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On the political economy of high skilled migration and international trade

Bougheas, Spiros P.; Nelson, Douglas R. - 2012

Persistent link: https://www.econbiz.de/10009573207

Systemic risk in banking, fire sales, and macroeconomic disasters

Bougheas, Spiros P.; Harvey, David I.; Kirman, Alan P.; … - 2024

We develop a dynamic computational network model of the banking system where fire sales provide the amplification mechanism of financial shocks. Each period a finite number of banks offers a large, but finite, number of loans to households. Banks with excess liquidity also offer loans to other...

Persistent link: https://www.econbiz.de/10014490902

Bayesian estimation of switching ARMA models

Billio, Monica; Monfort, Alain; Robert, Christian P. - In: Journal of econometrics 93 (1999) 2, pp. 229-255

Persistent link: https://www.econbiz.de/10001406655

Portfolio optimization based on stochastic dominance and empirical likelihood

Post, Thierry; Karabati, Selcuk; Arvanitis, Stelios - In: Journal of econometrics 206 (2018) 1, pp. 167-186

Persistent link: https://www.econbiz.de/10012110374

Structural vector autoregressions with Markov switching : combining conventional with statistical identification of shocks

Herwartz, Helmut; Lütkepohl, Helmut - In: Journal of econometrics 183 (2014) 1, pp. 104-116

Persistent link: https://www.econbiz.de/10010506080

Innovations in multiple time series analysis

Breitung, Jörg (ed.); Herwartz, Helmut (ed.) - 2016

Persistent link: https://www.econbiz.de/10011704621

Innovations in multiple time series analysis

Breitung, Jörg; Herwartz, Helmut - In: Journal of econometrics 192 (2016) 2, pp. 329-331

Persistent link: https://www.econbiz.de/10011704644

Large Bayesian VARMAs

Chan, Joshua; Eisenstat, Eric; Koop, Gary - In: Journal of econometrics 192 (2016) 2, pp. 374-390

Persistent link: https://www.econbiz.de/10011704723

Measurement errors in quantile regression models

Firpo, Sérgio Pinheiro; Galvão Júnior, Antônio Fialho; … - In: Journal of econometrics 198 (2017) 1, pp. 146-164

Persistent link: https://www.econbiz.de/10011818373

Testing for prospect and Markowitz stochastic dominance efficiency

Arvanitis, Stelios; Topaloglou, Nikolas - In: Journal of econometrics 198 (2017) 2, pp. 253-270

Persistent link: https://www.econbiz.de/10011818790