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~isPartOf:"CEA_372Bayes working paper series"
~isPartOf:"Discussion paper / Centre for Economic Forecasting"
~isPartOf:"Finance research letters"
~language:"eng"
~person:"Caldeira, João F."
~person:"Caporale, Guglielmo Maria"
~person:"Härdle, Wolfgang"
~person:"Merkl, Christian"
~person:"Sandkamp, Alexander"
~person:"Schmidt, Christoph M."
~person:"Urga, Giovanni"
~subject:"Deutschland"
~subject:"EU-Staaten"
~subject:"Estimation"
~subject:"Macroeconometrics"
~subject:"Regression analysis"
~subject:"Theorie"
~subject:"World"
~type_genre:"Graue Literatur"
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Caldeira, João F.
Caporale, Guglielmo Maria
Härdle, Wolfgang
Merkl, Christian
Sandkamp, Alexander
Schmidt, Christoph M.
Urga, Giovanni
Hall, Stephen G.
15
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CEA_372Bayes working paper series
Discussion paper / Centre for Economic Forecasting
Finance research letters
CESifo working papers
139
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118
Economics and finance working paper series
92
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59
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38
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25
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ECONIS (ZBW)
33
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1
Exchange rates and macroeconomic fundamentals : evidence of instabilities from time-varying factor loadings
Hillebrand, Eric
;
Mikkelsen, Jakob Guldbæk
;
Spreng, Lars
; …
-
2023
Persistent link: https://www.econbiz.de/10014284145
Saved in:
2
Forecasting the yield curve: the role of additional and timevarying decay parameters, conditional heteroscedasticity, and macro-economic factors
Caldeira, João F.
;
Cordeiro, Werley C.
;
Ruiz, Esther
; …
-
2023
Persistent link: https://www.econbiz.de/10014371839
Saved in:
3
Bond markets and macroeconomic performance
Caporale, Guglielmo Maria
;
Williams, Geoffrey
-
1998
Persistent link: https://www.econbiz.de/10000988852
Saved in:
4
Bootstrapping sequential tests for multiple structural breaks
Banerjee, Anindya
;
Lazarová, Stěpána
;
Urga, Giovanni
-
1998
Persistent link: https://www.econbiz.de/10000990146
Saved in:
5
Efficient estimation of cointegrating vectors and testing for causality in vector autoregressions : a survey of the theoretical literature
Caporale, Guglielmo Maria
;
Pittis, Nikitas
-
1998
Persistent link: https://www.econbiz.de/10000978643
Saved in:
6
Hausman tests for seasonal unit roots in presence of MA (1) errors
Aroca González, Patricio Alejandro
;
Urga, Giovanni
-
1998
Persistent link: https://www.econbiz.de/10000995000
Saved in:
7
International linkages in short and long-term interest rates
Caporale, Guglielmo Maria
;
Williams, Geoffrey
-
1998
Persistent link: https://www.econbiz.de/10000989043
Saved in:
8
Is Europe and optimum currency area? : Business cycles in the EU
Caporale, Guglielmo Maria
;
Pittis, Nikitas
-
1998
Persistent link: https://www.econbiz.de/10000667258
Saved in:
9
Parameter instability, superexogeneity and the monetary model of the exchange rate
Caporale, Guglielmo Maria
;
Pittis, Nikitas
-
1998
Persistent link: https://www.econbiz.de/10000978635
Saved in:
10
Revisiting the long-run relationship between real exchange rates and real interest differentials : a productivity differential approach
Caporale, Guglielmo Maria
;
Pittis, Nikitas
-
1998
Persistent link: https://www.econbiz.de/10000667260
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