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subject:"Monetary policy"
subject:"Zinspolitik"
~isPartOf:"Economics letters"
~person:"Sibbertsen, Philipp"
~subject:"Germany"
~subject:"Zeitreihenanalyse"
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Monetary policy
Zinspolitik
Germany
Zeitreihenanalyse
Estimation
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Fractional integration
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Sibbertsen, Philipp
Caraiani, Petre
4
Österholm, Pär
3
Chang, Seong Yeon
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Coakley, Jerry
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Karlsson, Sune
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Economics letters
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
11
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
2
Application of operations research to financial markets
1
Essays on empirical finance in times of crises : fractional integration, structural breaks, and explosiveness
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Journal of applied econometrics
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ECONIS (ZBW)
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A simple test on structural change in long-memory time series
Wenger, Kai
;
Leschinski, Christian
;
Sibbertsen, Philipp
- In:
Economics letters
163
(
2018
),
pp. 90-94
Persistent link: https://www.econbiz.de/10011982960
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2
Inference on the long-memory properties of time series with non-stationary volatility
Demetrescu, Matei
;
Sibbertsen, Philipp
- In:
Economics letters
144
(
2016
),
pp. 80-84
Persistent link: https://www.econbiz.de/10011617209
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