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Modeling US inflation dynamics : a Bayesian nonparametric approach

Jochmann, Markus - In: Econometric reviews 34 (2015) 1/5, pp. 537-558

Persistent link: https://www.econbiz.de/10011373257

Changes of China’s agri-food exports to Germany caused by its accession to WTO and the 2008 financial crisis

Zhichao Guo; Feng, Yuanhua; Gries, Thomas - In: China agricultural economic review : publ. in … 7 (2015) 2, pp. 262-279

Persistent link: https://www.econbiz.de/10011378317

Detecting cointegration relationships under nonlinear models : Monte Carlo analysis and some applications

Maki, Daiki - In: Empirical economics : a journal of the Institute for … 45 (2013) 1, pp. 605-625

Persistent link: https://www.econbiz.de/10009780025

Interaction effects in econometrics

Balli, Hatice Ozer; Sørensen, Bent E. - In: Empirical economics : a journal of the Institute for … 45 (2013) 1, pp. 583-603

Persistent link: https://www.econbiz.de/10009780027

The Turkish stock market integration with oil prices : cointegration analysis with unknown regime shifts

Halaç, Umut; Taşkın, Fatma Dilvin; Çağlı, Efe Çağlar - In: Panoeconomicus 60 (2013) 4, pp. 499-513

Persistent link: https://www.econbiz.de/10010341061

Transmission effects in the presence of structural breaks : evidence from South-Eastern European countries

Kukuritakēs, Minōas; Papadopoulos, Athanasios P.; … - In: Economic modelling 41 (2014), pp. 298-311

Persistent link: https://www.econbiz.de/10010439150

The conduct of monetary policy in the Eurozone before and after the financial crisis

Drakos, Anastassios A.; Kouretas, Georgios P. - In: Economic modelling 48 (2015), pp. 83-92

Persistent link: https://www.econbiz.de/10011452486

Changes in the transmission of monetary policy during crisis episodes : evidence from the euro area and the U.S.

Olmo, Jose; Sanso-Navarro, Marcos - In: Economic modelling 48 (2015), pp. 155-166

Persistent link: https://www.econbiz.de/10011452513

ARFIMA modelling and investigation of structural break(s) in West Texas Intermediate and Brent series

Jibrin, Sanusi A.; Musa, Yakubu; Zubair, Umar A.; … - In: CBN journal of applied statistics 6 (2015) 2, pp. 59-79

The research used a long memory or Autoregressive Fractionally Integrated Moving Average model to study and forecast crude oil prices using weekly West Texas Intermediate and Brent series for the period 15/5/1987 to 20/12/2013. Fractional differencing Methods such as Local Whittle Estimator and...

Persistent link: https://www.econbiz.de/10011460488

On inter-arrival times of bond market extreme events : an application to seven European markets

Siakoulis, Vasileios G.; Venetis, Ioannis A. - In: Journal of economics and finance 39 (2015) 4, pp. 717-741

Persistent link: https://www.econbiz.de/10011471449