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subject:"Volatility"
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~subject:"Schätzung"
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53
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34
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510
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183
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1
Flexible inflation targeting and stock market volatility : evidence from emerging market economies
Dridi, Ichrak
;
Boughrara, Adel
- In:
Economic modelling
126
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014462464
Saved in:
2
Effects of external shocks on macroeconomic fluctuations in Pacific Alliance countries
Rodriguez, Gabriel
;
Vassallo, Renato
;
Castillo B., Paul
- In:
Economic modelling
124
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014463282
Saved in:
3
Testing for integration and cointegration when time series are observed with noise
Gianfreda, Angelica
;
Maranzano, Paolo
;
Parisio, Lucia
; …
- In:
Economic modelling
125
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014463618
Saved in:
4
Bootstrap cointegration tests in ARDL models
Bertelli, Stefano
;
Vacca, Gianmarco
;
Zoia, Maria Grazia
- In:
Economic modelling
116
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014512301
Saved in:
5
Testing for no cointegration in vector autoregressions with estimated degree of fractional integration
Demetrescu, Matei
;
Kusin, Vladimir
;
Salish, Nazarii
- In:
Economic modelling
108
(
2022
),
pp. 1-32
Persistent link: https://www.econbiz.de/10013347934
Saved in:
6
Symbolic transfer entropy test for causality in longitudinal data
Camacho, Maximo
;
Romeu, Andres
;
Ruiz Marín, Manuel
- In:
Economic modelling
94
(
2021
),
pp. 649-661
Persistent link: https://www.econbiz.de/10012695248
Saved in:
7
Scale-adaptive estimation of mixed geographically weighted regression models
Chen, Feng
;
Mei, Chang-Lin
- In:
Economic modelling
94
(
2021
),
pp. 737-747
Persistent link: https://www.econbiz.de/10012695340
Saved in:
8
Time-varying individual effects in a panel data probit model with an application to female labor force participation
Xin, Kai
;
Zhang, ZhengYu
;
Zhou, YaHong
;
Zhu, Pingfang
- In:
Economic modelling
95
(
2021
),
pp. 181-191
Persistent link: https://www.econbiz.de/10012695925
Saved in:
9
New nonlinear estimators of the gravity equation
Mnasri, Ayman
;
Nechi, Salem
- In:
Economic modelling
95
(
2021
),
pp. 192-202
Persistent link: https://www.econbiz.de/10012695982
Saved in:
10
Inference on time-invariant variables using panel data : a pretest estimator
Chatelain, Jean-Bernard
;
Ralf, Kirsten
- In:
Economic modelling
97
(
2021
),
pp. 157-166
Persistent link: https://www.econbiz.de/10012793313
Saved in:
11
Bayesian estimation for a semiparametric nonlinear volatility model
Hu, Shuowen
;
Poskitt, Donald Stephen
;
Zhang, Xibin
- In:
Economic modelling
98
(
2021
),
pp. 361-370
Persistent link: https://www.econbiz.de/10012793996
Saved in:
12
Testing linear relationships between non-constant variances of economic variables
Hirukawa, Junichi
;
Raïssi, Hamdi
- In:
Economic modelling
90
(
2020
),
pp. 182-189
Persistent link: https://www.econbiz.de/10012428132
Saved in:
13
World economic convergence : does the estimation methodology matter?
Desli, Evangelia
;
Gkoulgkoutsika, A.
- In:
Economic modelling
91
(
2020
),
pp. 138-147
Persistent link: https://www.econbiz.de/10012429028
Saved in:
14
Trends and cycles under changing economic conditions
Duarte, Cláudia
;
Maria, José R.
