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Macroeconomic stabilization policies in intrinsically unstable macroeconomies
Chiarella, Carl; Flaschel, Peter; Köper, Carsten; … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 16 (2012) 2, pp. 1-36
Persistent link: https://www.econbiz.de/10009521647
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Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance
Asai, Manabu; McAleer, Michael - In: Journal of econometrics 189 (2015) 2, pp. 251-262
Persistent link: https://www.econbiz.de/10011504522
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Monetary independence under floating exchange rates : evidence based on international breakeven inflation rates
Herwartz, Helmut; Roestel, Jan - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 13 (2009) 4, pp. 1-23
Persistent link: https://www.econbiz.de/10009514157
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Filtering time series with penalized splines
Kauermann, Goeran; Krivobokova, Tatyana; Semmler, Willi - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 15 (2011) 2, pp. 1-26
Persistent link: https://www.econbiz.de/10009515533
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Leverage and feedback effects on multifactor Wishart stochastic volatility for option pricing
Asai, Manabu; McAleer, Michael - In: Journal of econometrics 187 (2015) 2, pp. 436-446
Persistent link: https://www.econbiz.de/10011499703
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Stock market, interest rate and output : a model and estimation for US time series data
Chiarella, Carl; Mittnik, Stefan; Semmler, Willi; Zhu, … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 6 (2002) 1
Persistent link: https://www.econbiz.de/10001790001
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Saddle path stability, fluctuations, and indeterminacy in economic growth
Greiner, Alfred (contributor); Semmler, Willi (contributor) - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 1 (1996) 2, pp. 105-118
Persistent link: https://www.econbiz.de/10001769618
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Estimating latent asset-pricing factors
Lettau, Martin; Pelger, Markus - In: Journal of econometrics 218 (2020) 1, pp. 1-31
Persistent link: https://www.econbiz.de/10012482858
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Modelling regional patterns of inefficiency : a Bayesian approach to geoadditive panel stochastic frontier analysis with an application to cereal production in England and Wales
Klein, Nadja; Herwartz, Helmut; Kneib, Thomas - In: Journal of econometrics 214 (2020) 2, pp. 513-539
Persistent link: https://www.econbiz.de/10012439076
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Unconventional monetary policy in a nonlinear quadratic model
Faulwasser, Timm; Groß, Marco; Semmler, Willi; … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 24 (2020) 5, pp. 1-19
Persistent link: https://www.econbiz.de/10012406035