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A new statistic and practical guidelines for nonparametric Granger causality testing
Diks, Cees G. H.; Panchenko, Valentyn - In: Journal of economic dynamics & control 30 (2006) 9/10, pp. 1647-1669
Persistent link: https://www.econbiz.de/10003370351
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A method for agent-based models validation
Guerini, Mattia; Moneta, Alessio - In: Journal of economic dynamics & control 82 (2017), pp. 125-141
Persistent link: https://www.econbiz.de/10011915555
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Measuring network systemic risk contributions : a leave-one-out approach
Hué, Sullivan; Lucotte, Yannick; Tokpavi, Sessi - In: Journal of economic dynamics & control 100 (2019), pp. 86-114
Persistent link: https://www.econbiz.de/10012130949
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Tail Granger causalities and where to find them : extreme risk spillovers vs spurious linkages
Mazzarisi, Piero; Zaoli, Silvia; Campajola, Carlo; … - In: Journal of economic dynamics & control 121 (2020), pp. 1-20
Persistent link: https://www.econbiz.de/10012504161
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Monetary policy and long-run systemic risk-taking
Colletaz, Gilbert; Levieuge, Grégory; Popescu, Alexandra - In: Journal of economic dynamics & control 86 (2018), pp. 165-184
Persistent link: https://www.econbiz.de/10011973863
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A practical multivariate approach to testing volatility spillover
Leong, Soon Heng; Urga, Giovanni - In: Journal of economic dynamics & control 153 (2023), pp. 1-29
Persistent link: https://www.econbiz.de/10014479289
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Endogenous growth theory : a midterm report
Jones, Larry E. (contributor) - 1997
Persistent link: https://www.econbiz.de/10000614280
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Infrastructure, alternative government finance and stochastic endogenous growth
Gokan, Yoichi - In: Journal of economic dynamics & control 32 (2008) 2, pp. 321-347
Persistent link: https://www.econbiz.de/10003639669
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Inequality and social security reforms
Hairault, Jean-Olivier; Langot, François - In: Journal of economic dynamics & control 32 (2008) 2, pp. 386-410
Persistent link: https://www.econbiz.de/10003639936
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Money growth, output gaps and inflation at low and high frequency
Assenmacher-Wesche, Katrin; Gerlach, Stefan - In: Journal of economic dynamics & control 32 (2008) 2, pp. 411-415
Persistent link: https://www.econbiz.de/10003640055