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An empirical model of fractionally cointegrated daily high and low stock market prices

Baruník, Jozef; Dvořáková, Sylvie - In: Economic modelling 45 (2015), pp. 193-206

Persistent link: https://www.econbiz.de/10011334126

Comparing the shape of recoveries : France, the UK and the US

Bec, Frédérique; Bouabdallah, Othman; Ferrara, Laurent - In: Economic modelling 44 (2015), pp. 327-334

Persistent link: https://www.econbiz.de/10011326210

Asymmetries in the revenue-expenditure nexus : a tale of three countries

Paleologou, Suzanna-Maria - In: Economic modelling 30 (2013), pp. 52-60

Persistent link: https://www.econbiz.de/10009702266

Has the structural break slowed down growth rates of stock markets?

Narayan, Paresh Kumar; Narayan, Seema; Mishra, Sagarika - In: Economic modelling 30 (2013), pp. 395-601

Persistent link: https://www.econbiz.de/10009708828

The asymmetric reaction of monetary policy to inflation and the output gap : evidence from Canada

Komlan, Fiodendji - In: Economic modelling 30 (2013), pp. 911-923

Persistent link: https://www.econbiz.de/10009710004

Money demand in the euro area, the US and the UK : assessing the role of nonlinearity

Jawadi, Fredj; Sousa, Ricardo M. - In: Economic modelling 32 (2013), pp. 507-512

Persistent link: https://www.econbiz.de/10009762065

The fiscal theory of the price level : identification and testing for the UK in the 1970s

Fan, Jingwen; Minford, Patrick; Ou, Zhirong - 2013

We investigate whether the Fiscal Theory of the Price Level (FTPL) can explain UK inflation in the 1970s. We confront the identification problem involved by setting up the FTPL as a structural model for the episode and pitting it against an alternative Orthodox model; the models have a reduced...

Persistent link: https://www.econbiz.de/10010202214

Parity reversion in real interest rate in the Asian countries : further evidence based on local-persistent model

Baharumshah, Ahmad Zubaidi; Soon, Siew-voon; Hamzah, … - In: Economic modelling 35 (2013), pp. 634-642

Persistent link: https://www.econbiz.de/10010336732

Switching and asymmetric behaviour of the Okun coefficient in the US : evidence for the 1948-2015 period

Valadkhani, Abbas; Smyth, Russell - In: Economic modelling 50 (2015), pp. 281-290

Persistent link: https://www.econbiz.de/10011440572

An empirical approach on labour segmentation : applications with individual duration data

Alvarez de Toledo, Pablo; Núñez, Fernando; Usabiaga … - In: Economic modelling 36 (2014), pp. 252-267

Persistent link: https://www.econbiz.de/10010415536