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VAR models on the relation between stock prices and the macroeconomy
Berg, Tim Oliver - 2010
Persistent link: https://www.econbiz.de/10008857676
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Dynamics of Thailand's budget deficit and current account deficit
Sabaijai, Wipawee - 1993
Persistent link: https://www.econbiz.de/10000883654
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Stock markets, current account dynamics, and exchange rate determination
Mercereau, Benoît - 2002
Persistent link: https://www.econbiz.de/10003780033
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Three essays on central banking : lender of last resort, the gold standard, and currency boards
Jones, Matthew Thomas - 1997
Persistent link: https://www.econbiz.de/10001372643
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On the estimation of fractionally integrated processes
Nielsen, Frank S. - 2009
Persistent link: https://www.econbiz.de/10003839270
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The empirical analysis of exchange rate regimes and nonlinear econometrics
Winschel, Viktor - 2005
Persistent link: https://www.econbiz.de/10003300833
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Large panels and high-dimensional vector autoregressive models
Callot, Laurent - 2012
Persistent link: https://www.econbiz.de/10010204938
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Theory and applications in non-linear cointegrated VAR models
Nejstgaard, Emil - 2014
Persistent link: https://www.econbiz.de/10010412522
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Reliability of estimates in structural VAR analysis
Spieker, Gabriele - 2002 - 1. Aufl
Persistent link: https://www.econbiz.de/10001672651
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Spezifikation und Schätzung von VARMA-Prozessen unter besonderer Berücksichtigung der Echelon-Form
Claessen, Holger - 1995
Persistent link: https://www.econbiz.de/10013360920