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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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Optimal fiscal policy, uncertainty, and growth
Clemens, Christiane; Soretz, Susanne - In: Journal of macroeconomics 26 (2004) 4, pp. 679-697
Persistent link: https://www.econbiz.de/10002469282
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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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Endogenous growth and wealth inequality under incomplete markets and idiosyncratic risk
Clemens, Christiane; Heinemann, Maik - In: Journal of macroeconomics 45 (2015), pp. 300-317
Persistent link: https://www.econbiz.de/10011578003
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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