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A neural network approach to the environmental Kuznets curve
Bennedsen, Mikkel; Hillebrand, Eric; Jensen, Sebastian - 2022
Persistent link: https://www.econbiz.de/10013367388
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Exchange rates and macroeconomic fundamentals : evidence of instabilities from time-varying factor loadings
Hillebrand, Eric; Mikkelsen, Jakob Guldbæk; Spreng, Lars; … - 2020
Persistent link: https://www.econbiz.de/10012433967
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Explaining asset prices with low risk aversion and low intertemporal substitution
Andreasen, Martin Møller; Jørgensen, Kasper - 2016
Persistent link: https://www.econbiz.de/10011474816
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Bond risk premiums at the zero lower bound
Andreasen, Martin Møller; Jørgensen, Kasper; Meldrum, … - 2019
Persistent link: https://www.econbiz.de/10012063987
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Explaining bond return predictability in an estimated New Keynesian model
Andreasen, Martin Møller - 2019
Persistent link: https://www.econbiz.de/10012063989
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Nonstationary cointegration in the fractionally cointegrated VAR model
Johansen, Søren; Nielsen, Morten Ørregaard - 2018
Persistent link: https://www.econbiz.de/10011864979
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Do realized skewness and kurtosis predict the cross-section of equity returns?
Amaya, Diego (contributor) - 2011
Persistent link: https://www.econbiz.de/10009385117
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An extension of cointegration to fractional autoregressive processes
Johansen, Søren - 2011
Persistent link: https://www.econbiz.de/10008810484
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The pruned state-space system for non-linear DSGE models : theory and empirical applications
Andreasen, Martin Møller; Fernández-Villaverde, Jesús; … - 2013
Persistent link: https://www.econbiz.de/10009733564
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Nonlinearity, breaks, and long-range dependence in time-series models
Hillebrand, Eric; Medeiros, Marcelo C. - 2012
Persistent link: https://www.econbiz.de/10009562841