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The dollar-euro exchange rate and monetary fundamentals
Beckmann, Joscha; Glycopantis, Dionysius; Pilbeam, Keith - In: Empirical economics : a journal of the Institute for … 54 (2018) 4, pp. 1389-1410
Persistent link: https://www.econbiz.de/10011949558
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A dynamic econometrics system for the real yen-dollar rate
Kurita, Takamitsu - In: Empirical economics : a journal of the Institute for … 33 (2007) 1, pp. 115-149
Persistent link: https://www.econbiz.de/10003491979
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Improving GARCH volatility forecasts with regime-switching GARCH
Klaassen, Franc - In: Empirical economics : a journal of the Institute for … 27 (2002) 2, pp. 363-394
Persistent link: https://www.econbiz.de/10001655657
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Nonparametric testing for anomaly effects in empirical asset pricing models
Jin, Sainan; Su, Liangjun; Zhang, Yonghui - In: Empirical economics : a journal of the Institute for … 48 (2015) 1, pp. 9-36
Persistent link: https://www.econbiz.de/10011285985
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Robust tests for time-invariant individual heterogeneity versus dynamic state dependence
Zincenko, Federico; Sosa Escudero, Walter; … - In: Empirical economics : a journal of the Institute for … 47 (2014) 4, pp. 1365-1387
Persistent link: https://www.econbiz.de/10010461109
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Power issues when testing the Markov switching model with the sup likelihood ratio test using U.S. output
Coe, Patrick J. - In: Empirical economics : a journal of the Institute for … 27 (2002) 2, pp. 395-401
Persistent link: https://www.econbiz.de/10001655659
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The introduction of seasonal unit roots and cointegration to test index aggregation optimality : an application to a Spanish farm price index
Martín-Álvarez, Francisco J.; Cano Fernández, … - In: Empirical economics : a journal of the Institute for … 24 (1999) 3, pp. 403-414
Persistent link: https://www.econbiz.de/10001413090
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A J test for dynamic panel model with fixed effects, and nonparametric spatial and time dependence
Kelejian, Harry H.; Piras, Gianfranco - In: Empirical economics : a journal of the Institute for … 51 (2016) 4, pp. 1581-1605
Persistent link: https://www.econbiz.de/10011661869
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A note on testing instrument validity for the identification of LATE
Laffers, Lukas; Mellace, Giovanni - In: Empirical economics : a journal of the Institute for … 53 (2017) 3, pp. 1281-1286
Persistent link: https://www.econbiz.de/10011893039
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Fractional integration and cointegration in US financial time series data
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - In: Empirical economics : a journal of the Institute for … 47 (2014) 4, pp. 1389-1410
Persistent link: https://www.econbiz.de/10010461103