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Money and economic activity : some international evidence

Monadjemi, Mehdi S.; Huh, Hyeon-seung - 1998

Persistent link: https://www.econbiz.de/10000680365

Imagegestaltung in der Automobilindustrie : eine kausalanalytische Untersuchung zur Quantifizierung von Imagetransfereffekten

Wehr, Alexander W. - 2001 - 1. Aufl.

Persistent link: https://www.econbiz.de/10001607968

Superexogeneity and the dynamic linkages among international equity markets

Francis, Bill B. - In: Journal of international money and finance 17 (1998) 3, pp. 475-502

Persistent link: https://www.econbiz.de/10001246596

Unit roots and long-run causality : investigating the relationship between output, money and interest rates

Caporale, Guglielmo Maria - In: Economic modelling 15 (1998) 1, pp. 91-112

Persistent link: https://www.econbiz.de/10001247848

The monetary approach to the exchange rate : long-run relationships, identification and temporal stability

Diamandis, Panayotis F. - In: Journal of macroeconomics 20 (1998) 4, pp. 741-766

Persistent link: https://www.econbiz.de/10001251026

An investigation into the dynamic relationship between CPI and PPI : evidence from the UK, France and Germany

Woo, Kai-yin; Lee, Shu-kam; Ng, Joe Cho Yiu - In: The Singapore economic review : journal of the Economic … 64 (2019) 5, pp. 1081-1100

Persistent link: https://www.econbiz.de/10012293536

Testing for Long-Run PPP in a System Context : Evidence for the Us, Germany and Japan

Sideris, Dimitrios - 2022

the validity of the PPP conditions relating the economies of the US, Germany and Japan is tested in a system framework … supported for the US and Germany but also for the US and Japan, in contrast to evidence of earlier empirical studies. In …

Persistent link: https://www.econbiz.de/10014080707

Measuring financial cycles : empirical evidence for Germany, United Kingdom and United States of America

Dutra, Tiago Mota; Dias, José Carlos; Teixeira, João C. A. - In: International review of economics & finance : IREF 79 (2022), pp. 599-630

Persistent link: https://www.econbiz.de/10013345776

Inference for adaptive time series models : stochastic volatility and conditionally Gaussian state space form

Bos, Charles S.; Shephard, Neil G. - 2004

In this paper we replace the Gaussian errors in the standard Gaussian, linear state space model with stochastic volatility processes. This is called a GSSF-SV model. We show that conventional MCMC algorithms for this type of model are ineffective, but that this problem can be removed by...

Persistent link: https://www.econbiz.de/10011334849

Adaptive estimation for a time inhomogeneous stochastic-volatility model

Härdle, Wolfgang; Spokojnyj, Vladimir G.; Teyssière, … - 2000

problem of online estimation of current values of w = w(T) and a = a(T) from the observations SI , ... ,ST. We propose an … adaptive method of estimation which does not use any information about time homogeneity of the obscured process. We apply this …

Persistent link: https://www.econbiz.de/10009582392

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