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The impulse response function of the long memory GARCH process
Conrad, Christian; Karanasos, Menelaos - In: Economics letters 90 (2006) 1, pp. 34-41
Persistent link: https://www.econbiz.de/10006748520
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Multivariate fractionally integrated APARCH modeling of stock market volatility: A multi-country study
Conrad, Christian; Karanasos, Menelaos; Zeng, Ning - In: Journal of empirical finance 18 (2011) 1, pp. 147-160
Persistent link: https://www.econbiz.de/10008769858
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The “price puzzle” in the monetary transmission VARs with long-run restrictions
Conrad, Christian; Karanasos, Menelaos; Zeng, Ning - In: Economics letters 106 (2010) 3, pp. 147-151
Persistent link: https://www.econbiz.de/10008382222
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NEGATIVE VOLATILITY SPILLOVERS IN THE UNRESTRICTED ECCC-GARCH MODEL
Conrad, Christian; Karanasos, Menelaos - In: Econometric theory 26 (2010) 3, pp. 838-863
Persistent link: https://www.econbiz.de/10008415354
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Dual long memory in flation dynamics across countries of the Euro area and the link between inflation uncertainty and macroeconomic performance
Conrad, Christian; Karanasos, Menelaos - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 9 (2005) 4, pp. 1-36
Persistent link: https://www.econbiz.de/10009949858
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The relationship between economic growth and real uncertainty in the G3
Fountas, Stilianos; Karanasos, Menelaos - In: Economic modelling 23 (2006) 4, pp. 638-647
Persistent link: https://www.econbiz.de/10007285919
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Inflation Uncertainty, Output Growth Uncertainty and Macroeconomic Performance
Fountas, Stilianos; Karanasos, Menelaos; Kim, Jinki - In: Oxford bulletin of economics and statistics 68 (2006) 3, pp. 319-344
Persistent link: https://www.econbiz.de/10007286293
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Output Variability and Economic Growth: the Japanese Case
Fountas, Stilianos; Karanasos, Menelaos; Mendoza, Alfonso - In: Bulletin of economic research 56 (2004) 4, pp. 353-364
Persistent link: https://www.econbiz.de/10006645860
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The second moment and the autocovariance function of the squared errors of the GARCH model
Karanasos, Menelaos - In: Journal of econometrics 90 (1999) 1, pp. 63-76
Persistent link: https://www.econbiz.de/10006786594
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Are economic growth and the variability of the business cycle related? Evidence from five European countries
Fountas, Stilianos; Karanasos, Menelaos - In: International economic journal 22 (2008) 4, pp. 445-460
Persistent link: https://www.econbiz.de/10008153012