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Time varying coefficient model...
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1
The forward rate premium puzzle : a case of misspecification?
Hall, Stephen G.
;
Kenjegaliev, Amangeldi
;
Swamy, …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
17
(
2013
)
3
,
pp. 265-279
Persistent link: https://www.econbiz.de/10009739547
Saved in:
2
Estimation of parameters in the presence of model misspecification and measurement error
Swamy, Paravastu A. V. B.
;
Tavlas, George S.
;
Hall, …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
14
(
2010
)
3
,
pp. 1-33
Persistent link: https://www.econbiz.de/10009515147
Saved in:
3
Time-varying coefficient models : a proposal for selecting the coefficient driver sets
Hall, Stephen G.
;
Swamy, Paravastu A. V. B.
;
Tavlas, …
- In:
Macroeconomic dynamics
21
(
2017
)
5
,
pp. 1158-1174
Persistent link: https://www.econbiz.de/10011805452
Saved in:
4
An investigation into feedback and spatial relationships between banks' share prices and sovereign bond spreads during the euro crisis
Gibson, Heather D.
;
Hall, Stephen G.
;
Petroulas, Pavlos
; …
- In:
Journal of financial stability
63
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014371917
Saved in:
5
The macroeconomic and fiscal implications of inflation forecast errors
Ntellas, Charēs
;
Gibson, Heather D.
;
Hall, Stephen G.
; …
- In:
Journal of economic dynamics & control
93
(
2018
),
pp. 203-217
Persistent link: https://www.econbiz.de/10011974499
Saved in:
6
How the euro-area sovereign-debt crisis led to a collapse in bank equity prices
Gibson, Heather D.
;
Hall, Stephen G.
;
Tavlas, George S.
- In:
Journal of financial stability
26
(
2016
),
pp. 266-275
Persistent link: https://www.econbiz.de/10011705534
Saved in:
7
The effectiveness of the ECB's asset purchase programs of 2009 to 2012
Gibson, Heather D.
;
Hall, Stephen G.
;
Tavlas, George S.
- In:
Journal of macroeconomics
47
(
2016
),
pp. 45-57
Persistent link: https://www.econbiz.de/10011707486
Saved in:
8
Self-fulfilling dynamics: the interactions of sovereign spreads, sovereign ratings and bank ratings during the euro financial crisis
Gibson, Heather D.
;
Hall, Stephen G.
;
Tavlas, George S.
- In:
Journal of international money and finance
73
(
2017
),
pp. 371-385
Persistent link: https://www.econbiz.de/10011787743
Saved in:
9
A suggestion for constructing a large time-varying conditional covariance matrix
Gibson, Heather D.
;
Hall, Stephen G.
;
Tavlas, George S.
- In:
Economics letters
156
(
2017
),
pp. 110-113
Persistent link: https://www.econbiz.de/10011822383
Saved in:
10
A Monte Carlo study of time varying coefficient (TVC) estimation
Hall, Stephen G.
;
Gibson, Heather D.
;
Tavlas, George S.
; …
- In:
Computational economics
56
(
2020
)
1
,
pp. 115-130
Persistent link: https://www.econbiz.de/10012272018
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