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Dependence structure between money and economic activity : a Markov-switching copula VEC approach

Serletis, Apostolos; Xu, Libo - In: Macroeconomic dynamics 26 (2022) 8, pp. 2141-2160

Persistent link: https://www.econbiz.de/10013469790

Modelling impact of monetary policy on stock market liquidity : a dynamic copula approach

Chu, Xiaojun - In: Applied economics letters 22 (2015) 10/12, pp. 820-824

Persistent link: https://www.econbiz.de/10011286077

Eurozone money demand : evidence from a nonstationary dynamic panel data analysis

Bosker, Maarten - 2004

Persistent link: https://www.econbiz.de/10002555254

The great moderation : updated evidence with joint tests for multiple structural changes in variance and persistence

Perron, Pierre; Yamamoto, Yohei - In: Empirical economics : a quarterly journal of the … 62 (2022) 3, pp. 1193-1218

Persistent link: https://www.econbiz.de/10012819527

Nonlinearity in stock returns : do risk aversion, investor sentiment and, monetary policy shocks matter?

Dahmene, Meriam; Boughrara, Adel; Slim, Skander - In: International review of economics & finance : IREF 71 (2021), pp. 676-699

Persistent link: https://www.econbiz.de/10012628018

One-sided test for an unknown breakpoint : theory, computation, and application to monetary theory

Estrella, Arturo (contributor); … - 2005

The econometrics literature contains a variety of two-sided tests for unknown breakpoints in time-series models with one or more parameters. This paper derives an analogous one-sided test that takes into account the direction of the change for a single parameter. In particular, we propose a sup...