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Periodic integration and cointegration : with applications to the New Zealand aggregate consumption functions

Harrison, Robin; Smith, Aaron - 1994

Persistent link: https://www.econbiz.de/10000898327

A drunk, her dog and a boyfriend : an illustration of multiple cointegration and error correction

Smith, Aaron; Harrison, Robin - 1995

Persistent link: https://www.econbiz.de/10000912065

Option-implied equity premium predictions via entropic tilting

Pettenuzzo, Davide; Metaxoglou, Konstantinos; Smith, … - 2016

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Import demand elasticities based on quantity data : theory, evidence and implications for the gains from trade

Ferguson, Shon; Smith, Aaron - 2019

Correct estimates of import demand elasticities are essential for measuring the gains from trade and predicting the impact of trade policies. We show that estimates of import demand elasticities hinge critically on whether they are derived using trade quantities or trade values, and this...

Persistent link: https://www.econbiz.de/10012038660