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An empirical test of exogenous versus endogenous growth models for the G-7 countries

Huh, Hyeon-seung; Kim, David - In: Economic modelling 32 (2013), pp. 262-272

Persistent link: https://www.econbiz.de/10009761540

Is China's monetary policy effective? : evaluating the VAR evidence

Jiang, Jiadan; Kim, David - In: China economic policy review 2 (2013) 2, pp. 1-21

Persistent link: https://www.econbiz.de/10010472995

The term structure of interest rates in a simple stochastic growth model : evidence from Australian data

Kim, David - 1998

Persistent link: https://www.econbiz.de/10000982138

Sources of fluctuations in hours worked for Canada, Germany, Japan and the U.S. : a sign restriction VAR approach

Huh, Hyeon-seung; Kim, David - In: Applied economics 51 (2019) 15, pp. 1634-1646

Persistent link: https://www.econbiz.de/10012196582

Conditional systemic risk with penalized copula

Okhrin, Ostap; Ristig, Alexander; Sheen, Jeffrey R.; … - 2015

Financial contagion and systemic risk measures are commonly derived from conditional quantiles by using imposed model assumptions such as a linear parametrization. In this paper, we provide model free measures for contagion and systemic risk which are independent of the specifcation of...

Persistent link: https://www.econbiz.de/10011309638