Search Results - isPartOf:"Studies in Nonlinear Dynamics and Econometrics"

Capital mobility in commodity-exporting economies

Polbin, Andrej; Rybak, Konstantin; Zubarev, Andrej - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 24 (2020) 5, pp. 1-10

Persistent link: https://www.econbiz.de/10012406038

Money growth variability and output : evidence with credit card-augmented Divisia monetary aggregates

Liu, Jinan; Serletis, Apostolos - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 24 (2020) 5, pp. 1-11

Persistent link: https://www.econbiz.de/10012406039

Combining sign and parametric restrictions in SVARs by utilising Givens rotations

Fisher, Lance A.; Huh, Hyeon-seung - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 24 (2020) 3, pp. 1-19

Persistent link: https://www.econbiz.de/10012289397

A wavelet-based variance ratio unit root test for a system of equations

Ali, Abdul Aziz; Månsson, Kristofer; Shukur, Ghazi - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 24 (2020) 3, pp. 1-16

Persistent link: https://www.econbiz.de/10012289399

Conventional and unconventional monetary policy reaction to uncertainty in advanced economies: evidence from quantile regressions

Christou, Christina; Naraidoo, Ruthira; Gupta, Rangan - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 24 (2020) 3, pp. 1-17

Persistent link: https://www.econbiz.de/10012289400

Income inequality and economic growth: heterogeneity and nonlinearity

Hailemariam, Abebe; Dzhumashev, Ratbek - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 24 (2020) 3, pp. 1-15

Persistent link: https://www.econbiz.de/10012289401

Nonlinear interest rate-setting behaviour of German commercial banks

Heinzelmann, Ludwig; Missong, Martin - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 24 (2020) 3, pp. 1-28

Persistent link: https://www.econbiz.de/10012289402

The role of uncertainty on agricultural futures markets momentum trading and volatility

Czudaj, Robert - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 24 (2020) 3, pp. 1-39

Persistent link: https://www.econbiz.de/10012289403

Forecast Uncertainty and the Bank of England Interest Rate Decisions

Schultefrankenfeld, Guido - 2015

To assess the Bank of England's Monetary Policy Committee decisions on the official bank rate under forecast uncertainty, I estimate simple forecast-based interest rate rules augmented by the exact forecast standard deviations recovered directly from the Inflation Report fan charts. I find that...

Persistent link: https://www.econbiz.de/10013019023

Variance reduction estimation for return models with jumps using gamma asymmetric kernels

Song, Yuping; Hou, Weijie; Zhou, Shengyi - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 23 (2019) 5, pp. 1-38

Persistent link: https://www.econbiz.de/10012198377

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