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Revisiting the Growth–Inflatio...
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ECONIS (ZBW)
43,050
ArchiDok
7
RePEc
2
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1
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1
Cointegration
analysis with mixed-frequency data
Seong, Byeongchan
(
contributor
);
Ahn, Sung K.
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003496561
Saved in:
2
Tax smoothing hypothesis : a Turkish case
Turan, Taner
;
Karakas, Mesut
;
Yanikkaya, Halit
- In:
Panoeconomicus
61
(
2014
)
4
,
pp. 487-501
Persistent link: https://www.econbiz.de/10010401703
Saved in:
3
Testing for level shifts in fractionally integrated processes : a state space approach
Delle Monache, Davide
;
Grassi, Stefano
;
Santucci de …
-
2015
Persistent link: https://www.econbiz.de/10011296884
Saved in:
4
Approximate state space modelling of unobserved fractional components
Hartl, Tobias
;
Jucknewitz, Roland
- In:
Econometric reviews
41
(
2022
)
1
,
pp. 75-98
Persistent link: https://www.econbiz.de/10013167584
Saved in:
5
The time-varying tradeoff between inflation and unemployment : evidence from SAARC economies with a state space approach
Vinayagathasan, Thanablasingam
;
Meng, Xiancai
- In:
Romanian journal of economic forecasting
24
(
2021
)
3
,
pp. 20-34
Persistent link: https://www.econbiz.de/10012655427
Saved in:
6
Testing the expectations hypothesis of the term structure with permanent-transitory component models
Casalin, Fabrizio
- In:
Journal of banking & finance
37
(
2013
)
8
,
pp. 3192-3203
Persistent link: https://www.econbiz.de/10009778452
Saved in:
7
Cointegration
Analysis with Mixed-Frequency Data
Seong, Byeongchan
;
Ahn, Sung K.
;
Zadrozny, Peter A.
-
2021
maximum likelihood
estimation
of the parameters in the model, we use an expectation maximization algorithm based on the state …
Persistent link: https://www.econbiz.de/10013317180
Saved in:
8
A new dynamic hedging model with futures : the Kalman filter error-correction model
Wang, Chien-Ho
;
Lin, Chang-Ching
;
Lin, Shu-Hui
;
Lai, Hung-Yu
- In:
Journal of risk
22
(
2019/2020
)
4
,
pp. 61-78
Persistent link: https://www.econbiz.de/10012297511
Saved in:
9
Multivariate fractional components analysis
Hartl, Tobias
;
Weigand, Roland
-
2019
Persistent link: https://www.econbiz.de/10011962831
Saved in:
10
Welfare cost of inflation in Brazil : an approach with time-varying
cointegration
and Kalman Filter
Campos, Eduardo Lima
;
Cysne, Rubens Penha
-
2018
Persistent link: https://www.econbiz.de/10011898482
Saved in:
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