;
Sazedj, Sharmin
- In:
Economic modelling
92
(
2020
),
pp. 126-146
Persistent link: https://www.econbiz.de/10012429631
Saved in:
15
A stochastic estimated version of the Italian dynamic General Equilibrium Model
Acocella, Nicola
;
Beqiraj, Elton
;
Di Bartolomeo, Giovanni
; …
- In:
Economic modelling
92
(
2020
),
pp. 339-357
Persistent link: https://www.econbiz.de/10012429788
Saved in:
16
Trend instrumental variable regression with an application to the US New Keynesian Phillips Curve
Chen, Zhihong
;
Xia, Huizhu
- In:
Economic modelling
93
(
2020
),
pp. 595-604
Persistent link: https://www.econbiz.de/10012430307
Saved in:
17
The Tobit cointegrated vector autoregressive model : an application to the currency market
Grabowski, Wojciech
;
Welfe, Aleksander
- In:
Economic modelling
89
(
2020
),
pp. 88-100
Persistent link: https://www.econbiz.de/10012425926
Saved in:
18
Macroeconomic effects of monetary policy in Korea : a time-varying coefficient VAR approach
Han, Jeong sug
;
Hur, Joonyoung
- In:
Economic modelling
89
(
2020
),
pp. 142-152
Persistent link: https://www.econbiz.de/10012425933
Saved in:
19
On modeling heterogeneity in linear models using trend polynomials
Michaelides, Michael
;
Spanos, Aris
- In:
Economic modelling
85
(
2020
),
pp. 74-86
Persistent link: https://www.econbiz.de/10012210611
Saved in:
20
Hierarchically spatial autoregressive and moving average error model
Ye, Qianting
;
Liang, Huajie
;
Lin, Kuan-pin
;
Long, Zhihe
- In:
Economic modelling
76
(
2019
),
pp. 14-30
Persistent link: https://www.econbiz.de/10012198232
Saved in:
21
Testing the white noise hypothesis of stock returns
Hill, Jonathan B.
;
Motegi, Kaiji
- In:
Economic modelling
76
(
2019
),
pp. 231-242
Persistent link: https://www.econbiz.de/10012198322
Saved in:
22
An augmented autoregressive distributed lag bounds test for cointegration
Sam, Chung Yan
;
McNown, Robert F.
;
Khoon, Goh Soo
- In:
Economic modelling
80
(
2019
),
pp. 130-141
Persistent link: https://www.econbiz.de/10012200504
Saved in:
23
Modelling Sri Lankan consumption patterns using error corrected LA-AIDS
Rathnayaka, Shashika D.
;
Selvanathan, Saroja
; …
- In:
Economic modelling
80
(
2019
),
pp. 185-191
Persistent link: https://www.econbiz.de/10012200510
Saved in:
24
Steady state adjusting trends using a data-driven local polynomial regression
Fritz, Marlon
- In:
Economic modelling
83
(
2019
),
pp. 312-325
Persistent link: https://www.econbiz.de/10012206389
Saved in:
25
Estimating inflation persistence by quantile autoregression with quantile-specific unit roots
Gaglianone, Wagner Piazza
;
Guillén, Osmani Teixeira de …
- In:
Economic modelling
73
(
2018
),
pp. 407-430
Persistent link: https://www.econbiz.de/10012100499
Saved in:
26
Testing normality for unconditionally heteroscedastic macroeconomic variables
Raïssi, Hamdi
- In:
Economic modelling
70
(
2018
),
pp. 140-146
Persistent link: https://www.econbiz.de/10012027822
Saved in:
27
Trend inflation estimates for Thailand from disaggregated data
Pym Manopimoke
;
Vorada Limjaroenrat
- In:
Economic modelling
65
(
2017
),
pp. 75-94
Persistent link: https://www.econbiz.de/10011813600
Saved in:
28
Efficient estimation of macroeconomic equations with unobservable states
Morrisy, Stephen D.
- In:
Economic modelling
60
(
2017
),
pp. 408-423
Persistent link: https://www.econbiz.de/10011734263
Saved in:
29
A panel stationarity test with gradual structural shifts : re-investigate the international commodity price shocks
Nazlıoğlu, Şaban
;
Karul, Cagin
- In:
Economic modelling
61
(
2017
),
pp. 181-192
Persistent link: https://www.econbiz.de/10011736829
Saved in:
30
Decomposing changes in the conditional variance of GDP over time
Amini, Shahram
;
Battisti, Michele
;
Parmeter, Christopher F.
