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A nonlinear model of asset ret...
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Martin, Vance L.
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Lim, Guay C.
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2014 Conference (58th), February 4-7, 2014, Port Maquarie, Australia
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1
Modelling nonlinearities in equity returns : the mean impact curve analysis
Martin, Vance
;
Sarkar, Saikat
;
Kanto, Antti Jaakko
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
18
(
2014
)
1
,
pp. 51-72
Persistent link: https://www.econbiz.de/10010347338
Saved in:
2
Derivation of a leading index for the United States using Kalman filters
Martin, Vance
- In:
The review of economics and statistics
72
(
1990
)
4
,
pp. 657-663
Persistent link: https://www.econbiz.de/10001102026
Saved in:
3
Leads and lags in the Australian business cycle : a canonical approach in the frequency domain
Martin, Vance
- In:
Australian economic papers
26
(
1987
)
49
,
pp. 188-196
Persistent link: https://www.econbiz.de/10001078824
Saved in:
4
Testing the causal properties of economic theories : an application to a small Australian macroeconomic model
Martin, Vance
- In:
Australian economic papers
31
(
1992
)
58
,
pp. 1-19
Persistent link: https://www.econbiz.de/10001140496
Saved in:
5
Integrability and cointegrability testing of the term structure of interest rates
Lim, Guay C.
;
Martin, Vance
-
1994
Persistent link: https://www.econbiz.de/10000884605
Saved in:
6
A labour market equilibrium model of the personal distribution of earnings
Creedy, John
;
Lye, Jenny N.
;
Martin, Vance
-
1994
Persistent link: https://www.econbiz.de/10000888894
Saved in:
7
Weighted monetary aggregates : empirical evidence for Australia
Lim, Guay C.
;
Martin, Vance
-
1994
Persistent link: https://www.econbiz.de/10000896427
Saved in:
8
Australian money market interest rates : leads and lags in the transmission process
Lim, Guay C.
;
Martin, Vance
-
1991
Persistent link: https://www.econbiz.de/10000829898
Saved in:
9
Multiple equilibria and the distribution of the real exchange rate : an application to the US-Australian real exchange rate
Creedy, John
;
Lye, Jenny N.
;
Martin, Vance
-
1991
Persistent link: https://www.econbiz.de/10000829903
Saved in:
10
Towards a theory of non-linear models
Martin, Vance
-
1990
Persistent link: https://www.econbiz.de/10000832238
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