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The unemployment effect of exchange rate volatility in industrial countries

Feldmann, Horst - In: Economics letters 111 (2011) 3, pp. 268-271

Persistent link: https://www.econbiz.de/10009242330

Testing for rate dependence and asymmetry in inflation uncertainty : evidence from the G7 economies

Henry, Ólan Thomas John; Olekalns, Nilss; Suardi, Sandy - In: Economics letters 94 (2007) 3, pp. 383-388

Persistent link: https://www.econbiz.de/10003436860

Asymmetric price responses of gasoline stations : evidence for heterogeneity of retailers

Faber, Riemer P. - 2009

Persistent link: https://www.econbiz.de/10003913156

Spot variance path estimation and its application to high frequency jump testing

Bos, Charles S.; Pawel, Janus; Koopman, Siem Jan - 2009

Persistent link: https://www.econbiz.de/10003913191

Economic growth and the volatility of foreing aid

Chervin, Michal; Wijnbergen, Sweder van - 2010

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A note on "continuous invertibility and stable QML estimation of the EGARCH(1,1) model"

Blasques, Francisco; Gorgi, Paolo; Koopman, Siem Jan; … - 2015

We revisit Wintenberger (2013) on the continuous invertibility of the EGARCH(1,1) model. We note that the definition of continuous invertibility adopted in Wintenberger (2013) may not always be sufficient to deliver strong consistency of the QMLE. We also take the opportunity to provide other...

Persistent link: https://www.econbiz.de/10011401308