Similar Search Results - EconBiz

The impact of FX central bank intervention in a noise trading framework

Beine, Michel; De Grauwe, Paul; Grimaldi, Marianna - In: Exchange rates and global financial policies, (pp. 189-216). 2014

Persistent link: https://www.econbiz.de/10010350406

A multiple testing approach to the regularisation of large sample correlation matrices

Bailey, Natalia; Pesaran, M. Hashem; Smith, L. Vanessa - 2015

This paper proposes a regularisation method for the estimation of large covariance matrices that uses insights from the multiple testing (MT) literature. The approach tests the statistical significance of individual pair-wise correlations and sets to zero those elements that are not...

Persistent link: https://www.econbiz.de/10011405221

Alternative approaches to estimation and inference in large multifactor panels : small sample results with an application to modelling of asset returns

Kapetanios, George (contributor); … - 2005

Persistent link: https://www.econbiz.de/10002808264

Monetary policy and the real economy

De Grauwe, Paul; Costa, Cláudia - In: Exchange rates and global financial policies, (pp. 383-414). 2014

Persistent link: https://www.econbiz.de/10010350380

The scientific foundation of Dynamic Stochastic General Equilibrium (DSGE) models

De Grauwe, Paul - In: Exchange rates and global financial policies, (pp. 427-472). 2014

Persistent link: https://www.econbiz.de/10010350377

Setting conversion rates for the third stage of EMU

De Grauwe, Paul; Spaventa, Luigi - In: Exchange rates and global financial policies, (pp. 253-268). 2014

Persistent link: https://www.econbiz.de/10010350388

Exchane rate puzzles : a tale of switching attractors

De Grauwe, Paul; Grimaldi, Marianna - In: Exchange rates and global financial policies, (pp. 71-117). 2014

Persistent link: https://www.econbiz.de/10010350428

Panels with nonstationary multifactor error structures

Kapetanios, George (contributor); … - 2006

Persistent link: https://www.econbiz.de/10003370477

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