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Conditional probabilities and contagion measures for Euro area sovereign default risk
Zhang, Xin; Schwaab, Bernd; Lucas, André - 2011
Persistent link: https://www.econbiz.de/10009720702
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An empirical assessment of the U.S. Phillips curve over time
Vlekke, Marente; Koopman, Siem Jan; Mellens, Martin C. - 2021
We assess the stability of the unemployment gap parameter using linear dynamic Phillips curve models for the United States. In this study, we allow the unemployment gap parameter to be time-varying such that we can monitor the importance of the Phillips curve over time. We consider different...
Persistent link: https://www.econbiz.de/10012665848
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Comparison of tail index estimators
Haan, Laurens de; Peng, Liang - 1995
Persistent link: https://www.econbiz.de/10000560735
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Rate of convergence for bivariate extremes : (total variation metric)
Haan, Laurens de; Peng, Liang - 1994
Persistent link: https://www.econbiz.de/10000560737
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Rate of convergence for bivariate extremes : (uniform metric)
Haan, Laurens de; Peng, Liang - 1994
Persistent link: https://www.econbiz.de/10000560742
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Insensitivity in discrete-time generalized semi-Markov processes allowing multiple events and probabilistic service scheduling
Henderson, W. (contributor) - 1994
Persistent link: https://www.econbiz.de/10000151663
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Computing loss probabilities in discretetime queues
Gouweleeuw, Frank N.; Tijms, Henk C. - 1994
Persistent link: https://www.econbiz.de/10000151695
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On the shape of the likelihood, posterior in cointegration models
Kleibergen, Frank; Dijk, Herman K. van - 1993
Persistent link: https://www.econbiz.de/10000122496
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Gaussianity and nonlinearity of foreign exchange rates and macroeconomic time series
Terui, Nobuhiko; Kariya, Takeaki - 1997
Persistent link: https://www.econbiz.de/10000952482
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Using a bootstrap method to choose the sample fraction in tail index estimation
Daníelsson, Jón (contributor) - 1997
Persistent link: https://www.econbiz.de/10000953451