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Trimmed mean : alternatives Maß für den Inflationstrend

Richards, Anthony J. - In: Inflation unter der Lupe, (pp. 14-16). 2007

Persistent link: https://www.econbiz.de/10003802898

Explaining international stock correlations with CPI fluctuations and market volatility

Cai, Yijie; Chou, Ray Yeutien; Li, Dan - In: Journal of banking & finance 33 (2009) 11, pp. 2026-2035

Persistent link: https://www.econbiz.de/10003892191

Stability price index, core inflation and output volatility

Charemza, Wojciech; Shah, Imran - 2012

Persistent link: https://www.econbiz.de/10009670645

Sunspots and inflation-indexed bonds

Kang, Minwook - 2014

Persistent link: https://www.econbiz.de/10010370350

Volatility and stock price indexes

Clements, Kenneth W.; Izan, H. Y.; Lan, Yihui - In: Applied economics 45 (2013) 22/24, pp. 3255-3262

Persistent link: https://www.econbiz.de/10010345452

Bubbles or Volatility : A Markov-Switching Unit Root Test with Regime-Varying Error Variance

Shi, Shuping - 2011

We demonstrate that the constant variance assumption in the Markov-switching Augmented Dickey-Fuller (ADF) test proposed by Hall, Psaradakis and Sola (1999) may result in the misjudgement of bubbles. Upon relaxing this assumption to allow for regime-varying error variances in the...

Persistent link: https://www.econbiz.de/10014177633

How to measure inflation volatility : a note

Garcia-Hiernaux, Alfredo; González-Pérez, María T.; … - 2023

Persistent link: https://www.econbiz.de/10014365407

Policy, Demography and Market Income Volatility : What Was Shaping Income Distribution in Australia Between 2002 and 2016?

Li, Jinjing - 2019

components (policy, demography, market income and other factors) on the year-over-year changes in income inequality in Australia … income was the primary driver of income inequality for all segments of the income distribution in Australia over the past 15 …

Persistent link: https://www.econbiz.de/10012893836

Jensen's inequality for g-convex function under g-expectation

Jia, Guangyan; Peng, Shige - In: Probability theory and related fields 147 (2010) 1/2, pp. 217-239

Persistent link: https://www.econbiz.de/10003969115

The political economy of fiscal policy : public deficits, volatility, and growth

Woo, Jaejoon - 2006

Persistent link: https://www.econbiz.de/10008732466

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