Narrow search
Showing 1 - 10 of 2,844
Cover Image
Efficient two-stage analysis of long-run economic growth
Luoma, Arto; Luoto, Jani - 2006
Persistent link: https://www.econbiz.de/10003260039
Cover Image
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte - 2002
Persistent link: https://www.econbiz.de/10001721479
Cover Image
Partially identified heteroskedastic SVARs
Bacchiocchi, Emanuele; Bastianin, Andrea; Kitagawa, Toru; … - 2024
This paper presents new results on the identification of heteroskedastic structural vector autoregressive (HSVAR) models. Point identification of HSVAR models fails when some shifts in the variances of the structural shocks are suspected to be statistically indistinguishable from each other....
Persistent link: https://www.econbiz.de/10014556642
Cover Image
Money demand during hyperinflation : cointegration, rational expectations, and the importance of money demand shocks
Engsted, Tom - 1997
Persistent link: https://www.econbiz.de/10000959730
Cover Image
Asymmetric error correction models for the oil-gasoline price relationship
Grasso, Margherita (contributor); Manera, Matteo (contributor) - 2005
Persistent link: https://www.econbiz.de/10003357807
Cover Image
A note on nonlinear cointegration, misspecification and bimodality
Medeiros, Marcelo C.; Mendes, Eduardo F.; Oxley, Les - 2010
Persistent link: https://www.econbiz.de/10008669363
Cover Image
Ten things we should know about time series
McAleer, Michael; Oxley, Les - 2010
Persistent link: https://www.econbiz.de/10008688841
Cover Image
Big fish : oil markets and speculation
Cologni, Alessandro; Scarpa, Elisa; Sitzia, Francesco … - 2015
actors. In this paper, we formulate a new theory able to describe "hedging needs" as well as the role of speculators in the … the sample February 2000 November 2014, using WTI and CFTC data. Our theory is well supported by econometric evidence. In …
Persistent link: https://www.econbiz.de/10010532119
Cover Image
Panels with nonstationary multifactor error structures
Kapetanios, George (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003370477
Cover Image
Long-run forecasting in multicointegrated systems
Siliverstovs, Boriss; Engsted, Tom; Haldrup, Niels - 2002
Persistent link: https://www.econbiz.de/10001721445