Narrow search
Showing 1 - 10 of 261
Cover Image
The nonlinear nature of country risk and its implications for DSGE models
Brzoza-Brzezina, Michał; Kotłowski, Jacek - In: Macroeconomic dynamics 24 (2020) 3, pp. 601-628
Persistent link: https://www.econbiz.de/10012240994
Cover Image
On the role of debt maturity in a model with sovereign risk and financial frictions
Auray, Stéphane; Eyquem, Aurélien - In: Macroeconomic dynamics 23 (2019) 5, pp. 2114-2131
Persistent link: https://www.econbiz.de/10012127279
Cover Image
Why do emerging stock markets experience more persistent price deviations from a random walk over time? : a country-level analysis
Lim, Kian-Ping; Brooks, Robert - In: Macroeconomic dynamics 14 (2010), pp. 3-41
Persistent link: https://www.econbiz.de/10003981207
Cover Image
The "dark side" of credit default swaps initiation : a close look at sovereign debt crises
Balima, Wenéyam Hippolyte; Combes, Jean-Louis; Minea, … - In: Macroeconomic dynamics 25 (2021) 1, pp. 124-153
Persistent link: https://www.econbiz.de/10012437229
Cover Image
Testing for weak separability using stochastic semi-nonparametric tests : an empirical study on us data
Mattson, Ryan S.; De Peretti, Philippe - In: Macroeconomic dynamics 22 (2018) 6, pp. 1510-1534
Persistent link: https://www.econbiz.de/10011916985
Cover Image
Multiple testing for output convergence
Deckers, Thomas; Hanck, Christoph - In: Macroeconomic dynamics 18 (2014) 1, pp. 199-214
Persistent link: https://www.econbiz.de/10010356149
Cover Image
Detection and modeling of regression parameter variation across frequencies : with an application to testing the permanent income hypothesis
Tan, Hui Boon; Ashley, Richard A. - In: Macroeconomic dynamics 3 (1999) 1, pp. 69-83
Persistent link: https://www.econbiz.de/10001617714
Cover Image
A comparison of two methods for testing the utility maximation hypothesis when quantity data are measured with error
Jones, Barry E.; De Peretti, Philippe - In: Macroeconomic dynamics 9 (2005) 5, pp. 612-629
Persistent link: https://www.econbiz.de/10003239579
Cover Image
Testing for the efficient market hypothesis in stock prices : international evidence from nonlinear heterogeneous panels
Lee, Chien-chiang; Tsong, Ching-chuan; Lee, Cheng-feng - In: Macroeconomic dynamics 18 (2014) 4, pp. 943-958
Persistent link: https://www.econbiz.de/10010467410
Cover Image
Debt denomination and default risk in emerging markets
Gumus, Inci - In: Macroeconomic dynamics 17 (2013) 5, pp. 1070-1095
Persistent link: https://www.econbiz.de/10009775819