- In:
Economic modelling
61
(
2017
),
pp. 376-387
Persistent link: https://www.econbiz.de/10011736899
Saved in:
31
Parameter instability, stochastic volatility and estimation based on simulated likelihood : evidence from the crude oil market
Nonejad, Nima
- In:
Economic modelling
61
(
2017
),
pp. 388-408
Persistent link: https://www.econbiz.de/10011736901
Saved in:
32
Volatility risk premium implications of GARCH option pricing models
Papantonis, Ioannis
- In:
Economic modelling
58
(
2016
),
pp. 104-115
Persistent link: https://www.econbiz.de/10011647056
Saved in:
33
Robust tests for change in intercept and slope in linear regression models with application to manager performance in the mutual fund industry
Pouliot, William
- In:
Economic modelling
58
(
2016
),
pp. 523-534
Persistent link: https://www.econbiz.de/10011647526
Saved in:
34
Robust random effects tests for two-way error component models with panel data
Wu, Jianhong
- In:
Economic modelling
59
(
2016
),
pp. 1-8
Persistent link: https://www.econbiz.de/10011647588
Saved in:
35
Structural breaks and monetary dynamics : a time series analysis
Shazly, Alaa el-
- In:
Economic modelling
53
(
2016
),
pp. 133-143
Persistent link: https://www.econbiz.de/10011640980
Saved in:
36
Cross-country output convergence and growth : evidence from varying coefficient nonparametric method
Li, Kui-wai
;
Zhou, Xianbo
;
Pan, Zhewen
- In:
Economic modelling
55
(
2016
),
pp. 32-41
Persistent link: https://www.econbiz.de/10011642441
Saved in:
37
Identification and estimation of endogenous selection models in the presence of misclassification errors
Shiu, Ji-Liang
- In:
Economic modelling
52
(
2016
),
pp. 507-518
Persistent link: https://www.econbiz.de/10011642886
Saved in:
38
Reducible diffusions with time-varying transformations with application to short-term interest rates
Bu, Ruijun
;
Cheng, Jie
;
Hadri, Kaddour
- In:
Economic modelling
52
(
2016
),
pp. 266-277
Persistent link: https://www.econbiz.de/10011645653
Saved in:
39
A novel jump diffusion model based on SGT distribution and its applications
Xu, Weijun
;
Liu, Guifang
;
Li, Hongyi
- In:
Economic modelling
59
(
2016
),
pp. 74-92
Persistent link: https://www.econbiz.de/10011647763
Saved in:
40
Sudden changes in extreme value volatility estimator : modeling and forecasting with economic significance analysis
Kumar, Dilip
- In:
Economic modelling
49
(
2015
),
pp. 354-371
Persistent link: https://www.econbiz.de/10011439594
Saved in:
41
Aggregated and disaggregated import demand in China : an empirical study
Gozgor, Giray
- In:
Economic modelling
43
(
2014
),
pp. 1-8
Persistent link: https://www.econbiz.de/10010500999
Saved in:
42
Covariance estimation using high-frequency data: Sensitivities of estimation methods
Haugom, Erik
;
Lien, Gudbrand
;
Veka, Steinar
;
Westgaard, Sjur
- In:
Economic modelling
43
(
2014
),
pp. 416-425
Persistent link: https://www.econbiz.de/10010503037
Saved in:
43
An estimation of the demand and supply for physician services using a panel data
Marvasti, Akbar
- In:
Economic modelling
43
(
2014
),
pp. 279-286
Persistent link: https://www.econbiz.de/10010503069
Saved in:
44
Determinants of the link between financial and economic development : evidence from a functional coefficient model
Herwartz, Helmut
;
Yabibal Mulualem Walle
- In:
Economic modelling
37
(
2014
),
pp. 417-427
Persistent link: https://www.econbiz.de/10010417643
Saved in:
45
A reflection principle for a random walk with implications for volatility estimation using extreme values of asset prices
Kumar, Dilip
;
Maheswaran, S.
- In:
Economic modelling
38
(
2014
),
pp. 33-44
Persistent link: https://www.econbiz.de/10010418224
Saved in:
46
Estimating entrants' productivity when prices are unobserved
Kılınç, Umut
- In:
Economic modelling
38
(
2014
),
pp. 640-647
Persistent link: https://www.econbiz.de/10010418952
Saved in:
47
Money demand instability and real exchange rate persistence in the monetary model of USD-JPY exchange rate
Hunter, John
;
Ali, Faek Menla
- In:
Economic modelling
40
(
2014
),
pp. 42-51
Persistent link: https://www.econbiz.de/10010425740
Saved in:
48
Asymmetric generalized impulse responses with an application in finance
Hatemi-J, Abdulnasser
- In:
Economic modelling
36
(
2014
),
pp. 18-22
Persistent link: https://www.econbiz.de/10010412088
Saved in:
49
Estimation of demand function for natural gas in Iran : evidences based on smooth transition regression models
Kani, Alireza H.
;
Abbasspour, Madjid
;
Abedi, Zahra
- In:
Economic modelling
36
(
2014
),
pp. 341-347
Persistent link: https://www.econbiz.de/10010415477
Saved in:
50
New estimates of time-varying currency betas : a trivariate BEKK approach
Jayasinghe, Prabhath
;
Tsui, Albert K.
;
Zhang, Zhaoyong
- In:
Economic modelling
42
(
2014
),
pp. 128-139
Persistent link: https://www.econbiz.de/10010478223
Saved in:
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