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The Great Trade Collapse : an evaluation of competing stories

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Nonlinearity, cyclicity, and persistence in consumption and income relationships : research in honor of Melvin J. Hinich

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Transmission of German monetary policy in the pre-euro period

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Comparison of bootstrap confidence intervals for impulse responses of German monetary systems

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Inflation targeting under inflation uncertainty : multi-economy evidence from a stochastic volatility model

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Unequal exchange rate pass-through across income groups

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Modeling international stock price comovements with high-frequency data

Ben Ameur, Hachmi; Jawadi, Fredj; Louhichi, Wael; … - In: Macroeconomic dynamics 22 (2018) 7, pp. 1875-1903

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Testing directional forecast value in the presence of serial correlation

Blaskowitz, Oliver J.; Herwartz, Helmut - 2008

Common approaches to test for the economic value of directional forecasts are based on the classical Chi-square test for independence, Fisher’s exact test or the Pesaran and Timmerman (1992) test for market timing. These tests are asymptotically valid for serially independent observations....

Persistent link: https://www.econbiz.de/10010271838