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The macroeconomic effects of oil price shocks : evidence from a statistical identification approach
Herwartz, Helmut; Plödt, Martin - In: Journal of international money and finance 61 (2016), pp. 30-44
Persistent link: https://www.econbiz.de/10011668265
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Exchange rates, foreign currency exposure and sovereign risk
Bernoth, Kerstin; Herwartz, Helmut - In: Journal of international money and finance 117 (2021), pp. 1-18
Persistent link: https://www.econbiz.de/10013284855
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Copula-MGARCH with continuous covariance decomposition
Herwartz, Helmut; Raters, Fabian H. C. - In: Economics letters 133 (2015), pp. 73-76
Persistent link: https://www.econbiz.de/10011431988
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Realized return volatility, asset pricing, and risk management
Andersen, Torben; Bollerslev, Tim - In: NBER reporter online (2006/2007) 3, pp. 7-10
Persistent link: https://www.econbiz.de/10011366975
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Tax havens, growth, and welfare
Chu, Hsun; Lai, Ching-chong; Cheng, Chu-Chuan - In: Journal of public economic theory 17 (2015) 6, pp. 802-823
Persistent link: https://www.econbiz.de/10011473606
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Large-dimensional factor modeling based on high-frequency observations
Pelger, Markus - In: Journal of econometrics 208 (2019) 1, pp. 23-42
Persistent link: https://www.econbiz.de/10012139775
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Comments on "In-sample confidence bands and out-of-sample forecast bands for time-varying parameters in observation driven models"
Perron, Pierre; Xu, Jiawen - In: International journal of forecasting 32 (2016) 3, pp. 891-892
Persistent link: https://www.econbiz.de/10011621864
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Rejoinder to the discussion "In-sample confidence bands and out-of-sample forecast bands for time-varying parameters in observation-driven models"
Blasques, Francisco; Koopman, Siem Jan; Łasak, Katarzyna; … - In: International journal of forecasting 32 (2016) 3, pp. 893-894
Persistent link: https://www.econbiz.de/10011621879
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A note on environment-dependent time preferences
Chu, Hsun; Lai, Ching-chong; Liao, Chih-Hsing - In: Macroeconomic dynamics 20 (2016) 6, pp. 1652-1667
Persistent link: https://www.econbiz.de/10011623434
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Vertical separation versus vertical integration in an endogenously growing economy
Chang, Shu-hua; Lai, Ching-chong - In: International review of economics & finance : IREF 44 (2016), pp. 359-380
Persistent link: https://www.econbiz.de/10011626085