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~subject:"Estimation"
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Core inflation : why the Feder...
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ECONIS (ZBW)
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1
Estimation and evaluation of core inflation measures
Aleem, Abdul
;
Lahiani, Amine
- In:
Applied economics
43
(
2011
)
25/27
,
pp. 3619-3629
Persistent link: https://www.econbiz.de/10009380677
Saved in:
2
Optimizing time-series forecasts for inflation and interest rates using simulation and model averaging
Jumah, Adusei
;
Kunst, Robert M.
- In:
Applied economics
48
(
2016
)
43/45
,
pp. 4366-4378
Persistent link: https://www.econbiz.de/10011640093
Saved in:
3
Long- and short-run Fisher effects : new tests and new results
Lee, Jeung-lak
- In:
Applied economics
30
(
1998
)
1
,
pp. 113-124
Persistent link: https://www.econbiz.de/10001237657
Saved in:
4
US stock market sensitivity to interest and inflation rates : a quantile regression approach
Jareño, Francisco
;
Ferrer, Román
;
Miroslavova, Stanislava
- In:
Applied economics
48
(
2016
)
25/27
,
pp. 2469-2481
Persistent link: https://www.econbiz.de/10011591154
Saved in:
5
A new test procedure for the choice of dependence structure in risk
measurement
: application to the US and UK stock market indices
Shim, Jeungbo
;
Lee, Eun-joo
;
Lee, Seung-Hwan
- In:
Applied economics
48
(
2016
)
13/15
,
pp. 1382-1389
Persistent link: https://www.econbiz.de/10011433225
Saved in:
6
Two valuation questions in one survey : is it a recipe for sequencing and instrument context effects?
Cullen, Kelly L.
;
Loomis, John B.
;
Johnson, Richard Lee
- In:
Applied economics
31
(
1999
)
8
,
pp. 957-964
Persistent link: https://www.econbiz.de/10001438449
Saved in:
7
Measuring productivity in an imperfect world
Zegeye, Aklilu A.
;
Rosenblum, Larry S.
- In:
Applied economics
32
(
2000
)
1
,
pp. 91-105
Persistent link: https://www.econbiz.de/10001466820
Saved in:
8
The long-run uncovered interest rate parity in view of a trading strategy
Chin, Chang-chiang
;
Liang, Huei-mei
- In:
Applied economics
41
(
2009
)
19/21
,
pp. 2727-2739
Persistent link: https://www.econbiz.de/10003886297
Saved in:
9
A bivariate Markov regime switching GARCH approach to estimate time varying minimum variance hedge ratios
Lee, Hsiang-tai
;
Yoder, Jonathan K.
- In:
Applied economics
39
(
2007
)
10/12
,
pp. 1253-1265
Persistent link: https://www.econbiz.de/10003511726
Saved in:
10
Large data sets, nonlinearity and the speed of adjustment to real exchange rate shocks
Kim, Hyeyoen
- In:
Applied economics
44
(
2012
)
4/6
,
pp. 631-639
Persistent link: https://www.econbiz.de/10009532075
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