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Likelihood ratio test and information criteria for Markov switching var models : an application to the Italian macroeconomy
Cavicchioli, Maddalena - In: Italian economic journal 1 (2015) 3, pp. 315-332
Persistent link: https://www.econbiz.de/10011544821
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Commodities and macroeconomic factors : unconditional volatility measures
Fernández, Viviana - In: Emerging markets finance & trade : a journal of the … 50 (2014), pp. 87-109
Persistent link: https://www.econbiz.de/10010485804
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Being focused : when the purpose of inference matters for model selection
Behl, Peter; Dette, Holger; Frondel, Manuel; Tauchmann, … - 2011
Persistent link: https://www.econbiz.de/10009238103
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Level shift estimation in the presence of non-stationary volatility with an application to the unit root testing problem
Harris, David; Kew, Hsein; Taylor, Robert - 2020
Persistent link: https://www.econbiz.de/10012606901
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Level shift estimation in the presence of non-stationary volatility with an application to the unit root testing problem
Harris, David; Kew, Hsein; Taylor, Robert - In: Journal of econometrics 219 (2020) 2, pp. 354-388
Persistent link: https://www.econbiz.de/10012483394
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Stock markets linkages before, during and after subprimes crisis : bivariate BEKK GARCH (1, 1) and DCC models
Abdelkefi, Samar Zlitni; Khoufi, Walid - In: International journal of economics, finance and … 3 (2015) 3, pp. 213-230
Persistent link: https://www.econbiz.de/10011389712
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Dynamic relationships between exchange rates and foreign direct investment : empirical evidence from Korea
Lee, Jung Wan - In: Asian economic journal : journal of the East Asian … 29 (2015) 1, pp. 73-90
Persistent link: https://www.econbiz.de/10011372586
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Causal interrelations among market fundamentals : evidence from the European Telecommunications sector
Agiakloglou, Christos N.; Gkouvakis, Michail - In: The quarterly review of economics and finance : journal … 55 (2015), pp. 150-159
Persistent link: https://www.econbiz.de/10011334655
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Imperfect transmission of technology shocks and the business cycle consequences
Fout, Hamilton B.; Francis, Neville - In: Macroeconomic dynamics 18 (2014) 2, pp. 418-437
Persistent link: https://www.econbiz.de/10010356795
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Australian labor market dynamics across the ages
Ponomareva, Natalia; Sheen, Jeffrey R. - In: Economic modelling 35 (2013), pp. 453-463
Persistent link: https://www.econbiz.de/10010336777