Narrow search
Showing 1 - 10 of 13,107
Cover Image
Is unemployment hysteretic or structural? : a Bayesian model selection approach
Clavijo-Cortes, Pedro - In: Empirical economics : a quarterly journal of the … 65 (2023) 6, pp. 2837-2866
Persistent link: https://www.econbiz.de/10014388985
Cover Image
Die Hysteresis-Hypothese und der Arbeitsmarkt der Bundesrepublik Deutschland : eine Analyse anhand des Cointegrationsansatzes
Hauschulz, Wolfgang - 1991
Persistent link: https://www.econbiz.de/10013381475
Cover Image
Non-negativity conditions for the hyperbolic GARCH model
Conrad, Christian (contributor) - 2007
In this article we derive conditions which ensure the non-negativity of the conditional variance in the Hyperbolic GARCH(p; d; q) (HYGARCH) model of Davidson (2004). The conditions are necessary and sufficient for p < 2 and sufficient for p > 2 and emerge as natural extensions of the inequality constraints derived in...</2>
Persistent link: https://www.econbiz.de/10003762825
Cover Image
Information in the revision process of real-time datasets
Corradi, Valentina; Fernández, Andrés; Swanson, Norman R. - 2008
Persistent link: https://www.econbiz.de/10003767421
Cover Image
Out-of-sample comparison of Copula specifications in multivariate density forecasts
Diks, Cees G. H.; Panchenko, Valentyn; Dijk, Dick van - 2008
Persistent link: https://www.econbiz.de/10003787159
Cover Image
Optimizing time-series forecasts for inflation and interest rates using simulation and model averaging
Jumah, Adusei; Kunst, Robert M. - 2008
Persistent link: https://www.econbiz.de/10003778880
Cover Image
Analyzing monetary policy in a real-time setting
Tchaidze, Robert R. - 2002
Persistent link: https://www.econbiz.de/10003778923
Cover Image
Smooth regimes, macroeconomic variables, and bagging for the short-term interest rate process
Audrino, Francesco; Medeiros, Marcelo C. - 2008
Persistent link: https://www.econbiz.de/10003773443
Cover Image
Combination of forecast methods using encompassing tests : an algorithm-based procedure
Costantini, Mauro; Pappalardo, Carmine - 2008
Persistent link: https://www.econbiz.de/10003776266