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Morana, Claudio
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Baillie, Richard T.
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Journal of international financial markets, institutions & money
8
Applied financial economics
7
Journal of international money and finance
7
Journal of econometrics
6
Applied economics
4
Economic modelling
4
International journal of forecasting
4
Journal of banking & finance
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Journal of economic dynamics & control
2
Journal of empirical finance
2
Journal of regulatory economics
2
Econometric theory
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Economic notes : economic review of Banca Monte dei Paschi di Siena
1
Energy economics
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Giornale degli economisti e annali di economia
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Japan and the world economy : international journal of theory and policy
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Journal / The Capco Institute : journal of financial transformation
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Journal of international economics
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Journal of macroeconomics
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Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
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Operations research, Management science : OR MS ; the international literature digest
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Scottish journal of political economy : the journal of the Scottish Economic Society
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Southern economic journal
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Structural change and economic dynamics : SC+ED
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The European journal of finance
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The energy journal
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The journal of finance : the journal of the American Finance Association
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OLC EcoSci
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Modelling long memory and structural breaks in conditional variances: An adaptive FIGARCH approach
Baillie, Richard T.
;
Morana, Claudio
- In:
Journal of economic dynamics & control
33
(
2009
)
8
,
pp. 1577-1592
Persistent link: https://www.econbiz.de/10008259756
Saved in:
2
Adaptive ARFIMA models with applications to inflation
Baillie, Richard T.
;
Morana, Claudio
- In:
Economic modelling
29
(
2012
)
6
,
pp. 2451-2460
Persistent link: https://www.econbiz.de/10010032199
Saved in:
3
Modelling long memory and structural breaks in conditional variances: An adaptive FIGARCH approach
Baillie, Richard T.
;
Morana, Claudio
- In:
Journal of economic dynamics & control
33
(
2009
)
8
,
pp. 1577-1593
Persistent link: https://www.econbiz.de/10008891878
Saved in:
4
Medium-term macroeconomic determinants of exchange rate volatility
Morana, Claudio
- In:
Journal / The Capco Institute : journal of financial …
25
(
2009
),
pp. 55-64
Persistent link: https://www.econbiz.de/10009895897
Saved in:
5
Common persistent factors in inflation and excess nominal money growth
Morana, Claudio
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
6
(
2002
)
3
Persistent link: https://www.econbiz.de/10009949777
Saved in:
6
Do asymmetric and nonlinear adjustments explain the forward premium anomaly?
Baillie, Richard T.
;
Kiliç, Rehim
- In:
Journal of international money and finance
25
(
2006
)
1
,
pp. 22-47
Persistent link: https://www.econbiz.de/10006872389
Saved in:
7
Cointegration, Fractional Cointegration, and Exchange Rate Dynamics
Baillie, Richard T.
;
Bollerslev, Tim
- In:
The journal of finance : the journal of the American …
49
(
1994
)
2
,
pp. 737-746
Persistent link: https://www.econbiz.de/10006600357
Saved in:
8
Articles - Further Long Memory Properties of Inflationary Shocks
Baillie, Richard T.
;
Han, Young Wook
;
Kwon, Tae-Go
- In:
Southern economic journal
68
(
2002
)
3
,
pp. 496-510
Persistent link: https://www.econbiz.de/10006655941
Saved in:
9
A minimum distance estimator for long-memory processes
Tieslau, Margie A.
;
Schmidt, Peter
;
Baillie, Richard T.
- In:
Operations research, Management science : OR MS ; the …
37
(
1997
)
2
,
pp. 185-188
Persistent link: https://www.econbiz.de/10006526407
Saved in:
10
The forward premium anomaly is not as bad as you think
Baillie, Richard T.
;
Bollerslev, Tim
- In:
Journal of international money and finance
19
(
2000
)
4
,
pp. 471-488
Persistent link: https://www.econbiz.de/10006907125
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