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A stochastic variance factor model for large datasets and an application to S&P data
Cipollini, Andrea; Kapetanios, George - In: Economics letters 100 (2008) 1, pp. 130-134
Persistent link: https://www.econbiz.de/10003747500
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Uncertainty shocks and inflation dynamics in the US
Haque, Qazi; Magnusson, Leandro M. - In: Economics letters 202 (2021), pp. 1-5
Persistent link: https://www.econbiz.de/10012607228
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Time-varying impact of uncertainty shocks on the US housing market
Christou, Christina; Gupta, Rangan; Nyakabawo, Wendy - In: Economics letters 180 (2019), pp. 15-20
Persistent link: https://www.econbiz.de/10012121736
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Extreme weather shocks and state-level inflation of the United States
Liao, Wenting; Sheng, Xin; Gupta, Rangan; Karmakar, Sayar - In: Economics letters 238 (2024), pp. 1-8
Persistent link: https://www.econbiz.de/10015075593
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GARCH with omitted persistent covariate
Han, Heejoon; Park, Joon Y. - In: Economics letters 124 (2014) 2, pp. 248-254
Persistent link: https://www.econbiz.de/10010493650
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The relation between the corporate bond-yield spread and the real economy : stable or time-varying?
Karlsson, Sune; Österholm, Pär - In: Economics letters 186 (2020), pp. 1-3
Persistent link: https://www.econbiz.de/10012503617
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Semiparametric Bayesian inference for time-varying parameter regression models with stochastic volatility
Dimitrakopoulos, Stefanos - In: Economics letters 150 (2017), pp. 10-14
Persistent link: https://www.econbiz.de/10011761750
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The semiparametric asymmetric stochastic volatility model with time-varying parameters : the case of US inflation
Dimitrakopoulos, Stefanos - In: Economics letters 155 (2017), pp. 14-18
Persistent link: https://www.econbiz.de/10011821483
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Initial conditions and stationarity tests
Busetti, Fabio - In: Economics letters 105 (2009) 3, pp. 296-299
Persistent link: https://www.econbiz.de/10003931092
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Conditional stochastic dominance tests in dynamic settings
Gonzalo, Jesús; Olmo, Jose - In: International economic review 55 (2014) 3, pp. 819-838
Persistent link: https://www.econbiz.de/10010423939