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Nonlinear granger causality : guidelines for multivariate analysis
Diks, Cees G. H.; Wolski, Marcin - In: Journal of applied econometrics 31 (2016) 7, pp. 1333-1351
Persistent link: https://www.econbiz.de/10011687494
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Testing random assignment to peer groups
Jochmans, Koen - In: Journal of applied econometrics 38 (2023) 3, pp. 321-333
Persistent link: https://www.econbiz.de/10014287989
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Testing identifying assumptions in bivariate probit models
Acerenza, Santiago; Bartalotti, Otávio; Kédagni, Désiré - In: Journal of applied econometrics 38 (2023) 3, pp. 407-422
Persistent link: https://www.econbiz.de/10014287996
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Structural VAR and financial networks : a minimum distance approach to spatial modeling
Scidá, Daniela - In: Journal of applied econometrics 38 (2023) 1, pp. 49-68
Persistent link: https://www.econbiz.de/10014287920
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Inference on self-exciting jumps in prices and volatility using high-frequency measures
Maneesoonthorn, Worapree; Forbes, Catherine Scipione; … - In: Journal of applied econometrics 32 (2017) 3, pp. 504-532
Persistent link: https://www.econbiz.de/10011694633
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Global financial uncertainty
Caggiano, Giovanni; Castelnuovo, Efrem - In: Journal of applied econometrics 38 (2023) 3, pp. 432-449
Persistent link: https://www.econbiz.de/10014288000
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Anchoring the yield curve using survey expectations
Altavilla, Carlo; Giacomini, Raffaella; Ragusa, Giuseppe - In: Journal of applied econometrics 32 (2017) 6, pp. 1055-1068
Persistent link: https://www.econbiz.de/10011862313
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Real exchange rate persistence and the excess return puzzle : the case of Switzerland versus the US
Jusélius, Katarina; Assenmacher-Wesche, Katrin - In: Journal of applied econometrics 32 (2017) 6, pp. 1145-1155
Persistent link: https://www.econbiz.de/10011862570
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Global credit risk : world, country and industry factors
Schwaab, Bernd; Koopman, Siem Jan; Lucas, André - In: Journal of applied econometrics 32 (2017) 2, pp. 296-317
Persistent link: https://www.econbiz.de/10011689783
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Heterogeneity and dynamics in network models
D'Innocenzo, Enzo; Lucas, André; Opschoor, Anne; … - In: Journal of applied econometrics 39 (2024) 1, pp. 150-173
Persistent link: https://www.econbiz.de/10014474448