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Causal relationships between inflation and inflation uncertainty

Barnett, William A.; Jawadi, Fredj; Ftiti, Zied - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 24 (2020) 5, pp. 1-26

Persistent link: https://www.econbiz.de/10012406029

A NOTE ON THE OPTIMAL LEVEL OF MONETARY AGGREGATION IN THE UNITED KINGDOM

Elger, C.Thomas; Jones, Barry E.; Edgerton, David L.; … - In: Macroeconomic dynamics 12 (2008) 1, pp. 117-131

Persistent link: https://www.econbiz.de/10007897046

A NOTE ON THE POLICY IMPLICATIONS OF USING DIVISIA CONSUMPTION AND MONETARY AGGREGATES

Drake, Leigh; Fleissig, Adrian R.; Anderson, Richard; … - In: Macroeconomic dynamics 12 (2008) 1, pp. 132

Persistent link: https://www.econbiz.de/10007897045

Essay in dividend modelling and forecasting : does nonlinearity help?

Jawadi, Fredj - In: Applied financial economics 19 (2009) 16/18, pp. 1329-1343

This article develops a method of nonlinear modelling for the dividends of the Group of seven (G7) indexes using threshold techniques: Smooth Transition Autoregressive Models (STAR). First, smoothness and nonlinearity are justified by the presence of heterogeneous expectations and companies of...

Persistent link: https://www.econbiz.de/10003886171