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INTRODUCTION TO TIME-VARYING MODELING WITH MACROECONOMIC AND FINANCIAL DATA

Jawadi, Fredj - In: Macroeconomic Dynamics 16 (2012) S2, pp. 167-175

Persistent link: https://www.econbiz.de/10010597823

NONLINEARITY, CYCLICITY, AND PERSISTENCE IN CONSUMPTION AND INCOME RELATIONSHIPS: RESEARCH IN HONOR OF MELVIN J. HINICH

Jawadi, Fredj; Leoni, Patrick - In: Macroeconomic Dynamics 16 (2012) S3, pp. 376-393

Persistent link: https://www.econbiz.de/10010597829

MODELING NONLINEAR AND HETEROGENEOUS DYNAMIC LINKS IN INTERNATIONAL MONETARY MARKETS

Arouri, Mohamed El Hedi; Jawadi, Fredj; Nguyen, Duc Khuong - In: Macroeconomic Dynamics 16 (2012) S2, pp. 232-251

We use daily short-term interbank interest rates of France, the United Kingdom, and the United States to examine the dynamic links of international monetary markets from 2004 to 2009. Results from vector error-correction models and smooth-transition error-correction models show strong evidence...

Persistent link: https://www.econbiz.de/10011120940