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Skill policies for Scotland

Heckman, James J. (contributor); … - 2004

Persistent link: https://www.econbiz.de/10002520119

International asset prices : empirical evidence

Morales-Arias, Leonardo - 2009

Persistent link: https://www.econbiz.de/10003869496

Supply, demand and monetary policy shocks in a multi-country New Keynesian model

Dées, Stéphane; Pesaran, M. Hashem; Smith, L. Vanessa; … - 2010

-specific foreign output variable to capture direct inter-country linkages. In accord with the theory all variables are measured as … restrictions implied by the NK theory. The multi-country DSGE NK model is then solved to provide estimates of identified supply …

Persistent link: https://www.econbiz.de/10003974674

Conditional volatility and correlations of weekly returns and the VaR analysis of 2008 stock market crash

Pesaran, M. Hashem - 2010

Persistent link: https://www.econbiz.de/10003981032

Conditional volatility and correlations of weekly returns and the VaR analysis of 2008 stock market crash

Pesaran, Bahram; Pesaran, M. Hashem - 2010

Modelling of conditional volatilities and correlations across asset returns is an integral part of portfolio decision making and risk management. Over the past three decades there has been a trend towards increased asset return correlations across markets, a trend which has been accentuated...

Persistent link: https://www.econbiz.de/10003965868

Revising arguments for the modern policy framework : an empirical study

Roestel, Jan - 2011

Persistent link: https://www.econbiz.de/10009512298

Causality and state dependence in the finance-growth nexus : an empirical investigation

Yabibal Mulualem Walle - 2012

Persistent link: https://www.econbiz.de/10009737017

Supply, demand and monetary policy shocks in a multi-country New Keynesian Model

Dées, Stéphane; Pesaran, M. Hashem; Smith, L. Vanessa - 2010

countryspecific foreign output variable to capture direct inter-country linkages. In accord with the theory all variables are measured … restrictions implied by the NK theory. The multi-country DSGE NK model is then solved to provide estimates of identified supply …

Persistent link: https://www.econbiz.de/10008657123

Long-run links among money, prices, and output : world-wide evidence

Herwartz, Helmut; Reimers, Hans-Eggert - 2001

analyse this topic by means of a P-star model. Based on the quantity theory of money, this approach explains inflation via a …. Moreover, parameter restrictions for the long-run relationships implied by the monetary theory are tested. Country specific P …

Persistent link: https://www.econbiz.de/10001619025

Exploring the international linkages of the euro area : a global VAR anaylsis

Dées, Stéphane; Di Mauro, Filippo; Pesaran, M. Hashem; … - 2005

Persistent link: https://www.econbiz.de/10002808817