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Empirical Modeling of Contagion : A Review of Methodologies

Dungey, Mardi H. - 2004

The existing literature suggests a number of alternative methods to test for the presence of contagion during financial market crises. This paper reviews those methods and shows how they are related in a unified framework. A number of extensions are also suggested that allow for multivariate...

Persistent link: https://www.econbiz.de/10014401432

Seasonal integration and the evolving seasonals model

Hylleberg, Svend - 1995

Persistent link: https://www.econbiz.de/10000146741

Modelling the term structure

Pagan, Adrian R. - 1995 - Rev.

Persistent link: https://www.econbiz.de/10000560752

Structural models of the liquidity effect

Pagan, Adrian R. - 1995

Persistent link: https://www.econbiz.de/10000560753

The getting of macroeconomic wisdom

Pagan, Adrian R. (contributor) - 1999

Persistent link: https://www.econbiz.de/10001512744

Policy, theory, and the cycle

Pagan, Adrian R. - In: Oxford review of economic policy 13 (1997) 3, pp. 19-33

Persistent link: https://www.econbiz.de/10001232414

[Rezension von: Darnell, Adrian, The limits of econometrics]

Pagan, Adrian R. - In: The economic journal : the journal of the Royal … 101 (1991) 406, pp. 636-638

Persistent link: https://www.econbiz.de/10001345226

The econometrics of financial markets

Pagan, Adrian R. - In: Journal of empirical finance 3 (1996) 1, pp. 15-102

Persistent link: https://www.econbiz.de/10001208678

Three econometric methodologies : a critical appraisal

Pagan, Adrian R. - In: Journal of economic surveys 1 (1987) 1, pp. 3-24

Persistent link: https://www.econbiz.de/10001078084

The getting of macroeconomic wisdom

Pagan, Adrian R. - In: Advances in macroeconomic theory, (pp. 219-235). 2001

Persistent link: https://www.econbiz.de/10001617188

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