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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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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, pp. 229-252
Persistent link: https://www.econbiz.de/10001469483
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Uncertainty and unemployment : the effects of aggregate and sectoral channels
Choi, Sangyup; Loungani, Prakash - In: Journal of macroeconomics 46 (2015), pp. 344-358
Persistent link: https://www.econbiz.de/10011578297
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Variability in the effects of uncertainty shocks : new stylized facts from OECD countries
Choi, Sangyup - In: Journal of macroeconomics 53 (2017), pp. 127-144
Persistent link: https://www.econbiz.de/10011753430
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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