Similar Search Results

Inflation, inflation uncertainty and growth : are they related?

Fountas, Stilianos - In: Economic modelling 27 (2010) 5, pp. 896-899

Persistent link: https://www.econbiz.de/10008824945

Estimation and forecasting in first-order vector autoregressions with near to unit roots and conditional heteroscedasticity

Pantelidis, Theologos; Pittis, Nikitas - In: Journal of forecasting 28 (2009) 7, pp. 612-630

Persistent link: https://www.econbiz.de/10003902230

The BDS test as a test for the adequacy of a GARCH (1,1) specification : a Monte Carlo study

Caporale, Guglielmo Maria; Ntantamis, Christos; … - 2004

In this study, we examine the Brock, Dechert and Scheinkman (BDS) test when applied to the standardised residuals of an estimated GARCH(1,1) model as a test for the adequacy of this specification. We review the conditions derived by De Lima (1996, Econometric Reviews, 15, 237-259) for the...

Persistent link: https://www.econbiz.de/10009728983

Testing for Granger causality in variance in the presence of causality in mean

Pantelidis, Theologos; Pittis, Nikitas - In: Economics letters 85 (2004) 2, pp. 201-207

Persistent link: https://www.econbiz.de/10002253547

The BDS test as a test for the adequacy of a GARCH (1,1) specification : a Monte Carlo study

Caporale, Guglielmo Maria; Ntantamis, Christos; … - In: Journal of financial econometrics : official journal of … 3 (2005) 2, pp. 282-309

Persistent link: https://www.econbiz.de/10002811388

The BDS test as a test for the adequacy of a GARCH(1,1) specification : a Monte Carlo study

Caporale, Guglielmo Maria; Ntantamis, Christos; … - 2004

Persistent link: https://www.econbiz.de/10002068650

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. 319-343

Persistent link: https://www.econbiz.de/10003327357

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/10003353913

Macroeconomic uncertainty and performance in Asian countries

Bredin, Donal; Elder, John; Fountas, Stilianos - In: Review of development economics 13 (2009) 2, pp. 215-229

Persistent link: https://www.econbiz.de/10003839636

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. 445-459

Persistent link: https://www.econbiz.de/10003796614