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~isPartOf:"Economic modelling"
~isPartOf:"Journal of international money and finance"
~language:"eng"
~person:"Baillie, Richard"
~person:"Dufrénot, Gilles"
~subject:"Eurozone"
~subject:"Monetary policy news"
~subject:"Monetary transmission"
~subject:"Stochastischer Prozess"
~subject:"Theory"
~subject:"United Kingdom"
~type_genre:"Article in journal"
~type_genre:"Article"
~type_genre:"Aufsatz in Zeitschrift"
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Baillie, Richard
Dufrénot, Gilles
Hall, Stephen G.
13
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11
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11
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11
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7
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Economic modelling
Journal of international money and finance
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5
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4
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3
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2
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2
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ECONIS (ZBW)
15
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15
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1
A new test for market efficiency and uncovered interest parity
Baillie, Richard
;
Diebold, Francis X.
;
Kapetanios, George
; …
- In:
Journal of international money and finance
130
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014248790
Saved in:
2
Macroeconomic imbalances, financial stress and fiscal vulnerability in the euro area before the debt crises : a market view
Dufrénot, Gilles
;
Gente, Karine
;
Monsia, Frédia
- In:
Journal of international money and finance
67
(
2016
),
pp. 123-146
Persistent link: https://www.econbiz.de/10011711596
Saved in:
3
Tax evasion, tax corruption and stochastic growth
Célimène, Fred
;
Dufrénot, Gilles
;
Mophou, Gisèle
; …
- In:
Economic modelling
52
(
2016
),
pp. 251-258
Persistent link: https://www.econbiz.de/10011645651
Saved in:
4
Economics and financial adjustments in Europe
Afonso, António
;
Arghyrou, Michael Georgiou
; …
- In:
Economic modelling
44
(
2015
),
pp. 317-318
Persistent link: https://www.econbiz.de/10011326215
Saved in:
5
Business cycles synchronization in East Asia : a Markov-switching approach
Dufrénot, Gilles
;
Keddad, Benjamin
- In:
Economic modelling
42
(
2014
),
pp. 186-197
Persistent link: https://www.econbiz.de/10010478186
Saved in:
6
Computational tools in econometric modeling for macroeconomics and finance
Dufrénot, Gilles
;
Jawadi, Fredj
- In:
Economic modelling
34
(
2013
),
pp. 1-4
Persistent link: https://www.econbiz.de/10010360630
Saved in:
7
Using time-varying transition probabilities in Markov switching processes to adjust US fiscal policy for asset prices
Agnello, Luca
;
Dufrénot, Gilles
;
Sousa, Ricardo M.
- In:
Economic modelling
34
(
2013
),
pp. 25-36
Persistent link: https://www.econbiz.de/10010360626
Saved in:
8
Adaptive ARFIMA models with applications to inflation
Baillie, Richard
;
Morana, Claudio
- In:
Economic modelling
29
(
2012
)
6
,
pp. 2451-2459
Persistent link: https://www.econbiz.de/10009673677
Saved in:
9
The changing role of house dynamics over the business cycle
Dufrénot, Gilles
;
Malik, Sheheryar
- In:
Economic modelling
29
(
2012
)
5
,
pp. 1960-1967
Persistent link: https://www.econbiz.de/10009667027
Saved in:
10
Do asymmetric and nonlinear adjustments explain the forward premium anomaly?
Baillie, Richard
;
Kiliç, Rehim
- In:
Journal of international money and finance
25
(
2006
)
1
,
pp. 22-47
Persistent link: https://www.econbiz.de/10003274895
Saved in:
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