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Technology spillover effects and economic integration evidence from integrating EU countries
Hafner, Kurt - In: Applied economics 46 (2014) 25/27, pp. 3021-3036
Persistent link: https://www.econbiz.de/10010418165
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Weak and strong cross-sectional dependence : a panel data analysis of international technology diffusion
Ertur, Kamil C.; Musolesi, Antonio - In: Journal of applied econometrics 32 (2017) 3, pp. 477-503
Persistent link: https://www.econbiz.de/10011690519
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Entwicklung eines Modells zur Projektion des Wirtschaftswachstums und der langfristigen Nachfrage nach Produktionsfaktoren in Deutschland : unter besonderer Berücksichtigung des in...
Danckwerts, Rudolf-Ferdinand; Grossmann, Wolf Dieter; … - 2003
Persistent link: https://www.econbiz.de/10013430548
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Exports, imports and economic growth in Malaysia : empirical evidence based on multivariate time series
Baharumshah, Ahmad Zubaidi; Rashid, Salim - In: Asian economic journal : journal of the East Asian … 13 (1999) 4, pp. 389-406
Persistent link: https://www.econbiz.de/10001486310
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Detecting contagion with correlation : volatility and timing matter
Dungey, Mardi H.; Yalama, Abdullah - 2009
Persistent link: https://www.econbiz.de/10003882203
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Detecting contagion with correlation : volatility and timing matter
Dungey, Mardi H.; Yalama, Abdullah - 2010
Persistent link: https://www.econbiz.de/10008698087
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Volatility spillover effect : a semiparametric analysis of non-cointegrated process
Sun, Yiguo; Hsiao, Cheng; Li, Qi - In: Econometric reviews 34 (2015) 1/5, pp. 127-145
Persistent link: https://www.econbiz.de/10011373301
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Realized matrix-exponential stochastic volatility with asymmetry, long memory and spillovers
Asai, Manabu; Chang, Chia-Lin; McAleer, Michael - 2016
The paper develops a novel realized matrix-exponential stochastic volatility model of multivariate returns and realized covariances that incorporates asymmetry and long memory (hereafter the RMESV-ALM model). The matrix exponential transformation guarantees the positivedefiniteness of the...
Persistent link: https://www.econbiz.de/10011536626
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Detecting contagion with correlation : volatility and timing matter
Dungey, Mardi H.; Yalama, Abdullah - In: International journal of applied business and economic … 10 (2012) 1, pp. 85-95
Persistent link: https://www.econbiz.de/10009676058