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Semiparametric estimation of conditional quantiles for time series, with applications in finance
Nyamuhanga Mwita, Peter (contributor) - 2003
Persistent link: https://www.econbiz.de/10001774767
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A replication study of "Openness, country size, and government size" (journal of public economics 2009)
Musau, Andrew - In: Public finance review : PFR 47 (2019) 4, pp. 775-792
Persistent link: https://www.econbiz.de/10012014703
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Backtesting Value at Risk and Expected Shortfall
Roccioletti, Simona - 2016 - 1st ed. 2016
In this book Simona Roccioletti reviews several valuable studies about risk measures and their properties; in particular she studies the new (and heavily discussed) property of "Elicitability" of a risk measure. More important, she investigates the issue related to the backtesting of Expected...
Persistent link: https://www.econbiz.de/10014018353
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Deficit sustainability and fiscal theory of price level : the case of Italy, 1861-2020
Congregado, Emilio; Díaz Roldán, Carmen; Esteve … - In: Empirica : journal of european economics 50 (2023) 3, pp. 755-782
Persistent link: https://www.econbiz.de/10014323548
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Backtesting value at risk and expected shortfall
Roccioletti, Simona - 2016 - 1st ed. 2016
Persistent link: https://www.econbiz.de/10011411468
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A fiscal theory of the price level in European Union : evidence from panel data
Berke, Burcu - In: International journal of economic perspectives : IJEP 3 (2009) 4, pp. 223-247
Persistent link: https://www.econbiz.de/10003984770
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Essays in development economics
Poppe, Robert - 2012
Persistent link: https://www.econbiz.de/10009688988
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Discretionary policy interactions and the fiscal theory of the price level : a SVAR analysis on French data
Creel, Jérôme (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10003131179
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Discretionary policy interactions and the fiscal theory of the price level : a SVAR analysis on French data
Creel, Jérôme; Monperrus-Veroni, Paola; Saraceno, … - In: Public expenditure : papers presented at the Banca …, (pp. 641-665). 2006
Persistent link: https://www.econbiz.de/10003401869