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Exchange rate sensitivity of demand for money and effectiveness of fiscal and monetary policies

Bahmani-Oskooee, Mohsen - In: Applied economics 22 (1990) 7, pp. 917-925

Persistent link: https://www.econbiz.de/10001093305

QARMA-Beta-t-EGARCH versus ARMA-GARCH : an application to S & P 500

Blazsek, Szabolcs; Mendoza, Vicente - In: Applied economics 48 (2016) 10/12, pp. 1119-1129

Persistent link: https://www.econbiz.de/10011432926

Equity market neutral hedge funds and the stock market : an application of score-driven copula models

Ayala, Astrid; Blazsek, Szabolcs - In: Applied economics 50 (2018) 37, pp. 4005-4023

Persistent link: https://www.econbiz.de/10012060246

Score-driven Markov-switching EGARCH models : an application to systematic risk analysis

Blazsek, Szabolcs; Ho, Han-Chiang; Liu, Su-Ping - In: Applied economics 50 (2018) 56, pp. 6047-6060

Persistent link: https://www.econbiz.de/10012063386

Score-driven currency exchange rate seasonality as applied to the Guatemalan Quetzal/US Dollar

Ayala, Astrid; Blazsek, Szabolcs - In: SERIEs : Journal of the Spanish Economic Association 10 (2019) 1, pp. 65-92

In this paper we introduce new Dynamic Conditional Score (DCS) models for the Skew-Gen-t (Skewed Generalized t) and NIG (Normal-Inverse Gaussian) distributions as alternatives to the recent DCS models for the Student’s-t and EGB2 (Exponential Generalized Beta of the second kind) distributions,...

Persistent link: https://www.econbiz.de/10012033379

PPP in the 34 OECD countries : evidence from quantile-based unit root tests with both smooth and sharp breaks

Bahmani-Oskooee, Mohsen; Wu, Tsung-Pao - In: Applied economics 50 (2018) 23, pp. 2622-2634

Persistent link: https://www.econbiz.de/10011850300

Dynamic conditional score models of degrees of freedom : filtering with score-driven heavy tails

Blazsek, Szabolcs; Monteros, Luis Antonio - In: Applied economics 49 (2017) 53, pp. 5426-5440

Persistent link: https://www.econbiz.de/10011845187

Re-testing Prebisch-Singer hypothesis : new evidence using Fourier quantile unit root test

Bahmani-Oskooee, Mohsen; Chang, Tsangyao; Elmi, Zahra Mila - In: Applied economics 50 (2018) 4, pp. 441-454

Persistent link: https://www.econbiz.de/10011846997

On the impact of financial development on income distribution : time-series evidence

Bahmani-Oskooee, Mohsen; Zhang, Ruixin - In: Applied economics 47 (2015) 10/12, pp. 1248-1271

Persistent link: https://www.econbiz.de/10010486252

A new criteria for selecting the optimum lags in Johansen's cointegration technique

Bahmani-Oskooee, Mohsen; Brooks, Taggert J. - In: Applied economics 35 (2003) 8, pp. 875-880

Persistent link: https://www.econbiz.de/10001761603