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Purchasing power parity and the Taylor rule
Kim, Hyeongwoo; Fujiwara, Ippei; Hansen, Bruce E.; … - In: Journal of applied econometrics 30 (2015) 6, pp. 874-903
Persistent link: https://www.econbiz.de/10011431583
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Stochastic volatility models : conditional normality versus heavy-tailed distributions
Liesenfeld, Roman; Jung, Robert - In: Journal of applied econometrics 15 (2000) 2, pp. 137-160
Persistent link: https://www.econbiz.de/10001474643
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A non-linear filtering approach to stochastic volatility models with an application to daily stock returns
Watanabe, Toshiaki - In: Journal of applied econometrics 14 (1999) 2, pp. 101-121
Persistent link: https://www.econbiz.de/10001387229
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The time-varying behaviour of real interest rates : a re-evaluation of the recent evidence
Bekdache, Basma - In: Journal of applied econometrics 14 (1999) 2, pp. 171-190
Persistent link: https://www.econbiz.de/10001387396
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Descriptive econometrics for non-stationary time series with empirical illustrations
Phillips, Peter C. B. - In: Journal of applied econometrics 16 (2001) 3, pp. 389-413
Persistent link: https://www.econbiz.de/10001592353
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Testing long-run PPP with infinite-variance returns
Falk, Barry; Wang, Chun-hsuan - In: Journal of applied econometrics 18 (2003) 4, pp. 471-484
Persistent link: https://www.econbiz.de/10001779864
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A moment-matching method for approximating vector autoregressive processes by finite-state Markov chains
Gospodinov, Nikolaj; Lkhagvasuren, Damba - In: Journal of applied econometrics 29 (2014) 5, pp. 843-859
Persistent link: https://www.econbiz.de/10010414842
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Stochastic monotonicity in intergenerational mobility tables
Dardanoni, Valentino; Fiorini, Mario; Forcina, Antonio - In: Journal of applied econometrics 27 (2012) 1, pp. 85-107
Persistent link: https://www.econbiz.de/10009564833
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Rare shocks, great recessions
Cúrdia, Vasco; Del Negro, Marco; Greenwald, Daniel L. - In: Journal of applied econometrics 29 (2014) 7, pp. 1031-1052
Persistent link: https://www.econbiz.de/10010492715
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Error correction testing in panels with common stochastic trends
Gengenbach, Christian; Urbain, Jean-Pierre; Westerlund, … - In: Journal of applied econometrics 31 (2016) 6, pp. 982-1004
Persistent link: https://www.econbiz.de/10011686171