Similar Search Results

The inflation aversion of the Bundesbank : a state space approach

Kuzin, Vladimir - In: Journal of economic dynamics & control 30 (2006) 9/10, pp. 1671-1686

Persistent link: https://www.econbiz.de/10003370353

Asymmetric monetary policy effects in Germany

Kuzin, Vladimir (contributor); Tober, Silke (contributor) - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001959960

Prediction of business cycle turning points in Germany

Fritsche, Ulrich; Kuzin, Vladimir - In: Jahrbücher für Nationalökonomie und Statistik 225 (2005) 1, pp. 22-43

Persistent link: https://www.econbiz.de/10002537476

Declining output volatility in Germany : impulses, propagation, and the role of monetary policy

Fritsche, Ulrich (contributor); Kuzin, Vladimir (contributor) - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002128046

Assessing leading indicators for the EMU area from a practitioner's perspective

Fritsche, Ulrich; Kuzin, Vladimir; Marklein, Felix - In: Applied economics quarterly 49 (2003) 4, pp. 339-358

Persistent link: https://www.econbiz.de/10002097537

Unemployment and Portfolio Choice : Does Persistence Matter?

Kuzin, Vladimir - 2010

We use a life cycle model of consumption and portfolio choice to study the effects of social security on the investment decisions of households for the European case. Our model is mainly based on the one developed by Cocco, Gomes, and Maenhout (2005). We extend it by unemployment risk using...

Persistent link: https://www.econbiz.de/10013144138

Testing for Convergence in Stock Markets : A Non-Linear Factor Approach

Caporale, Guglielmo Maria - 2009

This paper applies the Phillips and Sul (2007) method to test for convergence in stock returns to an extensive dataset including monthly stock price indices for five EU countries (Germany, France, the Netherlands, Ireland and the UK) as well as the US over the period 1973-2008. We carry out the...

Persistent link: https://www.econbiz.de/10013155201

Testing for convergence in stock markets : a non-linear factor approach

Caporale, Guglielmo Maria; Erdogan, Burcu; Kuzin, Vladimir - 2009

Persistent link: https://www.econbiz.de/10003898817

Testing for convergence in stock markets : a non-linear factor approach

Caporale, Guglielmo Maria; Erdogan, Burcu; Kuzin, Vladimir - 2009

Persistent link: https://www.econbiz.de/10003889148

Long memory testing in the time domain

Demetrescu, Matei; Kuzin, Vladimir; Hassler, Uwe - In: Econometric theory 24 (2008) 1, pp. 176-215

Persistent link: https://www.econbiz.de/10003894143