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ECONIS (ZBW)
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1
The lost capital asset pricing model
Cujean, Julien
;
Andrei, Daniel
;
Wilson, Mungo
-
2018
Persistent link: https://www.econbiz.de/10011860697
Saved in:
2
Comparing different data descritptors in indirect inference tests onDSGE models
Minford, Patrick
;
Wickens, Michael R.
;
Xu, Yongdeng
-
2017
Persistent link: https://www.econbiz.de/10011619171
Saved in:
3
What is the truth about DSGE models? : testing by indirect inference
Meenagh, David
;
Minford, Patrick
;
Wickens, Michael R.
; …
-
2017
Persistent link: https://www.econbiz.de/10011619175
Saved in:
4
Testing part of a DSGE model by indirect inference
Minford, Patrick
;
Wickens, Michael R.
;
Xu, Yongdeng
-
2017
Persistent link: https://www.econbiz.de/10011619176
Saved in:
5
Can grants to consortia spur innovation and science-industry collaboration? : regression-discontinuity evidence from Poland
Bruhn, Miriam
;
McKenzie, David J.
-
2017
Persistent link: https://www.econbiz.de/10011619400
Saved in:
6
Strategic sample selection
Di Tillio, Alfredo
;
Ottaviani, Marco
;
Sørensen, Peter …
-
2017
Persistent link: https://www.econbiz.de/10011730951
Saved in:
7
Empirical evaluation of overspecified asset pricing models
Manresa, Elena
;
Peñaranda, Francisco
;
Sentana, Enrique
-
2017
Persistent link: https://www.econbiz.de/10011708502
Saved in:
8
Information design under falsification
Perez-Richet, Eduardo
;
Skreta, Basilikē
-
2017
Persistent link: https://www.econbiz.de/10011739491
Saved in:
9
Back to the future : backtesting systemic risk measures during historical bank runs and the great depression
Brownlees, Christian
;
Chabot, Ben
;
Ghysels, Eric
;
Kurz, …
-
2017
Persistent link: https://www.econbiz.de/10011717009
Saved in:
10
Inequality indices as tests of fairness
Kanbur, Ravi
;
Snell, Andy
-
2017
Persistent link: https://www.econbiz.de/10011654993
Saved in:
11
Forecast rationality tests in the presence of instabilities, with applications to federal reserve and survey forecasts
Rossi, Barbara
;
Sekhposyan, Tatevik
-
2016
Persistent link: https://www.econbiz.de/10011524322
Saved in:
12
Do measures of financial constraints measure financial constraints?
Farre-Mensa, Joan
;
Ljungqvist, Alexander
-
2015
Persistent link: https://www.econbiz.de/10010483003
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13
Testing macromodels by indirect inference : a survey for users
Le, Vo Phuong Mai
;
Meenagh, David
;
Minford, Patrick
; …
-
2015
Persistent link: https://www.econbiz.de/10011347424
Saved in:
14
Comparing indirect in inference and likelihood testing : asymptotic and small sample results
Meenagh, David
;
Minford, Patrick
;
Wickens, Michael R.
; …
-
2015
Persistent link: https://www.econbiz.de/10011347428
Saved in:
15
Revisiting purchasing power parity in African countries : panel stationary test with sharp and smooth breaks
Bahmani-Oskooee, Mohsen
;
Chang, Tsangyao
;
Wu, Tsungpao
- In:
Applied financial economics
24
(
2014
)
22/24
,
pp. 1429-1438
Persistent link: https://www.econbiz.de/10010460119
Saved in:
16
How good are out of sample forecasting tests on DSGE models?
Minford, Patrick
;
Xu, Yongdeng
;
Zhou, Peng
-
2014
Persistent link: https://www.econbiz.de/10010440121
Saved in:
17
Testing equilibrium multiplicity in dynamic games
Otsu, Taisuke
;
Pesendorfer, Martin
;
Takahashi, Yuya
-
2014
Persistent link: https://www.econbiz.de/10010408994
Saved in:
18
"Phantom of the opera" or "sex and the city"? : historical amenities as sources of exogenous vatiation
Bauer, Thomas K.
