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Multivariate Markov-switching score-driven models : an application to the global crude oil market
Blazsek, Szabolcs; Escribano, Álvaro; Licht, Adrian - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 26 (2022) 3, pp. 313-335
Persistent link: https://www.econbiz.de/10013334746
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The (structural) gravity of epidemics
Cuñat, Alejandro; Zymek, Robert - In: European economic review : EER 144 (2022), pp. 1-12
Persistent link: https://www.econbiz.de/10013348888
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Discussion of "central bank digital currency and flight to safety"
Carapella, Francesca - In: Journal of economic dynamics & control 142 (2022), pp. 1-4
Persistent link: https://www.econbiz.de/10013474147
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An integrated panel data approach to modelling economic growth
Feng, Guohua; Gao, Jiti; Peng, Bin - In: Journal of econometrics 228 (2022) 2, pp. 379-397
Persistent link: https://www.econbiz.de/10013441803
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The external financial spillovers of CBDCs
Moro, Alessandro; Landi, Valerio Nispi - In: Journal of economic dynamics & control 159 (2024), pp. 1-39
Persistent link: https://www.econbiz.de/10014532398
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K-state switching models with time-varying transition distributions : does loan growth signal stronger effects of variables on inflation?
Kaufmann, Sylvia - In: Journal of econometrics 187 (2015) 1, pp. 82-94
Persistent link: https://www.econbiz.de/10011498759
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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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Bootstrap score tests for fractional integration in heteroskedastic ARFIMA models, with an application to price dynamics in commodity spot and futures markets
Cavaliere, Giuseppe; Nielsen, Morten Ørregaard; … - In: Journal of econometrics 187 (2015) 2, pp. 557-579
Persistent link: https://www.econbiz.de/10011499761
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Empirical evidence on the importance of aggregation, asymmetry, and jumps for volatility prediction
Duong, Diep; Swanson, Norman R. - In: Journal of econometrics 187 (2015) 2, pp. 606-621
Persistent link: https://www.econbiz.de/10011499786
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Specification and structural break tests for additive models with applications to realized variance data
Fengler, Matthias; Mammen, Enno; Vogt, Michael - In: Journal of econometrics 188 (2015) 1, pp. 196-218
Persistent link: https://www.econbiz.de/10011500308