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Are securitised real estate markets efficient? : new international evidence based on an improved automatic Portmanteau test
Su, Jen-je; Cheung, Adrian Wai Kong; Roca, Eduardo - In: Economic modelling 29 (2012) 3, pp. 684-690
Persistent link: https://www.econbiz.de/10009544836
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Assessing macro-financial linkages : a model comparison exercise
Gerke, Rafael; Jonsson, Magnus; Kliem, Martin; Kolasa, … - In: Economic modelling 31 (2013), pp. 253-264
Persistent link: https://www.econbiz.de/10009729485
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Structural heterogeneity or asymmetric shocks? : Poland and the euro area through the lens of a two-country DSGE model
Kolasa, Marcin - In: Economic modelling 26 (2009) 6, pp. 1245-1269
Persistent link: https://www.econbiz.de/10003923536
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Comparing behavioural and rational expectations for the US post-war economy
Liu, Chunping; Minford, Patrick - In: Economic modelling 43 (2014), pp. 407-415
Persistent link: https://www.econbiz.de/10010503040
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Does Purchasing Power Parity hold? : new evidence from wild-bootstrapped nonlinear unit root tests in the presence of heteroskedasticity
Su, Jen-je; Cheung, Adrian Wai Kong; Roca, Eduardo - In: Economic modelling 36 (2014), pp. 161-171
Persistent link: https://www.econbiz.de/10010412382
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An empirical investigation of herding in the U.S. stock market
Clements, Adam; Hurn, Stan; Shi, Shuping - In: Economic modelling 67 (2017), pp. 184-192
Persistent link: https://www.econbiz.de/10011813808
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Firm-specific information and systemic risk
Clements, Adam; Liao, Yin - In: Economic modelling 90 (2020), pp. 480-493
Persistent link: https://www.econbiz.de/10012428956
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Does exchange rate volatility affect the impact of appreciation and depreciation on the trade balance? : a nonlinear bivariate approach
Bosupeng, Mpho; Naranpanawa, Athula; Su, Jen-je - In: Economic modelling 130 (2024), pp. 1-21
Persistent link: https://www.econbiz.de/10014451157
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Does inattentiveness matter for DSGE modeling? : an empirical investigation
Chou, Jenyu; Easaw, Joshy Z.; Minford, Patrick - In: Economic modelling 118 (2023), pp. 1-20
Persistent link: https://www.econbiz.de/10014229222