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subject:"Time series analysis"
subject:"United States"
~institution:"Queen Mary College / Department of Economics"
~isPartOf:"Working paper"
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Time series analysis
United States
Estimation
14
Schätzung
14
Großbritannien
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USA
4
Außenwirtschaftliches Gleichgewicht
2
Einheitswurzeltest
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Factor analysis
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Faktorenanalyse
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Forecasting model
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Inflation
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Kaufkraftparität
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Lateinamerika
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Latin America
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Mean Reversion
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OECD countries
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Kapetanios, George
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Karanassou, Marika
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Chortareas, Georgios E.
1
Cipollini, Andrea
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Giurda, Francesco
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Hatgioannides, John
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Karanasos, Menelaos
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Sala, Hector
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Queen Mary College / Department of Economics
Federal Reserve Bank of St. Louis
21
University of Canterbury / Dept. of Economics and Finance
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ECONIS (ZBW)
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A reappraisal of the inflation-unemployment tradeoff
Karanassou, Marika
(
contributor
);
Sala, Hector
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001867515
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2
Modelling the yield curve : a two components approach
Hatgioannides, John
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002229537
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3
A stochastic variance factor model for large datasets and an application to S&P data
Cipollini, Andrea
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001920657
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4
Is the currency risk priced in equity markets?
Giurda, Francesco
(
contributor
);
Tzavalis, Elias
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002024385
Saved in:
5
The Yen real exchange rate may be stationary after all : evidence from nonlinear unit-root tests
Chortareas, Georgios E.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001868157
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