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Caporale, Guglielmo Maria
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101
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97
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95
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92
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92
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90
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87
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87
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87
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85
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84
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84
Nunnenkamp, Peter
84
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83
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83
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82
Marcellino, Massimiliano
81
Chinn, Menzie David
79
Salvanes, Kjell G.
79
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77
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1
Testing a large number of hypotheses in approximate factor models
Amengual, Dante
;
Repetto, Luca
-
2014
Persistent link: https://www.econbiz.de/10011408282
Saved in:
2
Measuring financial market integration over the long run : is there a u-shape?
Volosovych, Vadym
-
2011
Using long time series for sovereign bond markets of fifteen industrialized economies from 1875 to 2009, I find that financial market integration by the end of the 20th century was higher than in earlier periods and exhibited a J-shaped trend with a trough in the 1920s. The main reason for the...
Persistent link: https://www.econbiz.de/10011382994
Saved in:
3
Modelling the load curve of aggregate electricity consumption using principal components
Manera, Matteo
;
Marzullo, Angelo
-
2003
Since oil is a non-renewable resource with a high environmental impact, and its most common use is to produce combustibles for electricity, reliable methods for modelling electricity consumption can contribute to a more rational employment of this hydrocarbon fuel. In this paper we apply the...
Persistent link: https://www.econbiz.de/10011592726
Saved in:
4
Are shadow rate models of the Treasury yield curve structurally stable?
Kim, Don H.
;
Priebsch, Marcel A.
-
2020
Persistent link: https://www.econbiz.de/10012389081
Saved in:
5
Shrinking the Term Structure
Filipović, Damir
;
Pelger, Markus
;
Ye, Ye
-
2022
estimation
with cross-sectional asset pricing. Our factors correspond to the optimal non-parametric basis functions spanning the …
Persistent link: https://www.econbiz.de/10013403311
Saved in:
6
Disentangling structural breaks in high dimensional factor models
Koo, Bonsoo
;
Wong, Benjamin
;
Zhong, Ze-Yu
-
2023
Persistent link: https://www.econbiz.de/10014266817
Saved in:
7
Estimating recruitment elasticity in the multi-stage and bilateral job matching process
Kambayashi, Ryo
;
Kawaguchi, Kohei
;
Otani, Suguru
-
2023
Persistent link: https://www.econbiz.de/10014330773
Saved in:
8
Cross-section
estimation
of the matching function : evidence from England and Wales
Coles, Melvyn Glyn
;
Smith, Eric
-
1994
Persistent link: https://www.econbiz.de/10000887464
Saved in:
9
Plant closure and jobless durations : signalling and search behaviour in Canada
Gray, David M.
;
Grenier, Gilles
-
1994
Persistent link: https://www.econbiz.de/10000891878
Saved in:
10
Job search activity and changing unemployment benefit entitlement : pseudo-panel estimates for Britain
Schmitt, John
;
Wadsworth, Jonathan
-
1993
Persistent link: https://www.econbiz.de/10000864838
Saved in:
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