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An evolutionary algorithm for the estimation of threshold Vector error correction models
Shagi, Makram el- - 2010
We develop an evolutionary algorithm to estimate Threshold Vector Error Correction models (TVECM) with more than two cointegrated variables. Since disregarding a threshold in cointegration models renders standard approaches to the estimation of the cointegration vectors inefficient, TVECM...
Persistent link: https://www.econbiz.de/10003943453
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Inflation expectations : does the market beat econometric forecasts?
Shagi, Makram el- - In: The North American journal of economics and finance : a … 22 (2011) 3, pp. 298-319
Persistent link: https://www.econbiz.de/10009427379
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An evolutionary algorithm for the estimation of threshold vector error correction models
Shagi, Makram el- - In: International economics and economic policy : IEEP 8 (2011) 4, pp. 341-362
Persistent link: https://www.econbiz.de/10009388816
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Korruption und Kapitalverkehrskontrollen
Shagi, Makram el- - In: Aspekte der internationalen Ökonomie, (pp. 173-185). 2005
Persistent link: https://www.econbiz.de/10003151643
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Rationality tests in the presence of instabilities in finite samples
Shagi, Makram el- - In: Economic modelling 79 (2019), pp. 242-246
Persistent link: https://www.econbiz.de/10012199130
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When does monetary measurement matter (most)?
Shagi, Makram el- - In: Macroeconomic dynamics 25 (2021) 1, pp. 240-256
Persistent link: https://www.econbiz.de/10012437235
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Productivity shocks and capital flows
Shagi, Makram el- - In: Economics letters 225 (2023), pp. 1-4
Persistent link: https://www.econbiz.de/10014308629
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Arbeitsmarktpolitik und ihre Wirkung auf Bildung : eine Untersuchung am Beispiel von Sozialhilfe und Kombilohnmodellen
Shagi, Makram el-; Schröder, Jürgen - In: Effizienz, Qualität und Nachhaltigkeit im …, (pp. 219-234). 2007
Persistent link: https://www.econbiz.de/10003511171
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Testing for structural breaks at unknown time : a steeplechase
Shagi, Makram el-; Giesen, Sebastian - In: Computational economics 41 (2013) 1, pp. 101-123
Persistent link: https://www.econbiz.de/10009705027
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A note on the hidden risk of inflation
Shagi, Makram el-; Giesen, Sebastian - In: Journal of economic policy reform 17 (2014) 1, pp. 91-97
Persistent link: https://www.econbiz.de/10010358405