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Modeling inflation and money demand using a Fourier-series approximation
Becker, Ralf; Enders, Walter; Hurn, Stan - In: Nonlinear time series analysis of business cycles, (pp. 221-246). 2006
Persistent link: https://www.econbiz.de/10003309369
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Modelling spikes in electricity prices
Becker, Ralf; Hurn, Stan; Pavlov, Vlad - In: The economic record : er 83 (2007), pp. 371-382
Persistent link: https://www.econbiz.de/10003607968
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What is the globalisation of inflation?
Altansukha, Gantungalag; Becker, Ralf; Bratsiotis, George; … - 2016
Persistent link: https://www.econbiz.de/10011539227
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Selecting volatility forecasting models for portfolio allocation purposes
Becker, Ralf; Clements, Adam; Doolan, M. B.; Hurn, Stan - In: International journal of forecasting 31 (2015) 3, pp. 849-861
Persistent link: https://www.econbiz.de/10011474597
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A general test for time dependence in parameters
Becker, Ralf; Enders, Walter; Hurn, Stan - In: Journal of applied econometrics 19 (2004) 7, pp. 899-906
Persistent link: https://www.econbiz.de/10002467876
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Testing for time dependence in parameters
Becker, Ralf; Enders, Walter; Hurn, Stan - 2001
Persistent link: https://www.econbiz.de/10001619263
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Testing for fundamental nonlinearities in time-series data using the method of surrogates
Becker, Ralf; Hurn, Stan - In: Papers in efficiency, effectiveness and international …, (pp. 34-54). 2000
Persistent link: https://www.econbiz.de/10001586247
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What is the globalisation of inflation?
Altansukh, Gantungalag; Becker, Ralf; Bratsiotis, George; … - 2017
This paper studies the globalisation of CPI inflation by analysing core, energy and food components, testing for structural breaks in the relationships between domestic inflation and a corresponding country-specific foreign inflation series at the monthly frequency for OECD countries.The...
Persistent link: https://www.econbiz.de/10011763706
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What is the globalisation of inflation?
Altansukh, Gantungalag; Becker, Ralf; Bratsiotis, George; … - In: Journal of economic dynamics & control 74 (2017), pp. 1-27
Persistent link: https://www.econbiz.de/10011740465
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What is the Globalisation of Inflation?
Altansukh, Gantungalag - 2016
This paper studies the globalisation of CPI inflation by analysing core, energy and food components, testing for structural breaks in the relationships between domestic inflation and a corresponding country-specific foreign inflation series at the monthly frequency for OECD countries. The...
Persistent link: https://www.econbiz.de/10012982720