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person:"Gil-Alaña, Luis A."
~person:"Clark, Todd E."
~subject:"Stochastischer Prozess"
~type_genre:"Article in journal"
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Gil-Alaña, Luis A.
Clark, Todd E.
Escudero, Laureano F.
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Siu, Tak Kuen
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18
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ECONIS (ZBW)
17
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1
True or spurious long memory in the cryptocurrency markets : evidence from a multivariate test and other Whittle estimation methods
Assaf, Ata
;
Gil-Alaña, Luis A.
;
Mokni, Khaled
- In:
Empirical economics : a quarterly journal of the …
63
(
2022
)
3
,
pp. 1543-1570
Persistent link: https://www.econbiz.de/10013440392
Saved in:
2
Comment on "Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors"
Bognanni, Mark
- In:
Journal of econometrics
227
(
2022
)
2
,
pp. 498-505
Persistent link: https://www.econbiz.de/10013442175
Saved in:
3
Using time-varying volatility for identification in Vector Autoregressions : an application to endogenous uncertainty
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
- In:
Journal of econometrics
225
(
2021
)
1
,
pp. 47-73
Persistent link: https://www.econbiz.de/10013278994
Saved in:
4
Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 137-154
Persistent link: https://www.econbiz.de/10012303905
Saved in:
5
Measuring uncertainty and its impact on the economy
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
- In:
The review of economics and statistics
100
(
2018
)
5
,
pp. 799-815
Persistent link: https://www.econbiz.de/10011959921
Saved in:
6
A performance assessment of Mozambique banks : a Bayesian stochastic frontier
Gil-Alaña, Luis A.
;
Barros, Carlos Pestana
;
Mandlaze, …
- In:
Applied economics
49
(
2017
)
45
,
pp. 4579-4587
Persistent link: https://www.econbiz.de/10011844235
Saved in:
7
Stationarity and long range dependence of carbon dioxide emissions : evidence for disaggregated data
Barros, Carlos Pestana
;
Gil-Alaña, Luis A.
;
Perez de …
- In:
Environmental & resource economics : the official …
63
(
2016
)
1
,
pp. 45-56
Persistent link: https://www.econbiz.de/10011588941
Saved in:
8
Common drifting volatility in large Bayesian VARs
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
3
,
pp. 375-390
Persistent link: https://www.econbiz.de/10011691646
Saved in:
9
Macroeconomic forecasting performance under alternative specifications of time-varying volatility
Clark, Todd E.
;
Ravazzolo, Francesco
- In:
Journal of applied econometrics
30
(
2015
)
4
,
pp. 551-575
Persistent link: https://www.econbiz.de/10011332869
Saved in:
10
Persistence, long memory, and unit roots in commodity prices
Gil-Alaña, Luis A.
;
Cuñado Eizaguirre, Juncal
;
Perez …
- In:
Canadian journal of agricultural economics : CJAE
60
(
2012
)
4
,
pp. 451-468
Persistent link: https://www.econbiz.de/10009687939
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