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Breaking deterministics, test size and the efficient Wald test for fractional unit roots
Sephton, Peter S. - In: Applied economics letters 19 (2012) 1/3, pp. 83-85
Persistent link: https://www.econbiz.de/10009412684
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The macrodynamics of financial fragility within a hard peg arrangement
Cavallaro, Eleonora; Maggi, Bernardo; Mulino, Marcella - In: Economic modelling 28 (2011) 5, pp. 2164-2173
Persistent link: https://www.econbiz.de/10009273490
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State of confidence, overborrowing and macroeconomic stabilization in out-of-equilibrium dynamics
Cavallaro, Eleonora; Maggi, Bernardo - In: Economic modelling 59 (2016), pp. 210-223
Persistent link: https://www.econbiz.de/10011647817
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Who cut the cheese?
Sephton, Peter S. - In: Applied economics letters 18 (2011) 1/3, pp. 7-10
Persistent link: https://www.econbiz.de/10009230356
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Forecasting inflation using the term structure and MARS
Sephton, Peter S. - In: Applied economics letters 12 (2005) 4, pp. 199-202
Persistent link: https://www.econbiz.de/10002698681