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~institution:"Birkbeck College / Department of Economics"
~institution:"Centre for Economic Policy Research"
~subject:"Economic growth"
~subject:"Share price"
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The U.S. business cycle, 1867-...
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1
Learning feedback and multiple equilibria : an alternative explanation of stock price
volatility
Timmermann, Allan
-
1993
Persistent link: https://www.econbiz.de/10000930376
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2
A bivariate threshold autoregressive model for the Italian stock market
Dacco, Roberto
-
1994
Persistent link: https://www.econbiz.de/10000924812
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3
Modelling long memory in stock market
volatility
: a fractionally integrated generalised ARCH approach
Psaradakis, Zacharias G.
;
Sola, Martin
-
1995
Persistent link: https://www.econbiz.de/10000930379
Saved in:
4
Excess
volatility
and predictability of stock prices in a trend-stationary dividend model with learning
Timmermann, Allan
-
1994
Persistent link: https://www.econbiz.de/10013444331
Saved in:
5
The nonlinear dynamics of output and unemployment in the US
Altissimo, Filippo
-
2000
Persistent link: https://www.econbiz.de/10013423094
Saved in:
6
The Euro area business cycle : stylized facts and measurement issues
Reichlin, Lucrezia
(
ed.
)
-
2004
Persistent link: https://www.econbiz.de/10013552209
Saved in:
7
Tax and education policy in a heterogeneous agent economy : what levels of redistribution maximize growth and efficiency?
Bénabou, Roland
-
2000
Persistent link: https://www.econbiz.de/10013423083
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8
The use of recursive model selection strategies in forecasting stock returns
Pesaran, M. Hashem
;
Timmermann, Allan
-
1994
Persistent link: https://www.econbiz.de/10000924261
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9
The short-run performance of initial public offers : new results using a dynamic beta model
Blake, David
;
Freris, Andrew F.
-
1995
Persistent link: https://www.econbiz.de/10000924816
Saved in:
10
Measuring co-movements between US and European stock markets
Bonfiglioli, Alessandra
;
Favero, Carlo A.
-
2000
Persistent link: https://www.econbiz.de/10013423132
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