Narrow search
Showing 1 - 10 of 10
Cover Image
Some identification problems in the cointegrated vector autoregressive model
Johansen, Søren (contributor) - 2007
Persistent link: https://www.econbiz.de/10003571199
Cover Image
Unit root vector autoregression with volatility induced stationarity
Rahbek, Anders; Bohn Nielsen, Heino - 2012
Persistent link: https://www.econbiz.de/10009545958
Cover Image
Inference and testing on the boundary in extended constant conditional correlation GARCH models
Pedersen, Rasmus Søndergaard - 2015
Persistent link: https://www.econbiz.de/10011343436
Cover Image
Interactions between Eurozone and US booms and busts : a Bayesian panel Markov-switching VAR model
Billio, Monica; Casarin, Roberto; Ravazzolo, Francesco; … - 2013
Persistent link: https://www.econbiz.de/10009786985
Cover Image
Targeting estimation of CCC-Garch models with infinite fourth moments
Pedersen, Rasmus Søndergaard - 2014
Persistent link: https://www.econbiz.de/10010256282
Cover Image
Specification tests for GARCH processes
Cavaliere, Giuseppe; Perera, Indeewara; Rahbek, Anders - 2021
Persistent link: https://www.econbiz.de/10012627489
Cover Image
The anatomy of small open economy trends
Görtz, Christoph; Theodoridis, Konstantinos; … - 2022
Persistent link: https://www.econbiz.de/10012878884
Cover Image
Monetary policy under uncertainty : min-max vs robust-satisficing strategies
Ben-Haim, Yakov; Akram, Qaisar Farooq; Eitrheim, Øyvind - 2007
Persistent link: https://www.econbiz.de/10003597676
Cover Image
Managing uncertainty through robust-satisficing monetary police
Akram, Qaisar Farooq; Ben-Haim, Yakov; Eitrheim, Øyvind - 2006
Persistent link: https://www.econbiz.de/10003388144
Cover Image
Robust-satisficing monetary policy under parameter uncertainty
Akram, Qaisar Farooq; Ben-Haim, Yakov; Eitrheim, Øyvind - 2007
Persistent link: https://www.econbiz.de/10003627049