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~isPartOf:"Econometric reviews"
~isPartOf:"Energy economics"
~isPartOf:"Journal of macroeconomics"
~isPartOf:"The Japanese economic review : the journal of the Japanese Economic Association"
~person:"Giannini, Massimo"
~person:"Kilian, Lutz"
~person:"McAleer, Michael"
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Aggregation, heterogeneous autoregression and volatility of daily international tourist arrivals and exchange rates
Chang, Chia-Lin
;
McAleer, Michael
- In:
The Japanese economic review : the journal of the …
63
(
2012
)
3
,
pp. 397-419
Persistent link: https://www.econbiz.de/10009666576
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2
Understanding the estimation of oil demand and oil supply elasticities
Kilian, Lutz
- In:
Energy economics
107
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013202405
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3
Structure and asymptotic theory for multivariate asymmetric conditional volatility
McAleer, Michael
;
Hoti, Suhejla
;
Chan, Felix
- In:
Econometric reviews
28
(
2009
)
5
,
pp. 422-440
Persistent link: https://www.econbiz.de/10003873066
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4
Direct tests of the permanent income hypothesis under uncertainty, inflationary expectations and liquidity
constraints
Madsen, Jakob Brøchner
;
McAleer, Michael
- In:
Journal of macroeconomics
22
(
2000
)
2
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pp. 229-252
Persistent link: https://www.econbiz.de/10001469483
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Private and public risk sharing across Italian regions
Fiorelli, Cristiana
;
Giannini, Massimo
;
Martini, Barbara
- In:
Journal of macroeconomics
74
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013472116
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