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The fiscal cost of financial instability
Chiarella, Carl; Di Guilmi, Corrado - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 16 (2012) 4, pp. 1-27
Persistent link: https://www.econbiz.de/10009659207
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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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The limit distribution of evolving strategies in financial markets
Chiarella, Carl; Di Guilmi, Corrado - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 19 (2015) 2, pp. 137-159
Persistent link: https://www.econbiz.de/10011313593
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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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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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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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Dynamic semiparametric models for expected shortfall (and Value-at-Risk)
Patton, Andrew J.; Ziegel, Johanna F.; Chen, Rui - In: Journal of econometrics 211 (2019) 2, pp. 388-413
Persistent link: https://www.econbiz.de/10012303806
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Modeling and forecasting (un)reliable realized covariances for more reliable financial decisions
Bollerslev, Tim; Patton, Andrew J.; Quaedvlieg, Rogier - In: Journal of econometrics 207 (2018) 1, pp. 71-91
Persistent link: https://www.econbiz.de/10012116125
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"Animal spirits" and bank’s lending behaviour, a disequilibrium approach
Chiarella, Carl; Di Guilmi, Corrado; Zhi, Tianhao - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 24 (2020) 2, pp. 1-21
Persistent link: https://www.econbiz.de/10012198649
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Innovations in multiple time series analysis
Breitung, Jörg; Herwartz, Helmut - In: Journal of econometrics 192 (2016) 2, pp. 329-331
Persistent link: https://www.econbiz.de/10011704644