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A note on the coefficient of determination in models with infinite variance variables
Kurz-Kim, Jeong-Ryeol; Loretan, Mico - 2007
Persistent link: https://www.econbiz.de/10003997434
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Distribution of error correction tests for cointegration
Ericsson, Neil R.; MacKinnon, James G. - 1999
Persistent link: https://www.econbiz.de/10001443838
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Sharing asymmetric tail risk : smoothing, asset prices and terms of trade
Corsetti, Giancarlo; Lipinska, Anna; Lombardo, Giovanni - 2021
Persistent link: https://www.econbiz.de/10012700479
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Macroeconomic and financial risks : a tale of mean and volatility
Caldara, Dario; Scotti, Chiara; Zhong, Molin - 2021
Persistent link: https://www.econbiz.de/10012700481
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Empirically-transformed linear opinion pools
Garratt, Anthony; Henckel, Timo; Vahey, Shaun P. - 2019
Persistent link: https://www.econbiz.de/10012224004
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Asymmetric conjugate priors for large Bayesian VARs
Chan, Joshua - 2019
Persistent link: https://www.econbiz.de/10012224053
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News and sovereign default risk in small open economies
Durdu, Ceyhun Bora; Nunes, Ricardo da Costa; Sapriza, … - 2010
Persistent link: https://www.econbiz.de/10009550964
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Modelling breaks and clusters in the steady states of macroeconomic variables
Chan, Joshua C. C.; Koop, Gary - 2012
Persistent link: https://www.econbiz.de/10009561206
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Hysteresis and full employment in a small open economy
Watson, Timothy; Tervala, Juha - 2021
Persistent link: https://www.econbiz.de/10012586240
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Trade policies and fiscal devaluations
Erceg, Christopher J.; Prestipino, Andrea; Raffo, Andrea - 2022
Persistent link: https://www.econbiz.de/10013268057