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Scale, congestion, and technical efficiency of European countries : a sector-based nonparametric approach
Walheer, Barnabé - In: Empirical economics : a journal of the Institute for … 56 (2019) 6, pp. 2025-2078
Persistent link: https://www.econbiz.de/10012052238
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Estimating Malmquist productivity indexes using probabilistic directional distances : an application to the European banking sector
Kevork, Ilias S.; Pange, Jenny; Tzeremes, Panayiotis; … - In: European journal of operational research : EJOR 261 (2017) 3, pp. 1125-1140
Persistent link: https://www.econbiz.de/10011740596
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New tools for dealing with errors-in-variables in DEA
Cherchye, Laurens; Kuosmanen, Timo; Post, Thierry - 2000
Persistent link: https://www.econbiz.de/10001540223
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Schocks und Schockverarbeitung in der EU : Anmerkungen zur Messung mit Hilfe von VAR-Modellen
Knudsen, Lars - 1997
Persistent link: https://www.econbiz.de/10000968336
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Schocks und Schockverarbeitung in der EU : Anmerkungen zur Messung mit Hilfe von VAR-Modellen
Knudsen, Lars - 1997
Persistent link: https://www.econbiz.de/10000993235
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The behaviour of the bank lending channel when interest rates approach the zero lower bound : evidence from quantile regressions
Apergēs, Nikolaos; Christou, Christina - In: Economic modelling 49 (2015), pp. 296-307
Persistent link: https://www.econbiz.de/10011439576
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Asymmetry in the conditional distribution of euro-area inflation
Tagliabracci, Alex - 2020
Persistent link: https://www.econbiz.de/10012204734
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The EU real exchange rates: asymmetries and crises
Cuestas, Juan Carlos - 2020
Persistent link: https://www.econbiz.de/10012317337
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Panel cointegration, quantile regressions, asymmetric adjustments and crises : the case of EU current accounts
Coleman, Simeon; Cuestas, Juan Carlos - In: Economic systems 45 (2021) 4, pp. 1-20
Persistent link: https://www.econbiz.de/10013272977
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Has the relationship between the real exchange rate and its fundamentals changed over time?
Cuestas, Juan Carlos; Monfort, Mercedes; Shimbov, Bojan - In: Baltic journal of economics 22 (2022) 2, pp. 68-89
In this paper we contribute to the literature on determining the real exchange rate by using models that incorporate structural breaks and nonlinearities. We estimate cointegrated dynamic ordinary least squares regressions and quantile regressions. We find that the estimated coefficients for the...
Persistent link: https://www.econbiz.de/10014319295