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Modelling volatility by variance decomposition

Amado, Cristina; Teräsvirta, Timo - In: Journal of econometrics 175 (2013) 2, pp. 142-153

Persistent link: https://www.econbiz.de/10009764416

Specification and testing of multiplicative time-varying GARCH models with applications

Amado, Cristina; Teräsvirta, Timo - In: Econometric reviews 36 (2017) 4, pp. 421-446

Persistent link: https://www.econbiz.de/10011795239

Labour hoarding over the business cycle : testing the quadratic adjustment cost hypothesis

Rahiala, Markku; Teräsvirta, Timo - 1989

Persistent link: https://www.econbiz.de/10000769340

Nonlinear error correction and the UK demand for broad money, 1878 - 1993

Teräsvirta, Timo; Eliasson, Ann-Charlotte - 1998 - Rev. version

Persistent link: https://www.econbiz.de/10000998499

A nonlinear time series model of El Niño

Hall, Anthony D.; Skalin, Joakim; Teräsvirta, Timo - 1998

Persistent link: https://www.econbiz.de/10000994162

Nonlinear error correction and the UK demand for broad money, 1878 - 1993

Teräsvirta, Timo; Eliasson, Ann-Charlotte - 1998

Persistent link: https://www.econbiz.de/10000994464

Modelling asymmetries and moving equilibria in unemployment rates

Skalin, Joakim; Teräsvirta, Timo - 1998

Persistent link: https://www.econbiz.de/10000994465

Non-linear error correction and the UK demand for broad money, 1878 - 1993

Teräsvirta, Timo; Eliasson, Ann-Charlotte - In: Journal of applied econometrics 16 (2001) 3, pp. 277-288

Persistent link: https://www.econbiz.de/10001591888

Error correction in DHSY

Eliasson, Ann-Charlotte (contributor); … - 2002 - [Elektronische Ressource]

In this note, we consider the contradiction between the fact that the best fit for the UK consumption data in Davidson et al. (1978) is obtained using an equation with an intercept but without an error correction term, whereas the equation with error correction and without the intercept has...

Persistent link: https://www.econbiz.de/10001714625

Modeling asymmetries and moving equilibria in unemployment rates

Skalin, Joakim; Teräsvirta, Timo - In: Macroeconomic dynamics 6 (2002) 2, pp. 202-241

Persistent link: https://www.econbiz.de/10001659485