;
Breidenbach, Philipp
;
Schmidt, …
-
2014
Persistent link: https://www.econbiz.de/10010409039
Saved in:
19
How good are out of sample forecasting tests on DSGE models?
Minford, Patrick
;
Xu, Yongdeng
;
Zhou, Peng
-
2014
Persistent link: https://www.econbiz.de/10010409089
Saved in:
20
Residual-based rank specification tests for ar-garch type models
Andreou, Elena
;
Werker, Bas J. M.
-
2013
Persistent link: https://www.econbiz.de/10010188663
Saved in:
21
Nonparametric predictive regression
Kasparis, Ioannis
;
Andreou, Elena
;
Phillips, Peter C. B.
-
2013
Persistent link: https://www.econbiz.de/10009784706
Saved in:
22
What causes banking crises? : an emprical investigation for the world economy
Le, Vo Phuong Mai
;
Meenagh, David
;
Minford, Patrick
; …
-
2013
Persistent link: https://www.econbiz.de/10009734271
Saved in:
23
Testing macroeconomic models by indirect inference on unfiltered data
Meenagh, David
;
Minford, Patrick
;
Wickens, Michael R.
-
2012
Persistent link: https://www.econbiz.de/10009581809
Saved in:
24
What causes banking crises? : an empirical investigation
Le, Vo Phuong Mai
;
Meenagh, David
;
Minford, Patrick
-
2012
Persistent link: https://www.econbiz.de/10009581814
Saved in:
25
Testing DSGE models by indirect inference and other methods : some Monte Carlo experiments
Le, Vo Phuong Mai
;
Meenagh, David
;
Minford, Patrick
; …
-
2012
Persistent link: https://www.econbiz.de/10009581818
Saved in:
26
Rational speculative bubbles and commodities markets : application of duration dependence test?
Emekter, Riza
;
Jirasakuldech, Benjamas
;
Went, Peter
- In:
Applied financial economics
22
(
2012
)
7/9
,
pp. 581-596
Persistent link: https://www.econbiz.de/10009624351
Saved in:
27
Data snooping and the global accrual anomaly
Leippold, Markus
;
Lohre, Harald
- In:
Applied financial economics
22
(
2012
)
7/9
,
pp. 509-535
Persistent link: https://www.econbiz.de/10009624402
Saved in:
28
Comparing behavioural and rational expectations for the US post-war economy
Liu, Chunping
;
Minford, Patrick
-
2012
Persistent link: https://www.econbiz.de/10009655186
Saved in:
29
A test of significance of the predictive power of the moving average trading rule of technical analsysis based on sensitivity analysis : application to the NYSE, the Athens Stock E...
Milionis, Alexandros E.
;
Papanagiotou, Evaggelia
- In:
Applied financial economics
21
(
2011
)
4/6
,
pp. 421-436
Persistent link: https://www.econbiz.de/10009124540
Saved in:
30
Backtesting the tail risk of VaR in holding US dollar
Wong, Woon K.
- In:
Applied financial economics
19
(
2009
)
4/6
,
pp. 327-337
Persistent link: https://www.econbiz.de/10003828498
Saved in:
31
Modelling cross-sectional profitability and capital intensity using panel corrected significance tests
Hecht, Jason
- In:
Applied financial economics
18
(
2008
)
16/18
,
pp. 1501-1513
Persistent link: https://www.econbiz.de/10003779571
Saved in:
32
Selecting copulas for risk management
Kole, Erik
;
Koedijk, Kees
;
Verbeek, Marno
-
2006
Persistent link: https://www.econbiz.de/10003322651
Saved in:
33
Purchasing power parity versus the EU in the Mediterramean countries
Camarero Olivas, Mariam
;
Cuestas, Juan Carlos
; …
- In:
Applied financial economics
16
(
2006
)
1/2
,
pp. 157-167
Persistent link: https://www.econbiz.de/10003291848
Saved in:
34
Parameter instability, model uncertainty and the choice of monetary policy
Favero, Carlo A.
