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From transition crises to macroeconomic stability? : Lessons from a crises early warning system for Eastern European and CIS countries
Kittelmann, Kristina; Tirpak, Marcel; Schweickert, Rainer; … - 2006
This paper uses a Markov regime-switching model to assess the vulnerability of a series of Central and Eastern European countries (i.e. Czech Republic, Hungary, Slovak Republic) and two CIS countries (i.e., Russia and Ukraine) during the period 19932004. For the new EU member states in Central...
Persistent link: https://www.econbiz.de/10003277175
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News intensity and conditional volatility on the French stock market
Cousin, Jean-Gabriel; De Launois, Tanguy - In: Finance : revue de l'Association Française de Finance 27 (2006) 1, pp. 7-60
Persistent link: https://www.econbiz.de/10003340540
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An empirical analysis of current account data
Aßmann, Christian - 2009
Persistent link: https://www.econbiz.de/10003806423
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Forecasting volatility under fractality, regime-switching, long memory and student-t innovations
Lux, Thomas; Morales-Arias, Leonardo - 2009
(GMM) estimation are both suitable for MSM-t models, (ii) empirical panel forecasts of MSM-t models show an improvement …
Persistent link: https://www.econbiz.de/10003864486
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Estimating a dynamic oligopolistic game with serially correlated unobserved production costs
Gallant, A. Ronald; Hong, Han; Khwaja, Ahmed - 2008
Persistent link: https://www.econbiz.de/10003819987
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The evolution of loan rate stickiness across the euro area
Nakajima, Jouchi; Teranishi, Yuki - 2009
Persistent link: https://www.econbiz.de/10003822407
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Empirical analysis of dynamic models with multiple agents
Schmidt-Dengler, Philipp - 2005
Persistent link: https://www.econbiz.de/10003906071
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Expected money growth, Markov trends and the instability of money demand in the euro erea
Kaufmann, Sylvia (contributor); Kugler, Peter (contributor) - 2006
Persistent link: https://www.econbiz.de/10003410693
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Exchange rates and fundamentals : a non-linear relationship?
De Grauwe, Paul; Vansteenkiste, Isabel - In: International journal of finance & economics : IJFE 12 (2007) 1, pp. 37-54
Persistent link: https://www.econbiz.de/10003416329
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A Metropolis-in-Gibbs sampler for estimating equity market factors
Tsiaplias, Sarantis - 2007
Persistent link: https://www.econbiz.de/10003489507