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Measuring financial cycle time
Filardo, Andrew J.; Lombardi, Marco; Raczko, Marek - 2018
Persistent link: https://www.econbiz.de/10011979923
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Measuring financial cycle time
Filardo, Andrew J.; Lombardi, Marco; Raczko, Marek - 2019
Persistent link: https://www.econbiz.de/10011961246
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Notwendigkeit, Charakteristika und Wirksamkeit einer heuristischen Geldpolitik : Theorie und Empirie
Gleißner, Werner - 1997
Persistent link: https://www.econbiz.de/10000665893
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Habit and long memory in UK lottery sales
McHale, Ian; Peel, David - In: Economics letters 109 (2010) 1, pp. 7-10
Persistent link: https://www.econbiz.de/10008806713
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Characterizing financial crisis by means of the three states random field Ising model
Murota, Mitsuaki; Inoue, Jun-ichi - In: Econophysics of agent-based models, (pp. 83-98). 2014
Persistent link: https://www.econbiz.de/10011281725
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Trust and preferences : evidence from survey data
Albanese, Giuseppe; De Blasio, Guido; Sestito, Paolo - 2013
Persistent link: https://www.econbiz.de/10010350618
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Why are nominal wages downwardly rigid, but less so in Japan? : an explanation based on behavioral economics and labor market/macroeconomic differences
Kuroda, Sachiko; Yamamoto, Isamu - In: Monetary and economic studies 25 (2007) 2, pp. 45-88
Persistent link: https://www.econbiz.de/10003583852
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Forecasting crime data : an econometric analysis
Fox, James Alan - 1978
Persistent link: https://www.econbiz.de/10000001796
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Frequency domain principal components estimation of fractionally cointegrated processes
Morana, Claudio - 2004
In this paper we study the zero frequency spectral properties of fractionally cointegrated long memory processes and introduce a new frequency domain principal components estimator of the cointegration space and the factor loading matrix for the long memory factors. We find that for fractionally...
Persistent link: https://www.econbiz.de/10009636544