Is inflation risk associated with the rate of inflation? New evidence for cointegrated time series

Nonlinear relationships and volatility spillovers among house prices, interest rates and stock market prices

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Forecasting multivariate time series under present-value model short- and long-run co-movement restrictions

Guillén, Osmani Teixeira de Carvalho, (2015)

Analysing monetary policy's transmission mechanisms through effective and expected interest rates : an application of MS-models, Bayesian VAR and cointegration approaches for Brazil

Moreira, Ricardo Ramalhete, (2014)