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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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The links between inflation, inflation uncertainty and output growth : new time series evidence from Japan
Wilson, B. Kemp - In: Journal of macroeconomics 28 (2006) 3, pp. 609-620
Persistent link: https://www.econbiz.de/10003368308
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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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The aggregate existence of precautionary saving : time-series evidence from expenditures on nondurable and durable goods
Wilson, B. Kemp - In: Journal of macroeconomics 20 (1998) 2, pp. 309-323
Persistent link: https://www.econbiz.de/10001239252
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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