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Tests for non-linear dynamics in systems of non-stationary economic time series : the case of short-term US interest rates
Jones, Barry E.; Nesmith, Travis D. - 1999
Persistent link: https://www.econbiz.de/10001443058
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Euro area monetary asset demand and Divisia aggregates
Fleissig, Adrian R.; Jones, Barry E.; Darvas, Zsolt M. - In: The European journal of finance 29 (2023) 16, pp. 1885-1912
Persistent link: https://www.econbiz.de/10014388520
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A comparison of two methods for testing the utility maximation hypothesis when quantity data are measured with error
Jones, Barry E.; De Peretti, Philippe - In: Macroeconomic dynamics 9 (2005) 5, pp. 612-629
Persistent link: https://www.econbiz.de/10003239579
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Nonlinear relationship between permanent and transitory components of monetary aggregates and the economy
Anderson, Richard G.; Chauvet, Marcelle; Jones, Barry E. - In: Econometric reviews 34 (2015) 1/5, pp. 228-254
Persistent link: https://www.econbiz.de/10011373295
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UK household-sector money demand during Brexit and the pandemic
Fleissig, Adrian R.; Jones, Barry E. - In: Economic modelling 123 (2023), pp. 1-11
Persistent link: https://www.econbiz.de/10014462579
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UK household-sector money demand and Divisia monetary aggregates in the new millennium
Fleissig, Adrian R.; Jones, Barry E. - In: Macroeconomic dynamics 28 (2024) 1, pp. 51-73
Persistent link: https://www.econbiz.de/10014465382
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An evaluation of the index of leading indicators as predictor of cyclical turning points using Markov switching model as filter
Lahiri, Kajal; Wang, Jiazhuo Georg - 1993
Persistent link: https://www.econbiz.de/10000862469
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The predictability of Asian exchange rates : evidence from Kalman filter and ARCH estimations
Wang, Jian-xin - In: Journal of multinational financial management 7 (1997) 3, pp. 231-252
Persistent link: https://www.econbiz.de/10001237587
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Order flow and the bid-ask spread : an empirical probability model of screen-based trading
Bollerslev, Tim - In: Journal of economic dynamics & control 21 (1997) 8, pp. 1471-1491
Persistent link: https://www.econbiz.de/10001222036
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Liquidity, default, taxes and yields on municipal bonds
Wang, Junbo; Wu, Chunchi; Zhang, Frank X. - 2005
Persistent link: https://www.econbiz.de/10003137236