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A Re‐Examination of Inflation Persistence Dynamics in OECD Countries : A New Approach*
Zsurkis, Gabriel; Nicolau, JoÃo; Rodrigues, Paulo M. M. - In: Oxford Bulletin of Economics and Statistics 83 (2021) 4, pp. 935-959
Persistent link: https://www.econbiz.de/10012538344
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Purchasing power parity analyzed from a continuous-time model
Nicolau, João - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 15 (2011) 3, pp. 1-24
Persistent link: https://www.econbiz.de/10009521863
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Changes in inflation compensation and oil prices : short-term and long-term dynamics
Cabral, Inês da Cunha; Ribeiro, Pedro Pires; Nicolau, João - In: Empirical economics : a quarterly journal of the … 62 (2022) 2, pp. 581-603
Persistent link: https://www.econbiz.de/10012819486
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Structural changes in the duration of bull markets and business cycle dynamics
Cruz, João; Nicolau, João; Rodrigues, Paulo M. M. - In: Asia Pacific financial markets 28 (2021) 3, pp. 333-352
Persistent link: https://www.econbiz.de/10012599789
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Inflation in the G7 and the expected time to reach the reference rate : a nonparametric approach
Cabral, Inês da Cunha; Nicolau, João - In: International journal of finance & economics : IJFE 27 (2022) 2, pp. 1608-1620
Persistent link: https://www.econbiz.de/10013184363
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The xpected time to cross a threshold and its determinants : A simple and flexible framework
Zsurkis, Gabriel; Nicolau, João; Rodrigues, Paulo M. M. - In: Journal of economic dynamics & control 122 (2021), pp. 1-17
Persistent link: https://www.econbiz.de/10012666214
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The profitability in the FTSE 100 Index : a new Markov chain approach
Riedlinger, Flavio Ivo; Nicolau, João - In: Asia Pacific financial markets 27 (2020) 1, pp. 61-81
Persistent link: https://www.econbiz.de/10012222373
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Tracking the relationship between euro area equities and sovereign bonds
Cabral, Inês da Cunha; Ribeiro, Pedro Pires; Nicolau, João - In: International journal of monetary economics and finance 12 (2019) 6, pp. 511-537
Persistent link: https://www.econbiz.de/10012256881
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Assessing nonlinear dynamics of central bank reaction function : the case of Mozambique
Nhapulo, Gerson; Nicolau, João - In: The South African journal of economics 85 (2017) 1, pp. 28-51
Persistent link: https://www.econbiz.de/10011667413
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A new regression-based tail index estimator
Nicolau, João; Rodrigues, Paulo M. M. - In: The review of economics and statistics 101 (2019) 4, pp. 667-680
Persistent link: https://www.econbiz.de/10012116628