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Rationality of inflation-output forecasts of MMS survey : international evidence

Ulu, Yasemin - In: Applied economics 47 (2015) 10/12, pp. 1187-1198

Persistent link: https://www.econbiz.de/10010486260

Critical values for an F-test for cointegration in a multivariate model

Kanioura, Athina; Turner, Paul - In: Applied economics 37 (2005) 3, pp. 265-270

Persistent link: https://www.econbiz.de/10002546515

A stochastic variance factor model for large datasets and an application to S&P data

Cipollini, Andrea (contributor); … - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001920657

Spillover effects in the global copper futures markets: asymmetric multivariate GARCH approaches

Lee, Hyun-Bock; Park, Cheol-Ho - In: Applied economics 52 (2020) 54, pp. 5909-5920

Persistent link: https://www.econbiz.de/10012308379

Evaluating the joint efficiency of German trade forecasts : a nonparametric multivariate approach

Behrens, Christoph - In: Applied economics 52 (2020) 34, pp. 3732-3747

Persistent link: https://www.econbiz.de/10012258978

Multivariate stochastic volatility models based on generalized Fisher transformation

Chen, Han; Fei, Yijie; Yu, Jun - 2023

Persistent link: https://www.econbiz.de/10014329798

A semi-structural credit gap for Malta : a multivariate filter approach

Gatt, William - 2024

This paper presents a credit gap for Malta derived from a semi-structural multivariate filter. This modelling approach has several advantages over univariate approaches typically used, for example to construct the Basel gap. The multivariate filtering of observed data into trends and cycles is...

Persistent link: https://www.econbiz.de/10014633582