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Did the introduction of the euro have an impact on inflation uncertainty? : an empirical assessment

Hartmann, Matthias; Herwartz, Helmut - In: Macroeconomic dynamics 18 (2014) 6, pp. 1313-1325

Persistent link: https://www.econbiz.de/10010467980

Nonlinearity, cyclicity, and persistence in consumption and income relationships : research in honor of Melvin J. Hinich

Jawadi, Fredj; Leoni, Patrick Lucien - In: Macroeconomic dynamics 16 (2012), pp. 376-393

Persistent link: https://www.econbiz.de/10009746015

In-Sample and Out-of-Sample Prediction of Stock Market Bubbles : Cross-Sectional Evidence

Herwartz, Helmut - 2012

We evaluate the informational content of ex post and ex ante predictors of periods of excess stock (market) valuation. For a cross section comprising 10 OECD economies and a time span of at most 40 years alternative binary chronologies of price bubble periods are determined. Using these...

Persistent link: https://www.econbiz.de/10013112839

Inflation targeting under inflation uncertainty : multi-economy evidence from a stochastic volatility model

Hartmann, Matthias; Herwartz, Helmut; Ulm, Maren - In: Macroeconomic dynamics 26 (2022) 5, pp. 1302-1337

Persistent link: https://www.econbiz.de/10013270236

Mixture distribution hypothesis and the impact of a Tobin tax on exchange rate volatility : a reassessment

Damette, Olivier - In: Macroeconomic dynamics 20 (2016) 6, pp. 1600-1622

Persistent link: https://www.econbiz.de/10011623396

Modeling international stock price comovements with high-frequency data

Ben Ameur, Hachmi; Jawadi, Fredj; Louhichi, Wael; … - In: Macroeconomic dynamics 22 (2018) 7, pp. 1875-1903

Persistent link: https://www.econbiz.de/10011918211