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Employment versus wage adjustment and the US dollar
Campa, José Manuel; Goldberg, Linda S. - 1998
Persistent link: https://www.econbiz.de/10000998659
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Exchange rates and local labor markets
Goldberg, Linda S.; Tracy, Joseph S. - 1999
Persistent link: https://www.econbiz.de/10001398316
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International trade and factor mobility : an empirical investigation
Goldberg, Linda S.; Klein, Michael W. - 1999
Persistent link: https://www.econbiz.de/10001404061
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Multivariate fractionally integrated APARCH modeling of stock market volatility : a multi-country study
Conrad, Christian; Karanasos, Menelaos; Zeng, Ning - 2008
Tse (1998) proposes a model which combines the fractionally integrated GARCH formulation of Baillie, Bollerslev and Mikkelsen (1996) with the asymmetric power ARCH specification of Ding, Granger and Engle (1993). This paper analyzes the applicability of a multivariate constant conditional...
Persistent link: https://www.econbiz.de/10003747371
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Nonparametric regression on latent covariates with an application to semiparametric GARCH-in-Mean models
Conrad, Christian; Mammen, Enno - 2008
kernel smoothing of the conditional mean function. An asymptotic theory for the resulting kernel estimator is developed and …
Persistent link: https://www.econbiz.de/10003747376