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Descriptive econometrics for non-stationary time series with empirical illustrations

Phillips, Peter C. B. - In: Journal of applied econometrics 16 (2001) 3, pp. 389-413

Persistent link: https://www.econbiz.de/10001592353

Descriptive econometrics for nonstationary time series with empirical illustrations

Phillips, Peter C. B. - 1999

Persistent link: https://www.econbiz.de/10001389305

Impact of COVID-19 on the economic output of the US outbreak’s epicenter

Gharehgozli, Orkideh; Nayebvali, Peyman; Gharehgozli, … - In: Economics of disasters and climate change 4 (2020) 3, pp. 561-573

Persistent link: https://www.econbiz.de/10012309101

Time changing effects of external shocks on macroeconomic fluctuations in Peru: empirical application using regime-switching VAR models with stochastic volatility

Chávez, Paulo; Rodriguez, Gabriel - 2022 - Primera edición

Persistent link: https://www.econbiz.de/10013273077

Unveiling endogeneity and temporal dependence between tourism revenues/expenditures and macroeconomic variables in Brazil : a stochastic hidden Markov model approach

Wanke, Peter; Figueiredo, Otávio; Antunes, Jorge Junio … - In: Tourism economics : the business and finance of tourism … 25 (2019) 1, pp. 3-21

Persistent link: https://www.econbiz.de/10011985749

Time changing effects of external shocks on macroeconomic fluctuations in Peru : empirical application using regime-switching VAR models with stochastic volatility

Chávez, Paulo; Rodriguez, Gabriel - In: Review of world economics 159 (2023) 2, pp. 505-544

Persistent link: https://www.econbiz.de/10014308071

Yield curve factors, term structure volatility, and bond risk premia

Hautsch, Nikolaus (contributor); Ou, Yangguoyi (contributor) - 2008

We introduce a Nelson-Siegel type interest rate term structure model with the underlying yield factors following autoregressive processes revealing time-varying stochastic volatility. The factor volatilities capture risk inherent to the term struc- ture and are associated with the time-varying...

Persistent link: https://www.econbiz.de/10003770770

Noise trading, central bank interventions, and the informational content of foreign currency options

Pierdzioch, Christian - 2001

Persistent link: https://www.econbiz.de/10001626608

Fiscal policy uncertainty and US output

Popiel, Michal Ksawery - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 24 (2020) 2, pp. 1-27

Persistent link: https://www.econbiz.de/10012198646

Modellierung von mehrjährigen Kreditausfallrisiken

Jobst, Rainer - 2008

Persistent link: https://www.econbiz.de/10003635736

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