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~isPartOf:"Boston College working papers in economics"
~isPartOf:"Discussion paper / Centre for Economic Forecasting"
~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~isPartOf:"Discussion paper / Tinbergen Institute"
~isPartOf:"Discussion papers / Deutsches Institut für Wirtschaftsforschung"
~language:"eng"
~person:"Basu, Susanto"
~person:"Daníelsson, Jón"
~person:"Dreher, Axel"
~person:"Gil-Alaña, Luis A."
~person:"Koopman, Siem Jan"
~person:"Poot, Jacques"
~person:"Praag, Bernard M. S. van"
~subject:"Credit risk"
~subject:"Großbritannien"
~subject:"Konjunkturtheorie"
~subject:"Monte Carlo simulation"
~subject:"Schätzung"
~subject:"Simulation"
~subject:"Stochastischer Prozess"
~subject:"USA"
~type_genre:"Arbeitspapier"
~type_genre:"Collection of articles written by one author"
~type_genre:"Handbuch"
~type_genre:"Non-commercial literature"
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Credit risk
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Basu, Susanto
Daníelsson, Jón
Dreher, Axel
Gil-Alaña, Luis A.
Koopman, Siem Jan
Poot, Jacques
Praag, Bernard M. S. van
Lucas, André
40
Dijk, Herman K. van
26
Caporale, Guglielmo Maria
24
Bos, Charles S.
18
Blasques, Francisco
14
Teulings, Coen N.
13
Groot, Henri L. F. de
12
Hoogerheide, Lennart
12
Lütkepohl, Helmut
11
McAleer, Michael
11
Vries, Casper G. de
11
Dijk, Dick van
10
Diks, Cees G. H.
10
Härdle, Wolfgang
10
Nijkamp, Peter
10
Hall, Stephen G.
8
Hommes, Cars H.
8
Herwartz, Helmut
7
Küchler, Uwe
7
Ommeren, Jos van
7
Paap, Richard
7
Schwaab, Bernd
7
Basturk, Nalan
6
Giesecke, Kay
6
Henry, S. G. B.
6
Nixon, James
6
Ooms, Marius
6
Pittis, Nikitas
6
Pozzi, Lorenzo
6
Scharth, Marcel
6
Wijnbergen, Sweder van
6
Berg, Gerard J. van den
5
Breitung, Jörg
5
Butter, Frank A. G. den
5
Florax, Raymond J. G. M.
5
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5
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5
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Boston College working papers in economics
Discussion paper / Centre for Economic Forecasting
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Discussion paper / Tinbergen Institute
Discussion papers / Deutsches Institut für Wirtschaftsforschung
CESifo working papers
25
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13
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11
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11
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11
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9
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4
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4
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4
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4
Discussion papers / Courant Research Centre "Poverty, Equity and Growth in Developing and Transition Countries: Statistical Methods and Empirical Analysis"
3
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3
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2
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2
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Arbeitspapier / Institut für Volkswirtschaftslehre, Sozial- und Wirtschaftswissenschaftliche Fakultät, Johannes-Kepler-Universität, Linz,
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Cambridge working papers in economics
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1
Discussion paper series / Harvard Institute of Economic Research
1
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Discussion papers / The Centre for International Macroeconomics
1
Diskussionsbeiträge des IAI
1
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Freiburger Diskussionspapiere zur Ordnungsökonomik
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51
A fractionally integrated exponential model for UK unemployment
Gil-Alaña, Luis A.
-
2000
Persistent link: https://www.econbiz.de/10001509590
Saved in:
52
Testing stochastic cycles in macroeconomic time series
Gil-Alaña, Luis A.
-
2000
Persistent link: https://www.econbiz.de/10001509600
Saved in:
53
Fractional cointegration and tests of present value models
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2000
Persistent link: https://www.econbiz.de/10001470265
Saved in:
54
Fractional integration and the dynamics of UK unemployment
Gil-Alaña, Luis A.
;
Henry, S. G. B.
-
2000
Persistent link: https://www.econbiz.de/10001470376
Saved in:
55
The stochastic volatility on mean model : empirical evidence from international stock markets
Koopman, Siem Jan
;
Uspensky, Eugenie Hol
-
2000
Persistent link: https://www.econbiz.de/10001472890
Saved in:
56
A generalized fractional time series model
Gil-Alaña, Luis A.
-
2000
Persistent link: https://www.econbiz.de/10001550564
Saved in:
57
Deterministic seasonality versus seasonal fractional integration
Gil-Alaña, Luis A.
-
2000
Persistent link: https://www.econbiz.de/10001550571
Saved in:
58
Business and default cycles for credit risk
Koopman, Siem Jan
;
Lucas, André
-
2003
Persistent link: https://www.econbiz.de/10001792714
Saved in:
59
Tracking growth and the business cycle : a stochastic common cycle model for the euro area
Azevedo, João Valle e
;
Koopman, Siem Jan
;
Rua, António
-
2003
Persistent link: https://www.econbiz.de/10001792789
Saved in:
60
A joint test of fractional cyclic integration and a linear time trend
Gil-Alaña, Luis A.
-
2001
Persistent link: https://www.econbiz.de/10001597001
Saved in:
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