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Conditional heteroskedasticity and cross-sectional dependence in panel data : an empirical study of inflation uncertainty in the G7 countries
Cermeño, Rodolfo; Grier, Kevin - 2005
Persistent link: https://www.econbiz.de/10003328870
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Conditional heteroskedasticity and cross-sectional dependence in panel data : an empirical study of inflation uncertainty in the G7 countries
Cermeño, Rodolfo; Grier, Kevin - In: Panel data econometrics : theoretical contributions and …, (pp. 259-277). 2006
Persistent link: https://www.econbiz.de/10003331441
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On the real effects of inflation and inflation uncertainty in Mexico
Grier, Robin Marie; Grier, Kevin - In: Journal of development economics 80 (2006) 2, pp. 478-500
Persistent link: https://www.econbiz.de/10003333476
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The effects of uncertainty on macroeconomic performance : the importance of the conditional covariance model
Grier, Kevin; Henry, Ólan Thomas John; Olekalns, Nilss - 2001
Persistent link: https://www.econbiz.de/10001626602
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The effects of real and nominal uncertainty on inflation and output growth : some GARCH-M evidence
Grier, Kevin; Perry, Mark J. - In: Journal of applied econometrics 15 (2000) 1, pp. 45-58
Persistent link: https://www.econbiz.de/10001465100
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Exchange rate shocks and trade : a multivariate GARCH-M approach
Grier, Kevin; Smallwood, Aaron D. - In: Journal of international money and finance 37 (2013), pp. 282-305
Persistent link: https://www.econbiz.de/10010209078