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Bond risk premia and the return forecasting factor
Gutierrez, Agustin; Hevia, Constantino; Sola, Martin - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 24 (2020) 1, pp. 1-12
Persistent link: https://www.econbiz.de/10012198495
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Inequality in human capital and endogenous credit constraints
Hai, Rong; Heckman, James J. - In: Review of economic dynamics 25 (2017), pp. 4-36
Persistent link: https://www.econbiz.de/10011893676
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Local/import - and foreign currency prices : inflation, uncertainty and pass through endogeneity
Herwartz, Helmut; Roestel, Jan - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 22 (2018) 3, pp. 1-17
Persistent link: https://www.econbiz.de/10011897540
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Investment under uncertainty with stochastically switching profit streams : entry and exit over business cycle
Driffill, John (contributor); Raybaudi, Marzia (contributor) - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 7 (2003) 1
Persistent link: https://www.econbiz.de/10002004094
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The effects of different parameterizations of Markov-switching in a CIR model of bond pricing
Driffill, John; Kenç, Turalay; Sola, Martin; Spagnolo, … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 13 (2009) 1, pp. 1-22
Persistent link: https://www.econbiz.de/10009513609
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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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Contemporaneous-threshold smooth transition GARCH models
Dueker, Michael; Psaradakis, Zacharias G.; Sola, Martin; … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 15 (2011) 2, pp. 1-23
Persistent link: https://www.econbiz.de/10009515540