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~institution:"Centre for Growth and Business Cycle Research <Manchester>"
~institution:"Université de Montréal / Département de sciences économiques"
~subject:"Theorie"
~subject:"Zeitreihenanalyse"
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Theorie
Zeitreihenanalyse
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Blackburn, Keith
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Centre for Growth and Business Cycle Research <Manchester>
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7,111
Edward Elgar Publishing
411
OECD
341
Ekonomiska forskningsinstitutet <Stockholm>
283
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278
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Discussion paper series
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Cahier / Départment de Sciences Économiques, Université de Montréal
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ECONIS (ZBW)
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Testing mean-variance efficiency in CAPM with possibly non-Gaussian errors : an exact simulation-based approach
Beaulieu, Marie-Christine
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001947329
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2
Correcting the errors : a note on volatility forecast evaluation based on high-frequency data and realized volatilities
Andersen, Torben
(
contributor
);
Bollerslev, Tim
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001947554
Saved in:
3
Another look at yield spreads : liquidity and the term structure of interest rates
Kim, Dong-heon
(
contributor
)
-
2000
-
[Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001557946
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4
Nonlinearity in the Fed's monetary policy rule
Kim, Dong-heon
(
contributor
);
Osborn, Denise R.
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001703539
Saved in:
5
Testing for volatility changes in US macroeconomic time series
Sensier, Marianne
(
contributor
);
Dijk, Dick van
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001836409
Saved in:
6
Short run and long run causality in time series : inference
Dufour, Jean-Marie
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001948010
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7
Short-term volatility versus long-term growth : evidence in US macroeconomic time series
Sensier, Marianne
(
contributor
);
Dijk, Dick van
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001575240
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8
Growth, cycles and stabilisation policy
Blackburn, Keith
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001703566
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9
Intergenerational transfer and demographic transition
Blackburn, Keith
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001703569
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10
Monetary policy rules, real rigidity and endogenous persistence
Bratsiotis, George J.
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001726219
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