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The effect of migration on income convergence : meta-analytic evidence

Ozgen, Ceren; Nijkamp, Peter; Poot, Jacques - 2009

Persistent link: https://www.econbiz.de/10003830549

Global and regional impacts of the clean mechanism

Wang, Shunli; Groot, Henri L. F. de; Nijkamp, Peter; … - 2009

Persistent link: https://www.econbiz.de/10003851137

Supply, demand and monetary policy shocks in a multi-country New Keynesian model

Dées, Stéphane; Pesaran, M. Hashem; Smith, L. Vanessa; … - 2010

-specific foreign output variable to capture direct inter-country linkages. In accord with the theory all variables are measured as … restrictions implied by the NK theory. The multi-country DSGE NK model is then solved to provide estimates of identified supply …

Persistent link: https://www.econbiz.de/10003974674

Conditional volatility and correlations of weekly returns and the VaR analysis of 2008 stock market crash

Pesaran, Bahram; Pesaran, M. Hashem - 2010

Modelling of conditional volatilities and correlations across asset returns is an integral part of portfolio decision making and risk management. Over the past three decades there has been a trend towards increased asset return correlations across markets, a trend which has been accentuated...

Persistent link: https://www.econbiz.de/10003965868