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Multivariate panel models : some new results and their application to the analysis of economic growth
Bröck, Susanne - 2008
Persistent link: https://www.econbiz.de/10003812035
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The application of multivariate GARCH models to turbulent financial markets
Zahnd, Edy - 2002 - Als Ms. gedr.
Persistent link: https://www.econbiz.de/10001659873
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The risk-return tradeoff in international stock markets : one-step multivariate GARCH-M estimation with many assets
Dhaene, Geert; Sercu, Piet; Wu, Jianbin - 2016
Persistent link: https://www.econbiz.de/10011707065
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Inference Related to Common Breaks in a Multivariate System With Joined Segmented Trends With Applications to Global and Hemispheric Temperatures
Kim, Dukpa; Oka, Tatsushi; Estrada, Francisco; Perron, … - 2018
What transpires from recent research is that temperatures and radiative forcing seem to be characterized by a linear trend with two changes in the rate of growth. The first occurs in the early 60s and indicates a very large increase in the rate of growth of both temperature and radiative forcing...
Persistent link: https://www.econbiz.de/10014113751
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An empirical analysis of current account data
Aßmann, Christian - 2009
Persistent link: https://www.econbiz.de/10003806423
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Long-run growth forecasting
Bergheim, Stefan - 2008
Persistent link: https://www.econbiz.de/10003603498
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Cross-country evidence on the relation between equity prices and the current account
Berg, Tim Oliver - 2009
the period 1980 - 2007. Based on a panel vector autoregression, I compare the effects of equity price shocks to those … fluctuations, equity prices, panel vector autoregression …
Persistent link: https://www.econbiz.de/10010384487
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Quantitative Analysen zum deutschen und internationalen Luftfrachtmarkt
Prinz, Alexander - 2008 - 1. Aufl.
Persistent link: https://www.econbiz.de/10003750256
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Assessing Time-Series Versus Cross-Sectional Influences in Panel Estimates : International Financial Architecture and Expected Equity Premia
Aggarwal, Raj - 2012
In the study of economic and financial panel data it is often important to differentiate between time-series and cross … time-series versus cross-sectional variations in panel data. This research should be of considerable interest to empirical …
Persistent link: https://www.econbiz.de/10013107186
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Long-Run Growth Forecasting
Bergheim, Stefan (contributor) - 2008
book uses non-stationary panel techniques to find pair-wise cointegration among GDP per capita and its main correlates such …
Persistent link: https://www.econbiz.de/10013520921