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~person:"McAleer, Michael"
~person:"Svensson, Lars E. O."
~subject:"Statistische Methode"
~subject:"Theorie"
~type_genre:"Arbeitspapier"
~type_genre:"Aufsatz in Zeitschrift"
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Statistische Methode
Theorie
Theory
379
Geldpolitik
96
Monetary policy
96
Time series analysis
50
Volatility
50
Volatilität
50
Zeitreihenanalyse
50
ARCH model
43
ARCH-Modell
43
Inflation targeting
40
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40
Estimation theory
36
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35
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32
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32
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32
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31
Regelbindung versus Diskretion
31
Rules versus discretion
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23
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Arbeitspapier
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140
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378
French
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McAleer, Michael
Svensson, Lars E. O.
Güth, Werner
405
Pestieau, Pierre
358
Gersbach, Hans
318
Nijkamp, Peter
317
Acemoglu, Daron
296
Pesaran, M. Hashem
278
Thisse, Jacques-François
269
Creedy, John
266
Artus, Patrick
264
Phillips, Peter C. B.
260
Zenou, Yves
260
Cremer, Helmuth
256
Snower, Dennis J.
256
Stark, Oded
253
Härdle, Wolfgang
247
Broll, Udo
245
Franses, Philip Hans
240
Ploeg, Frederick van der
229
Koskela, Erkki
227
Konrad, Kai A.
219
Heckman, James J.
208
Tirole, Jean
206
Razin, Asaf
201
Aronsson, Thomas
198
Lambertini, Luca
196
Marjit, Sugata
194
Helpman, Elhanan
190
Frey, Bruno S.
187
Herings, Peter Jean-Jacques
187
Saint-Paul, Gilles
187
Stiglitz, Joseph E.
186
Gouriéroux, Christian
185
Long, Ngo Van
185
Aizenman, Joshua
182
Bossert, Walter
182
Kehoe, Patrick J.
182
Kaplow, Louis
181
Keuschnigg, Christian
178
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Shakai-Keizai-Kenkyūsho <Osaka>
9
Institutet för Internationell Ekonomi <Stockholm>
5
University of Western Australia / Department of Economics
5
University of Canterbury / Dept. of Economics and Finance
2
Ekonomiska forskningsinstitutet <Stockholm>
1
European Economic Association
1
International Seminar on Macroeconomics <25, 2002, Frankfurt, Main>
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Working paper / National Bureau of Economic Research, Inc.
52
Discussion paper / Centre for Economic Policy Research
31
Econometric Institute research papers
25
Working paper
23
Seminar paper / Institute for International Economic Studies, University of Stockholm
20
Discussion paper / Tinbergen Institute
18
Econometric reviews
12
Journal of econometrics
11
Working papers in quantitative economics and econometrics
11
Discussion paper / Institute of Social and Economic Research
10
Journal of economic surveys
10
Working papers in economics and econometrics
8
Journal of monetary economics
7
Sveriges Riksbank working paper series
6
Journal of international economics
5
Seminar paper / Institute for International Economic Studies, Stockholm University
5
Econometric theory
4
European economic review : EER
4
Journal of risk and financial management : JRFM
4
The American economic review
4
The economic journal : the journal of the Royal Economic Society
4
Discussion papers / Institute of Social and Economic Research
3
Economics letters
3
German economic review
3
International economic review
3
Journal of applied econometrics
3
Review / Federal Reserve Bank of St. Louis
3
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
3
The CEPS working paper series
3
The Japanese economic review : the journal of the Japanese Economic Association
3
The Scandinavian journal of economics
3
The review of economic studies
3
Applied economics
2
Applied financial economics
2
Documentos de trabajo / Banco Central de Chile
2
Econometrics : open access journal
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IMF working paper
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International finance discussion papers
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International journal of central banking : IJCB
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ECONIS (ZBW)
379
Showing
1
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379
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1
A Bayesian approach to excess volatility, short-term underreaction and long-term overreaction during financial crises
Guo, Xu
;
McAleer, Michael
;
Wong, Wing Keung
;
Zhu, Lixing
- In:
The North American journal of economics and finance : a …
42
(
2017
),
pp. 346-358
Persistent link: https://www.econbiz.de/10011938136
Saved in:
2
Crude oil hedging strategies using dynamic multivariate GARCH
Roengchai Tansuchat
;
Chang, Chia-Lin
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008669351
Saved in:
3
Crude oil hedging strategies using dynamic multivariate GARCH
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
- In:
Energy economics
33
(
2011
)
5
,
pp. 912-923
Persistent link: https://www.econbiz.de/10009382992
Saved in:
4
Crude oil hedging strategies using dynamic multivariate GARCH
Roengchai Tansuchat
;
Chang, Chia-Lin
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10003987324
Saved in:
5
Estimation and discrimination of alternative air pollution models
Bai, Jun
-
1990
Persistent link: https://www.econbiz.de/10000129166
Saved in:
6
How long do bilateral target zones last?
Dumas, Bernard
;
Svensson, Lars E. O.
-
1991
Persistent link: https://www.econbiz.de/10000130445
Saved in:
7
Why exchange rate bands? : monetary independence in spite of fixed exchange rates
Svensson, Lars E. O.
-
1992
Persistent link: https://www.econbiz.de/10000136802
Saved in:
8
Empirical models for evaluating errors in fitting extremes of a probability distribution
Bai, Jun
;
Jakeman, Anthony J.
;
McAleer, Michael
-
1994
Persistent link: https://www.econbiz.de/10000900124
Saved in:
9
Econometric methodology and the philosophy of science
Dharmapala, Dhammika
;
McAleer, Michael
-
1994
Persistent link: https://www.econbiz.de/10000900137
Saved in:
10
The performance of alternative estimators in models with generated regressors when the expectations equation has reduced explanatory power
Smith, Jeremy
;
McAleer, Michael
-
1994
Persistent link: https://www.econbiz.de/10000900140
Saved in:
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