Narrow search
Showing 1 - 10 of 13,101
Cover Image
On currency substitution and money demand instability
Darrat, Ali F. - In: International review of economics & finance : IREF 5 (1996) 3, pp. 321-334
Persistent link: https://www.econbiz.de/10001214476
Cover Image
Modelling exchange rate volatility of Somali Shilling against US Dollar by utilizing GARCH models
Ali, Abdullahi Osman - In: International journal of economics and financial issues … 11 (2021) 2, pp. 35-39
Persistent link: https://www.econbiz.de/10012509707
Cover Image
Score-driven currency exchange rate seasonality as applied to the Guatemalan Quetzal/US Dollar
Ayala, Astrid; Blazsek, Szabolcs - In: SERIEs : Journal of the Spanish Economic Association 10 (2019) 1, pp. 65-92
In this paper we introduce new Dynamic Conditional Score (DCS) models for the Skew-Gen-t (Skewed Generalized t) and NIG (Normal-Inverse Gaussian) distributions as alternatives to the recent DCS models for the Student’s-t and EGB2 (Exponential Generalized Beta of the second kind) distributions,...
Persistent link: https://www.econbiz.de/10012033379
Cover Image
Do monetary policy shocks generate TAR or STAR dynamics in output?
Donayre, Luiggi - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 19 (2015) 2, pp. 227-247
Persistent link: https://www.econbiz.de/10011313585
Cover Image
State space models for the exchange rate pass-through : determinants and null/full pass-through hypotheses
Martins de Souza, Rafael; Maciel, Luiz Felipe Pires; … - In: Applied economics 45 (2013) 34/36, pp. 5062-5075
Persistent link: https://www.econbiz.de/10010226437
Cover Image
Real-time nowcasting of nominal GDP with structural breaks
Barnett, William A.; Chauvet, Marcelle; Leiva-Leon, Danilo - In: Journal of econometrics 191 (2016) 2, pp. 312-324
Persistent link: https://www.econbiz.de/10011610554
Cover Image
Effectiveness of the asset price channel as a monetary policy transmission mechanism in Malawi : evidence from time series data
Tchereni, Betchani H. M.; Makawa, Ahmed; Banda, Fredrick - In: International journal of economics and financial issues … 12 (2022) 5, pp. 160-168
Persistent link: https://www.econbiz.de/10013435390
Cover Image
Quantile impulse response analysis with applications in macroeconomics and finance
Jung, Whayoung; Lee, Ji Hyung - In: Essays in honor of Joon Y. Park : econometric …, (pp. 99-131). 2023
Persistent link: https://www.econbiz.de/10014315152
Cover Image
Unobserved components model(s) : output gaps and financial cycles
Guillochon, Justine; Le Roux, Julien - 2023
The Global Financial Crisis established that policymakers should consider the stage of the financial cycle to better evaluate the cyclical position of the economy when designing monetary policy decisions. If financial variables are omitted from the estimations of the output gap, a common and...
Persistent link: https://www.econbiz.de/10014343145
Cover Image
Do financial markets allow the independence of central banks?
Miró, Damià Rey; Piffaut, Pedro; Zurdo, Ricardo Palomo - In: Journal of central banking theory and practice 13 (2024) 1, pp. 5-26
The research work presented below addresses the possible concern of central bank independence through the development and application of econometric models. The complexity of the modelling has allowed a step further in corroborating that financial independence is not only linked to the...
Persistent link: https://www.econbiz.de/10014496228