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Central bank forex interventions assesses using realized moments
Beine, Michel; Laurent, Sébastien; Palm, Franz C. - 2003
Persistent link: https://www.econbiz.de/10001882686
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Value-at-risk for long and short trading positions
Giot, Pierre; Laurent, Sébastien - 2001
Persistent link: https://www.econbiz.de/10001590396
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Modelling daily value-at-risk using realized volatility and Arch type models
Giot, Pierre; Laurent, Sébastien - 2001
Persistent link: https://www.econbiz.de/10001638521
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Bridging the gap between Ox and Gauss using Oxgauss
Laurent, Sébastien; Urbain, Jean-Pierre - 2004
Persistent link: https://www.econbiz.de/10002016763
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Unraveling trend and stationary components of total factor productivity
Palm, Franz C.; Pfann, Gerard A. - 1994
Persistent link: https://www.econbiz.de/10000899025
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A dynamic contracting model for wages and employment in three European economies
De la Croix, David; Palm, Franz C.; Pfann, Gerard A. - 1994
Persistent link: https://www.econbiz.de/10000883050
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To pool or not to pool : forecasting international output growth rates
Hoogstrate, André J.; Palm, Franz C.; Pfann, Gerard A. - 1996
Persistent link: https://www.econbiz.de/10000954684
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Testing for common cycles in VAR models with cointegration
Hecq, Alain W. J.; Palm, Franz C.; Urbain, Jean-Pierre - 1997
Persistent link: https://www.econbiz.de/10000981783
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Permanent-transitory decomposition in VAR models with cointegration and common cycles
Hecq, Alain W. J.; Palm, Franz C.; Urbain, Jean-Pierre - 1997
Persistent link: https://www.econbiz.de/10000989790
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Testing for common cyclical features in VAR models with cointegration
Hecq, Alain W. J.; Palm, Franz C.; Urbain, Jean-Pierre - 2001
Persistent link: https://www.econbiz.de/10001590410