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Multi-step analysis of public finances sustainability

Afonso, António; Rault, Christophe - In: Economic modelling 48 (2015), pp. 199-209

Persistent link: https://www.econbiz.de/10011453706

Real exchange rate persistence and the excess return puzzle : the case of Switzerland versus the US

Jusélius, Katarina; Assenmacher-Wesche, Katrin - In: Journal of applied econometrics 32 (2017) 6, pp. 1145-1155

Persistent link: https://www.econbiz.de/10011862570

Cointegrated VARMA models and forecasting US interest rates

Kascha, Christian; Trenkler, Carsten - 2011

Persistent link: https://www.econbiz.de/10009491985

Cointegrated VARMA models and forecasting US interest rates

Kascha, Christian; Trenkler, Carsten - 2011

generates forecasts superior to methods which do not allow for moving-average terms. -- Cointegration ; VARMA Models …

Persistent link: https://www.econbiz.de/10009740153

The cointegrated VAR model : methodology and applications

Jusélius, Katarina - 2006 - 1. publ.

This valuable text provides a comprehensive introduction to VAR modelling and how it can be applied. In particular, the author focuses on the properties of the cointegrated VAR model and its implications for macroeconomic inference when data are non-stationary. The text provides a number of...

Persistent link: https://www.econbiz.de/10014441730

Real exchange rate misalignments and economic growth in Tunisia : new evidence from a threshold analysis of asymmetric adjustments

Hadj Amor, Thouraya; Nouira, Ridha; Rault, Christophe; … - In: The quarterly review of economics and finance : journal … 88 (2023), pp. 215-227

Persistent link: https://www.econbiz.de/10014428041

Investigating the asymmetric impact of oil prices on GCC stock markets

Cheikh, Nidhaleddine Ben; Ben Naceur, Samy; Kanaan, … - In: Economic modelling 102 (2021), pp. 1-16

Persistent link: https://www.econbiz.de/10012797341

Oil price fluctuations and exchange rate dynamics in the MENA region : evidence from non-causality-in-variance and asymmetric non-causality tests

Nouira, Ridha; Hadj Amor, Thouraya; Rault, Christophe - In: The quarterly review of economics and finance : journal … 73 (2019), pp. 159-171

Persistent link: https://www.econbiz.de/10012296707