
5
,
pp. 543-564
Persistent link: https://www.econbiz.de/10003382214
Saved in:
4
The stability of risk factors in the UK stock market
Sufar Bahri, Saiful
;
Leger, Lawrence A.
- In:
Applied financial economics
11
(
2001
)
4
,
pp. 411-422
Persistent link: https://www.econbiz.de/10001595027
Saved in:
5
Persistence of capacity shortage and the role of adjustment costs
Driver, Ciaran F.
;
Meade, Nigel
- In:
Scottish journal of political economy : the journal of …
48
(
2001
)
1
,
pp. 27-47
Persistent link: https://www.econbiz.de/10001547178
Saved in:
6
Short- and long-term links among European and US stock markets
Gerrits, Robert-Jan
;
Yüce, Ayse
- In:
Applied financial economics
9
(
1999
)
1
,
pp. 1-9
Persistent link: https://www.econbiz.de/10001363833
Saved in:
7
Testing for asymmetries in UK macroeconomic tome series
Speight, Alan E. H.
- In:
Scottish journal of political economy : the journal of …
45
(
1998
)
2
,
pp. 158-170
Persistent link: https://www.econbiz.de/10001240205
Saved in:
8
The relative earnings from self and paid employment : a time-series analysis for the UK
Robson, Martin T.
- In:
Scottish journal of political economy : the journal of …
44
(
1997
)
5
,
pp. 502-518
Persistent link: https://www.econbiz.de/10001239986
Saved in:
9
Testing for foreign exchange market efficiency : a trivariate vector autoregressive approach
Shen, Chung-hua
- In:
Applied financial economics
7
(
1997
)
6
,
pp. 711-719
Persistent link: https://www.econbiz.de/10001240747
Saved in:
10
Common stochastic trends in international stock prices and dividends : an example of testing overidentifying restrictions on multiple cointegration vectors
Engsted, Tom
- In:
Applied financial economics
7
(
1997
)
6
,
pp. 659-665
Persistent link: https://www.econbiz.de/10001240790
Saved in:
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