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~isPartOf:"Applied financial economics"
~isPartOf:"Global finance journal"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of foreign exchange and international finance : JFEIF"
~person:"Adrangi, Bahram"
~person:"Apergēs, Nikolaos"
~person:"Chatrath, Arjun"
~person:"Craigwell, Roland C."
~person:"Egger, Peter"
~person:"Heckman, James J."
~person:"Kouretas, Georgios P."
~person:"MacDonald, Ronald"
~person:"Nunnenkamp, Peter"
~person:"Taylor, Robert"
~subject:"Bildungsertrag"
~subject:"Derivat"
~subject:"Großbritannien"
~subject:"Kreditgeschäft"
~subject:"Persönlichkeitspsychologie"
~subject:"Schätzung"
~subject:"Theorie"
~subject:"Ökonometrisches Modell"
~type:"article"
~type_genre:"Article in journal"
~type_genre:"Handbuch"
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Bildungsertrag
Derivat
Großbritannien
Kreditgeschäft
Persönlichkeitspsychologie
Schätzung
Theorie
Ökonometrisches Modell
Theory
27
Estimation
12
Einheitswurzeltest
5
Unit root test
5
Volatility
5
Volatilität
5
Welt
5
World
5
Time series analysis
4
Zeitreihenanalyse
4
Exchange rate
3
Saisonale Schwankungen
3
Seasonal variations
3
Statistical test
3
Statistischer Test
3
US dollar
3
US-Dollar
3
Wechselkurs
3
ARCH model
2
ARCH-Modell
2
Aktienmarkt
2
Auslandsinvestition
2
Bank lending
2
Börsenkurs
2
Commodity derivative
2
Foreign investment
2
Französischer Franc
2
French franc
2
Gold
2
Impact assessment
2
Kaufkraftparität
2
Kleine offene Volkswirtschaft
2
Method of moments
2
Momentenmethode
2
Monetary approach to exchange rates
2
Monetäre Wechselkurstheorie
2
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30
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English
30
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Adrangi, Bahram
Apergēs, Nikolaos
Chatrath, Arjun
Craigwell, Roland C.
Egger, Peter
Heckman, James J.
Kouretas, Georgios P.
MacDonald, Ronald
Nunnenkamp, Peter
Taylor, Robert
Phillips, Peter C. B.
35
Koop, Gary
16
Lee, Lung-fei
16
Swanson, Norman R.
16
Linton, Oliver
15
Gouriéroux, Christian
14
Pesaran, M. Hashem
14
Yu, Jun
14
Ghysels, Eric
13
Granger, C. W. J.
12
Aït-Sahalia, Yacine
11
Chib, Siddhartha
11
Diebold, Francis X.
11
McAleer, Michael
11
Steel, Mark F. J.
11
Corradi, Valentina
10
Renault, Eric
10
Schmidt, Peter
10
Tsionas, Efthymios G.
10
Dufour, Jean-Marie
9
Robinson, Peter M.
9
Timmermann, Allan
9
Whang, Yoon-jae
9
Xiao, Zhijie
9
Baltagi, Badi H.
8
Hidalgo, Javier
8
Kohn, Robert
8
Lewbel, Arthur
8
Li, Qi
8
Lütkepohl, Helmut
8
Magnus, Jan R.
8
Ng, Serena
8
Park, Joon Y.
8
Serletis, Apostolos
8
White, Halbert
8
Bai, Jushan
7
Barnett, William A.