;
Milani, Fabio
-
2005
Persistent link: https://www.econbiz.de/10002647614
Saved in:
35
On the size and power of normalized autocorrelation coefficients
Kwan, Andy Cheuk-chiu
;
Sim, Ah-boon
;
Wu, Yangru
- In:
Applied financial economics
15
(
2005
)
1
,
pp. 1-11
Persistent link: https://www.econbiz.de/10002529517
Saved in:
36
Estimation and testing of dynamic models with generalized hyperbolic innovations
Mencia, Javier
;
Sentana, Enrique
-
2005
Persistent link: https://www.econbiz.de/10003096198
Saved in:
37
On the size and power of testing for no autocorrelation under weak assumptions
Su, Jen-je
- In:
Applied financial economics
15
(
2005
)
4
,
pp. 247-257
Persistent link: https://www.econbiz.de/10002606239
Saved in:
38
The Chinese stock exchange market : operations and efficiency
Seddighi, Hamid R.
;
Nian, W.
- In:
Applied financial economics
14
(
2004
)
11
,
pp. 785-797
Persistent link: https://www.econbiz.de/10002121596
Saved in:
39
Comparing shocks and frictions in US and euro area business cycles : a Bayesian DSGE approach
Smets, Frank
;
Wouters, Rafael
-
2004
Persistent link: https://www.econbiz.de/10002459885
Saved in:
40
Sources of gains from international portfolio diversification
Campa, José Manuel
-
2004
Persistent link: https://www.econbiz.de/10013424443
Saved in:
41
Government bonds in domestic and foreign currency : the role of macroeconomic and institutional factors
Claessens, Stijn
;
Klingebiel, Daniela
;
Schmukler, Sergio L.
-
2003
Persistent link: https://www.econbiz.de/10001740073
Saved in:
42
A long memory test of the long-run Fisher effect in the G7 countries
Noor Azlan Ghazali
;
Ramlee, Shamshubariah
- In:
Applied financial economics
13
(
2003
)
10
,
pp. 763-769
Persistent link: https://www.econbiz.de/10001777221
Saved in:
43
The forward rate unbiasedness hypothesis revisited
Ho, Tsung-wu
- In:
Applied financial economics
12
(
2002
)
11
,
pp. 799-804
Persistent link: https://www.econbiz.de/10001711928
Saved in:
44
Some answer to puzzles in testing unbiasedness in the foreign exchange market
Barnhart, Scott W.
;
McNown, Robert F.
;
Wallace, Myles Stuart
- In:
Applied financial economics
12
(
2002
)
10
,
pp. 687-696
Persistent link: https://www.econbiz.de/10001702505
Saved in:
45
Non-linear equilibrium correction in US real money balances : 1869 - 1997
Sarno, Lucio
-
2002
Persistent link: https://www.econbiz.de/10013423832
Saved in:
46
The case for restricting fiscal policy discretion
Fatás, Antonio
-
2002
Persistent link: https://www.econbiz.de/10013423841
Saved in:
47
Non-linear dynamics in deviations from the law of one price : a broad-based empirical study
Sarno, Lucio
-
2002
Persistent link: https://www.econbiz.de/10013423980
Saved in:
48
Class, size, education and wages
Dustmann, Christian
-
2002
Persistent link: https://www.econbiz.de/10013423985
Saved in:
49
Globalization and the demand for skill : an export based channel
Maurin, Eric
-
2002
Persistent link: https://www.econbiz.de/10013423992
Saved in:
50
Monetary policy and stagflation in the UK
Nelson, Edward
-
2002
Persistent link: https://www.econbiz.de/10013424040
Saved in:
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