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Conditional volatility and correlations of weekly returns and the VaR analysis of 2008 stock market crash
Pesaran, Bahram; Pesaran, M. Hashem - In: Economic modelling 27 (2010) 6, pp. 1398-1416
Persistent link: https://www.econbiz.de/10008825760
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Multiple equilibria and hysteresis in simple exchange models
Creedy, John - In: Economic modelling 10 (1993) 4, pp. 339-347
Persistent link: https://www.econbiz.de/10001152565
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Oil investment in the North Sea
Favero, Carlo A. - In: Economic modelling 11 (1994) 3, pp. 308-329
Persistent link: https://www.econbiz.de/10001166739
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Aggragation of linear dynamic models : an application to life-cycle consumption models under habit formation
Pesaran, M. Hashem - In: Economic modelling 20 (2003) 2, pp. 383-415
Persistent link: https://www.econbiz.de/10001742276
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Wage growth and income tax revenue elasticities with endogenous labour supply
Creedy, John; Gemmell, Norman - In: Economic modelling 22 (2005) 1, pp. 21-38
Persistent link: https://www.econbiz.de/10002561651
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Population ageing and intertemporal consumption : representative agent versus social planner
Creedy, John; Guest, Ross - In: Economic modelling 25 (2008) 3, pp. 485-498
Persistent link: https://www.econbiz.de/10003724874