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Political regime and public social spending in Spain : a time series analysis (1850-2000)
Espuelas, Sergio - In: Revista de historia económica 35 (2017) 3, pp. 355-386
Persistent link: https://www.econbiz.de/10011793636
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Oil, nontax revenue, and the redistributional foundations of regime stability
Morrison, Kevin - In: International organization : IO 63 (2009) 1, pp. 107-138
Persistent link: https://www.econbiz.de/10003818709
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Democracy and growth : a case study of Pakistan
Fida, Bashir Ahmad; Zakaria, Muhammad - In: International journal of economic perspectives : IJEP 5 (2011) 1, pp. 67-82
Persistent link: https://www.econbiz.de/10011587451
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Does Oil Hinder Democratic Development? A Time-Series Analysis
O'Connor, Kelsey - 2016
whether oil affects democratic institutions. We further the debate through the use of additional measures of democracy and …
Persistent link: https://www.econbiz.de/10012996271
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Democracy, economic growth and the identification problem in macroeconomics
Accorsi, Simón - 2022
Persistent link: https://www.econbiz.de/10013263316
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Selected techniques of detecting structural breaks in financial volatility
Stawiarski, Bartosz - In: E-Finanse : finansowy kwartalnik internetowy 11 (2015) 1, pp. 32-43
breaks) in the volatility of financial time series. Comparative study of three techniques: ICSS, NPCPM and Cheng's algorithm … breaks in volatility, while Cheng's technique works well only when a single break occurs. …
Persistent link: https://www.econbiz.de/10011393264
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Model uncertainty and forecast combination in high-dimensional multivariate volatility prediction
Amendola, Alessandra; Storti, Giuseppe - In: Journal of forecasting 34 (2015) 2, pp. 83-91
Persistent link: https://www.econbiz.de/10011305317
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Asymmetry in the price impact of trades in an high-frequency microstructure model with jumps
Jondeau, Eric; Lahaye, Jérôme; Rockinger, Michael - 2013
We estimate a general microstructure model of the transitory and permanent impact of order flow on stock prices. Jumps are detected in both the transaction price (observation equation) and fundamental value (state equation). The model's parameters and variances are updated in real time. Prices...
Persistent link: https://www.econbiz.de/10010256970
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How can long memory in volatility be eliminated in portfolio optimization : an empirical evidence using copulas
Mzoughi, Hela; Mansouri, Fayçal - In: Journal of quantitative economics : official journal of … 11 (2013) 1/2, pp. 1-14
Persistent link: https://www.econbiz.de/10010338365
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Some stylised facts about the exchange rate behaviour of Central European currencies
Vejmělek, Jan - In: Acta oeconomica Pragensia : vědecký časopis Vysoke … 24 (2016) 2, pp. 3-17
Persistent link: https://www.econbiz.de/10011537495