Narrow search
Showing 1 - 10 of 22
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
Stability analysis of continuous-time macroeconometric systems
Barnett, William A. (contributor); He, Susan (contributor) - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 3 (1998) 4, pp. 169-188
Persistent link: https://www.econbiz.de/10001769716
Cover Image
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
Cover Image
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
Cover Image
Causal relationships between inflation and inflation uncertainty
Barnett, William A.; Jawadi, Fredj; Ftiti, Zied - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 24 (2020) 5, pp. 1-26
Persistent link: https://www.econbiz.de/10012406029
Cover Image
What inflation measure should a currency union target?
Barnett, William A.; Wang, Chan; Wang, Xue; Wu, Liyuan - In: Journal of macroeconomics 59 (2019), pp. 123-139
Persistent link: https://www.econbiz.de/10012244994
Cover Image
Innovations in measurement in economics and econometrics: an overview
Barnett, William A.; Diewert, Walter E.; Maasoumi, Esfandiar - In: Journal of econometrics 191 (2016) 2, pp. 237-275
Persistent link: https://www.econbiz.de/10011598134
Cover Image
Real-time nowcasting of nominal GDP with structural breaks
Barnett, William A.; Chauvet, Marcelle; Leiva-Leon, Danilo - In: Journal of econometrics 191 (2016) 2, pp. 312-324
Persistent link: https://www.econbiz.de/10011610554