Search Results - person:"Higgins, Matthew Lawrence"

A Markov regime-switching model with time-varying transition probabilities for identifying asset price bubbles

Higgins, Matthew Lawrence; Ofori-Acheampong, Frank - In: International journal of economics and finance 10 (2018) 4, pp. 1-14

Persistent link: https://www.econbiz.de/10011859905

State dependent asymmetric loss and the consensus forecast of real US GDP growth

Higgins, Matthew Lawrence; Mishra, Sagarika - In: Economic modelling 38 (2014), pp. 627-632

Persistent link: https://www.econbiz.de/10010418959

Advances in economic forecasting

Higgins, Matthew Lawrence (contributor) - 2011

Persistent link: https://www.econbiz.de/10009410819

Advances in economic forecasting

Higgins, Matthew Lawrence (contributor) - 2011

Persistent link: https://www.econbiz.de/10009528216

Inflation uncertainty and money demand

Higgins, Matthew Lawrence; Majin, Shohreh - In: Applied economics letters 16 (2009) 13/15, pp. 1323-1328

Persistent link: https://www.econbiz.de/10003894204

Testing forecast rationality under asymmetric loss with the Mincer-Zarnowitz regression

Higgins, Matthew Lawrence; Mishra, Sagarika - In: Journal of quantitative economics : official journal of … 7 (2009) 2, pp. 59-72

Persistent link: https://www.econbiz.de/10009153676

Fractional cointegration analysis of EU convergence

Beliu, Sonila; Higgins, Matthew Lawrence - In: Applied economics 36 (2004) 14, pp. 1607-1611

Persistent link: https://www.econbiz.de/10002158973

Exchange-rate uncertainty and workers' remittances

Higgins, Matthew Lawrence; Hysenbegasi, Alketa; Pozo, Susan - In: Applied financial economics 14 (2004) 6, pp. 403-411

Persistent link: https://www.econbiz.de/10001971150

Specification testing of ARCH and nonlinear time-series models

Higgins, Matthew Lawrence - 1989

Since the introduction of autoregressive conditional heteroscedasticity (ARCH) by Engle, there has been considerable interest in econometrics in models in which the variance of the current observation is a function of past observations. A difficulty in applying the ARCH model and other types of...

Persistent link: https://www.econbiz.de/10009477809

Capacity constraints and the dynamics of underwriting profits

Higgins, Matthew Lawrence; Thistle, Paul D. - In: Economic inquiry : journal of the Western Economic … 38 (2000) 3, pp. 442-457

Persistent link: https://www.econbiz.de/10001500579

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