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R&D spillovers and firms' performance in Italy : evidence from a flexible production function
Aiello, Francesco; Cardamone, Paola - In: Empirical economics : a journal of the Institute for … 34 (2008) 1, pp. 143-166
Persistent link: https://www.econbiz.de/10003636750
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Real wages and the business cycle in Germany
Marczak, Martyna; Beissinger, Thomas - In: Empirical economics : a journal of the Institute for … 44 (2013) 2, pp. 469-490
Persistent link: https://www.econbiz.de/10009724176
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Effects of US policy uncertainty on Swedish GDP growth
Stockhammar, Pär; Österholm, Pär - In: Empirical economics : a journal of the Institute for … 50 (2016) 2, pp. 443-462
Persistent link: https://www.econbiz.de/10011454343
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Trend extraction with a judgement-augmented Hodrick-Prescott filter
Jönsson, Kristian - In: Empirical economics : a journal of the Institute for … 39 (2010) 3, pp. 703-711
Persistent link: https://www.econbiz.de/10008747631
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Common stochastic trends in international stock prices and dividends : an example of testing overidentifying restrictions on multiple cointegration vectors
Engsted, Tom - In: Applied financial economics 7 (1997) 6, pp. 659-665
Persistent link: https://www.econbiz.de/10001240790
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Short and long-run dependence in Swedish stock returns
Berg, Lennart; Lyhagen, Johan - In: Applied financial economics 8 (1998) 4, pp. 435-443
Persistent link: https://www.econbiz.de/10001363520
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Performance of periodic time series models in forecasting
Herwartz, Helmut - In: Empirical economics : a journal of the Institute for … 24 (1999) 2, pp. 271-301
Persistent link: https://www.econbiz.de/10001388900
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Swedish stocks, bonds, bills and inflation (1919 - 1990)
Frennberg, Per - In: Applied financial economics 2 (1992) 2, pp. 79-86
Persistent link: https://www.econbiz.de/10001136545
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Does the currency exposure affect stock returns of Chinese automobile firms?
Tang, Bo - In: Empirical economics : a journal of the Institute for … 57 (2019) 1, pp. 53-77
Persistent link: https://www.econbiz.de/10012052256
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A new test for simultaneous estimation of unit roots and GARCH risk in the presence of stationary conditional heteroscedasticity disturbances
Sjölander, Pär - In: Applied financial economics 18 (2008) 7/9, pp. 527-558
Persistent link: https://www.econbiz.de/10003739218