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Permanent and transitory shocks in the presence of asymmetric error correction

Chan, F.; McDonald, Garry A. - In: Applied economics 47 (2015) 25/27, pp. 2642-2648

Persistent link: https://www.econbiz.de/10010519640

Effects of mineral-commodity price shocks on monetary policy in developed countries

Sekine, Atsushi - In: Applied economics 47 (2015) 31/33, pp. 3332-3346

Persistent link: https://www.econbiz.de/10011293558

Measurement errors and monetary policy : then and now

Amir Ahmadi, Pooyan; Matthes, Christian; Wang, Mu-Chun - In: Journal of economic dynamics & control 79 (2017), pp. 66-78

Persistent link: https://www.econbiz.de/10011817602

Direct calibration and comparison of agent-based herding models of financial markets

Barde, Sylvain - 2015

The present paper aims to test a new model comparison methodology by calibrating and comparing three agent-based models of financial markets on the daily returns of 18 indices. The models chosen for this empirical application are the herding model of Gilli & Winker, its asymmetric version by...

Persistent link: https://www.econbiz.de/10010517721

Consumption and the interest rate : a changing dynamic?

Nordström, Martin - In: Applied economics 52 (2020) 51, pp. 5564-5578

Persistent link: https://www.econbiz.de/10012307780

The econometrics of the environmental Kuznets curve : an illustration using Australian CO2 emissions

Moosa, Imad A. - In: Applied economics 49 (2017) 49, pp. 4927-4945

Persistent link: https://www.econbiz.de/10011844839

Direct comparison of agent-based models of herding in financial markets

Barde, Sylvain - In: Journal of economic dynamics & control 73 (2016), pp. 329-353

Persistent link: https://www.econbiz.de/10011709113