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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
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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
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Testing the rational expectations hypothesis in macroeconometric models with unobserved variables
Oxley, Les; McAleer, Michael - 1993
Persistent link: https://www.econbiz.de/10000872014
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Distributional dynamics in a neoclassical growth model : the role of elastic labor supply
Turnovsky, Stephen J.; García-Peñalosa, Cecilia - In: Journal of economic dynamics & control 32 (2008) 5, pp. 1399-1431
Persistent link: https://www.econbiz.de/10003732533
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Dynamic effects of terms of trade shocks : the impact on debt and growth
Eicher, Theo S.; Schubert, Stefan Franz; Turnovsky, … - In: Journal of international money and finance 27 (2008) 6, pp. 876-896
Persistent link: https://www.econbiz.de/10003758282
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Consumption externalities : a representative consumer model when agents are heterogeneous
García-Peñalosa, Cecilia; Turnovsky, Stephen J. - In: Economic theory : official journal of the Society for … 37 (2008) 3, pp. 439-467
Persistent link: https://www.econbiz.de/10003759594
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A Portfolio Index GARCH model
Asai, Manabu; McAleer, Michael - In: International journal of forecasting 24 (2008) 3, pp. 449-461
Persistent link: https://www.econbiz.de/10003764112
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The role of factor substitution in the theory of economic growth and income distribution : two examples
Turnovsky, Stephen J. - In: Journal of macroeconomics 30 (2008) 2, pp. 604-629
Persistent link: https://www.econbiz.de/10003765275
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A multiple regime smooth transition Heterogeneous Autoregressive model for long memory and asymmetries
McAleer, Michael; Medeiros, Marcelo C. - In: Journal of econometrics 147 (2008) 1, pp. 104-119
Persistent link: https://www.econbiz.de/10003783790
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Dynamic strategic monetary policies and coordination in interdependent economies
Turnovsky, Stephen J. - In: The American economic review 78 (1988) 3, pp. 341-361
Persistent link: https://www.econbiz.de/10001047318