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Meta-analysis of the New Keynesian Phillips Curve

Danišková, Katarína; Fidrmuc, Jarko - 2012

cited studies and the most cited authors. -- inflation ; New Keynesian Phillips curve ; meta-analysis ; publication bias …

Persistent link: https://www.econbiz.de/10009540732

Forty years of oil price fluctuations : why the price of oil may still surprise us

Baumeister, Christiane; Kilian, Lutz - 2015

It has been forty years since the oil crisis of 1973/74. This crisis has been one of the defining economic events of the 1970s and has shaped how many economists think about oil price shocks. In recent years, a large literature on the economic determinants of oil price fluctuations has emerged....

Persistent link: https://www.econbiz.de/10011411360

The crisis and beyond : thinking outside the box

Hillinger, Claude - 2010

In this paper the author attempts an analysis of the current financial/economic crisis that is wider ranging and more fundamental than he has been able to find. For this purpose he reviews some social science literature that views the current crisis as an episode in the secular decline of the...

Persistent link: https://www.econbiz.de/10003914173

Validierung von Konzepten zur Messung des Marktrisikos : insbesondere des Value at Risk und des Expected Shortfall

Mehmke, Fabian; Cremers, Heinz; Packham, Natalie - 2012

Market risk management is one of the key factors to success in managing financial institutions. Underestimated risk can have desastrous consequences for individual companies and even whole economies, not least as could be seen during the recent crises. Overestimated risk, on the other side, may...

Persistent link: https://www.econbiz.de/10009575075

Continuous-time linear models

Cochrane, John H. - 2012

Persistent link: https://www.econbiz.de/10009710832

Panel data tests of PPP : a critical overview

Caporale, Guglielmo Maria; Cerrato, Mario - In: Applied financial economics 16 (2006) 1/2, pp. 73-91

Persistent link: https://www.econbiz.de/10003291805

Unit roots and cointegration in panels

Breitung, Jörg (contributor); … - 2005

This paper provides a review of the literature on unit roots and cointegration in panels where the time dimension (T … degrees, the dependence that might prevail across the different units in the panel. In the analysis of cointegration the … hypothesis testing and estimation problems are further complicated by the possibility of cross section cointegration which could …

Persistent link: https://www.econbiz.de/10003225503

Recent developments in nonlinear cointegration with applications to macroeconomics and finance

Dufrénot, Gilles; Mignon, Valérie - 2002

Persistent link: https://www.econbiz.de/10001665206

A review of systems cointegration tests

Hubrich, Kirsten; Lütkepohl, Helmut; Saikkonen, Pentti - In: Econometric reviews 20 (2001) 3, pp. 247-318

Persistent link: https://www.econbiz.de/10001606186

Panel data unit roots and cointegration : an overview

Banerjee, Anindya - In: Oxford bulletin of economics and statistics 61 (1999) 4,Suppl., pp. 607-629

Persistent link: https://www.econbiz.de/10001437441