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subject:"Capital income"
subject:"Zeitreihenanalyse"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~isPartOf:"Working paper"
~person:"Caporin, Massimiliano"
~person:"Engsted, Tom"
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Capital income
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Caporin, Massimiliano
Engsted, Tom
Hyndman, Rob J.
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1
Thresholds, news impact surfaces and dynamic asymmetric multivariate GARCH
Caporin, Massimiliano
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008689069
Saved in:
2
Thresholds, news impact surfaces and dynamic asymmetric multivariate GARCH
Caporin, Massimiliano
;
McAleer, Michael
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008760500
Saved in:
3
The relation between asset returns and inflation at short and long horizons
Engsted, Tom
;
Tanggaard, Carsten
-
2000
Persistent link: https://www.econbiz.de/10001493817
Saved in:
4
Estimating the LQAC model with I(2) variables
Engsted, Tom
;
Haldrup, Niels
-
1998
Persistent link: https://www.econbiz.de/10000986316
Saved in:
5
Money demand during hyperinflation : cointegration, rational expectations, and the importance of money demand shocks
Engsted, Tom
-
1997
Persistent link: https://www.econbiz.de/10000959730
Saved in:
6
Granger's representation theorem and multicointegration
Engsted, Tom
;
Johansen, Søren
-
1997
Persistent link: https://www.econbiz.de/10000959732
Saved in:
7
Common stochastic trends in international stock prices and dividends : an example of testing overidentifying restrictions on multiple cointegration vectors
Engsted, Tom
;
Lund, Jesper
-
1994
Persistent link: https://www.econbiz.de/10000894175
Saved in:
8
Present value models and non-stationary time-series : an introduction, and a summary of the thesis
Engsted, Tom
-
1993
Persistent link: https://www.econbiz.de/10000859623
Saved in:
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