7
Bollerslev, Tim
7
Chen, Xiaohong
7
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Applied financial economics
Global finance journal
Journal of econometrics
Journal of foreign exchange and international finance : JFEIF
Economics letters
15
Econometric reviews
13
Econometric theory
12
Journal of international money and finance
10
Economic modelling
8
The economic journal : the journal of the Royal Economic Society
8
Oxford bulletin of economics and statistics
7
The American economic review
7
The review of economics and statistics
7
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
6
Journal of international economics
6
Journal of political economy
6
Review of international economics
6
The Canadian journal of economics
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Journal of international financial markets, institutions & money
5
Open economies review
5
Staff papers / International Monetary Fund
5
The Manchester School of Economic and Social Studies
5
Applied economics letters
4
Bulletin of economic research
4
Empirical economics : a quarterly journal of the Institute for Advanced Studies
4
European economic review : EER
4
Journal of human resources : JHR
4
The American economist : journal of Omnicron Delta Epsilon, the International Honor Society in Economics
4
The econometrics journal
4
The world economy : the leading journal on international economic relations
4
Applied economics
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Energy economics
3
International economic review
3
Journal of economic literature
3
Journal of empirical finance
3
Journal of forecasting
3
Journal of the European Economic Association
3
The annals of regional science : an international journal of urban, regional and environmental research and policy ; official journal of the Western Regional Science Association
3
The journal of economic perspectives : EP ; a journal of the American Economic Association
3
The review of economic studies
3
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ECONIS (ZBW)
30
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1
Estimating regional trade agreement effects on FDI in an interdependent
world
Baltagi, Badi H.
;
Egger, Peter
;
Pfaffermayr, Michael
- In:
Journal of econometrics
145
(
2008
)
1/2
,
pp. 194-208
Persistent link: https://www.econbiz.de/10003776456
Saved in:
2
Filtering the BEER : a permanent and transitory decomposition
Clark, Peter Bentley
;
MacDonald, Ronald
- In:
Global finance journal
15
(
2004
)
1
,
pp. 29-56
Persistent link: https://www.econbiz.de/10002125850
Saved in:
3
Precious metal markets, stock markets and the macroeconomic environment : FAVAR model approach
Apergēs, Nikolaos
;
Christou, Christina
;
Payne, James E.
- In:
Applied financial economics
24
(
2014
)
10/12
,
pp. 691-703
Persistent link: https://www.econbiz.de/10010402658
Saved in:
4
Government budget deficits and equity market volatility : international evidence
Adrangi, Bahram
;
Allender, Mary Elizabeth
;
Raffiee, Kambiz
- In:
Journal of foreign exchange and international finance : …
13
(
1999
)
3
,
pp. 219-232
Persistent link: https://www.econbiz.de/10001533332
Saved in:
5
International linkages in bank lending and borrowing markets : evidence from six industrialized countries
Chatrath, Arjun
- In:
Applied financial economics
7
(
1997
)
4
,
pp. 403-411
Persistent link: https://www.econbiz.de/10001226977
Saved in:
6
Testing for co-integration in vector autoregressions with non-stationary volatility
Cavaliere, Giuseppe
;
Rahbek, Anders
;
Taylor, Robert
- In:
Journal of econometrics
158
(
2010
)
1
,
pp. 7-24
Persistent link: https://www.econbiz.de/10008826880
Saved in:
7
Testing the correlated random coefficient model
Heckman, James J.
;
Schmierer, Daniel
;
Urzua, Sergio
- In:
Journal of econometrics
158
(
2010
)
2
,
pp. 177-203
Persistent link: https://www.econbiz.de/10008839973
Saved in:
8
Estimating models of complex FDI : are there third-country effects?
Baltagi, Badi H.
;
Egger, Peter
;
Pfaffermayr, Michael
- In:
Journal of econometrics
140
(
2007
)
1
,
pp. 260-281
Persistent link: https://www.econbiz.de/10003579964
Saved in:
9
Efficient tests of the seasonal unit root hypothesis
Rodrigues, Paulo M. M.
;
Taylor, Robert
- In:
Journal of econometrics
141
(
2007
)
2
,
pp. 548-573
Persistent link: https://www.econbiz.de/10003571323
Saved in:
10
Nonlinearity in the reaction of the foreign exchange market to interest rate differentials : evidence from a small open economy with a long-term peg
Jackman, Mahalia
;
Craigwell, Roland C.
;
Doyle-Lowe, Michelle
- In:
Applied financial economics
23
(
2013
)
4/6
,
pp. 287-296
Persistent link: https://www.econbiz.de/10009718935
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