Similar Search Results

What drives the nonlinearity of time series : a frequency perspective

Caraiani, Petre - In: Economics letters 125 (2014) 1, pp. 40-42

Persistent link: https://www.econbiz.de/10010504780

Long- versus medium-run identification in fractionally integrated VAR models

Tschernig, Rolf; Weber, Enzo; Weigand, Roland - In: Economics letters 122 (2014) 2, pp. 299-302

Persistent link: https://www.econbiz.de/10010395114

Using LASSO-family models to estimate the impact of monetary policy on corporate investments

Caraiani, Petre - In: Economics letters 210 (2022), pp. 1-3

Persistent link: https://www.econbiz.de/10013171288

The effects of monetary policy on stock market bubbles at zero lower bound : Revisiting the evidence

Caraiani, Petre; Călin, Adrian Cantemir - In: Economics letters 169 (2018), pp. 55-58

Persistent link: https://www.econbiz.de/10012019551

Detecting unemployment hysteresis : a simultaneous unobserved components model with Markov switching

Klinger, Sabine; Weber, Enzo - In: Economics letters 144 (2016), pp. 115-118

Persistent link: https://www.econbiz.de/10011617232

Trade and labor market dynamics : what do we learn from the data?

Nordmeier, Daniela; Schmerer, Hans-Jörg; Weber, Enzo - In: Economics letters 145 (2016), pp. 206-209

Persistent link: https://www.econbiz.de/10011618415

Production network structure and the impact of the monetary policy shocks : evidence from the OECD

Caraiani, Petre; Duţescu, Adriana; Hoinaru, Răzvan; … - In: Economics letters 193 (2020), pp. 1-4

Persistent link: https://www.econbiz.de/10012509070

Structural constant conditional correlation

Weber, Enzo - 2008

A small strand of recent literature is occupied with identifying simultaneity in multiple equation systems through autoregressive conditional heteroscedasticity. Since this approach assumes that the structural innovations are uncorrelated, any contemporaneous connection of the endogenous...

Persistent link: https://www.econbiz.de/10010263718

Simultaneous stochastic volatility transmission across american equity markets

Weber, Enzo - 2008

solved by considering heteroscedasticity of the structural volatility innovations, and estimation takes place in an …

Persistent link: https://www.econbiz.de/10010263740

Structural dynamic conditional correlation

Weber, Enzo - 2008

). The additional fexibility is shown to make an important contribution in the estimation of empirical real-data examples. …

Persistent link: https://www.econbiz.de/10010263754