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Außenwirtschaftliche Marktmechanismen zur Integration der Weltwirtschaft
Conrad, Christian - In: Wirtschaftswissenschaftliches Studium : WiSt ; … 32 (2003) 6, pp. 345-350
Persistent link: https://www.econbiz.de/10001758820
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Non-negativity conditions for the hyperbolic GARCH model
Conrad, Christian - In: Journal of econometrics 157 (2010) 2, pp. 441-457
Persistent link: https://www.econbiz.de/10008662982
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Non-negativity conditions for the hyperbolic GARCH model
Conrad, Christian (contributor) - 2007
In this article we derive conditions which ensure the non-negativity of the conditional variance in the Hyperbolic GARCH(p; d; q) (HYGARCH) model of Davidson (2004). The conditions are necessary and sufficient for p < 2 and sufficient for p > 2 and emerge as natural extensions of the inequality constraints derived in...</2>
Persistent link: https://www.econbiz.de/10003762825
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GARCH Models with Long Memory and Nonparametric Specifications
Conrad, Christian - 2006
Persistent link: https://www.econbiz.de/10003402366
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The impact of news on expectation formation in monetary policy, business cycles and inflation forecasts
Lamla, Michael (contributor) - 2007
Persistent link: https://www.econbiz.de/10008653024
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The role of media for consumers' inflation expectation formation
Lamla, Michael; Lein, Sarah - In: Journal of economic behavior & organization : JEBO 106 (2014), pp. 62-77
Persistent link: https://www.econbiz.de/10010498867
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The impact of news on expectation formation in monetary policy, business cycles and inflation forecasts
Lamla, Michael (contributor) - 2007
Persistent link: https://www.econbiz.de/10003725635
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Explaining disagreement on interest rates in a taylor‐rule setting
Dräger, Lena; Lamla, Michael - In: The Scandinavian journal of economics 119 (2017) 4, pp. 987-1009
Persistent link: https://www.econbiz.de/10011805617
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Inflation and deflationary biases in inflation expectations
Lamla, Michael; Pfajfar, Damjan; Rendell, Lea - 2019
Persistent link: https://www.econbiz.de/10012051269
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Inflation and deflationary biases in the distribution of inflation expectations : theory and empirical evidence from nine countries
Lamla, Michael; Pfajfar, Damjan; Rendell, Lea E. - 2024
Persistent link: https://www.econbiz.de/10015188565