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~institution:"Ekonomiska forskningsinstitutet <Stockholm>"
~institution:"Robert Schuman Centre for Advanced Studies"
~institution:"Social Systems Research Institute"
~institution:"Universitetet i Oslo / Økonomisk institutt"
~subject:"ARCH-Modell"
~subject:"Estimation theory"
~subject:"Geldpolitik"
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ARCH-Modell
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Geldpolitik
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538
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538
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44
Time series analysis
44
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44
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Teräsvirta, Timo
7
He, Changli
5
Adolfson, Malin
4
Löthgren, Mickael
4
Söderlind, Paul
4
Giordani, Paolo
3
Karlsson, Sune
3
Skoglund, Jimmy
3
Brännström, Tomas
2
Corsetti, Giancarlo
2
Durlauf, Steven N.
2
Hagerud, Gustaf E.
2
Holden, Steinar
2
Söderström, Ulf
2
Tambour, Magnus
2
Zhang, Tao
2
Alexius, Annika
1
Andersson, Michael K.
1
Björk, Tomas
1
Brock, William A.
1
Cassel, Claes-M.
1
Cooper, Scott
1
Dedola, Luca
1
Driscoll, John C.
1
Díaz-Giménez, Javier
1
Eitrhem, Øyvind
1
Eklund, Bruno
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Eklöf, Jan A.
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Ellingsen, Tore
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Faia, Ester
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Giovannetti, Giorgia
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1
Heracleous, Maria S.
1
Hortlund, Per
1
Jacobson, Tor
1
Johansson, Björn
1
Johansson, Per-Olov
1
Larsson, Rolf
1
Leduc, Sylvain
1
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Ekonomiska forskningsinstitutet <Stockholm>
Robert Schuman Centre for Advanced Studies
Social Systems Research Institute
Universitetet i Oslo / Økonomisk institutt
National Bureau of Economic Research
578
European University Institute / Department of Economics
35
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
27
Federal Reserve Bank of San Francisco
26
Federal Reserve Bank of Cleveland
23
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21
International Monetary Fund
20
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19
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18
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17
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16
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15
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14
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13
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11
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11
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10
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10
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10
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8
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8
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7
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7
European University Institute / Department of Law
7
Federal Reserve Bank of New York
7
Institutet för Internationell Ekonomi <Stockholm>
7
International Economic Association
7
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7
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Working paper series in economics and finance
26
SSE EFI working paper series in economics and finance
12
EUI working paper / RSC
7
Memorandum / Department of Economics, University of Oslo
6
EUI working paper / MWP
2
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ECONIS (ZBW)
65
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1
A comparison between bias approximations applied to bivariate VAR models
Brännström, Tomas
-
1994
Persistent link: https://www.econbiz.de/10000893698
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2
Smooth transition models
Teräsvirta, Timo
-
1996
Persistent link: https://www.econbiz.de/10000953743
Saved in:
3
Bartlett corrections in cointegration testing
Jacobson, Tor
;
Larsson, Rolf
-
1996
Persistent link: https://www.econbiz.de/10000953744
Saved in:
4
New techniques to extract market expectations from financial instruments
Söderlind, Paul
;
Svensson, Lars E. O.
-
1996
Persistent link: https://www.econbiz.de/10000955625
Saved in:
5
Modelling economic relationships with smooth transition regressions
Teräsvirta, Timo
-
1996
Persistent link: https://www.econbiz.de/10000955669
Saved in:
6
Computationally efficient double bootstrap variance estimation
Karlsson, Sune
;
Löthgren, Mickael
-
1997
Persistent link: https://www.econbiz.de/10000958068
Saved in:
7
Monetary policy and the fisher effect
Söderlind, Paul
-
1997
Persistent link: https://www.econbiz.de/10000958081
Saved in:
8
Nonlinearities and regime shifts in financial time series
Åsbrink, Stefan E.
-
1997
Persistent link: https://www.econbiz.de/10000958387
Saved in:
9
A new non-linear GARCH model
Hagerud, Gustaf E.
-
1997
Persistent link: https://www.econbiz.de/10000958392
Saved in:
10
Reaction function estimation when central banks face adjustment costs
Roszbach, Kasper
-
1997
Persistent link: https://www.econbiz.de/10000958430
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