Narrow search
Showing 1 - 10 of 64
Cover Image
An investigation of Ricardian equivalence in a common trends model
Becker, Torbjörn - 1995
Persistent link: https://www.econbiz.de/10000920343
Cover Image
Money growth and inflation : implications of reducing the bias of VAR estimates
Brännström, Tomas - 1995
Persistent link: https://www.econbiz.de/10000925062
Cover Image
Exchange rate expectations, the forward exchange rate bias and risk premia in target zones
Nessén, Marianne - 1994
Persistent link: https://www.econbiz.de/10000888951
Cover Image
Nonlinearities and regime shifts in financial time series
Åsbrink, Stefan E. - 1997
Persistent link: https://www.econbiz.de/10000958387
Cover Image
A new non-linear GARCH model
Hagerud, Gustaf E. - 1997
Persistent link: https://www.econbiz.de/10000958392
Cover Image
A smooth transition ARCH model for asset returns
Hagerud, Gustaf E. - 1997
Persistent link: https://www.econbiz.de/10000959364
Cover Image
Specification tests for asymmetric GARCH
Hagerud, Gustaf E. - 1997
Persistent link: https://www.econbiz.de/10000959369
Cover Image
Modeling Nordic stock returns with asymmetric GARCH models
Hagerud, Gustaf E. - 1997
Persistent link: https://www.econbiz.de/10000959372
Cover Image
Properties of the autocorrelation function of squared observations for second order GARCH processes under two sets of parameter constraints
He, Changli; Teräsvirta, Timo - 1997
Persistent link: https://www.econbiz.de/10000960149
Cover Image
Lag-length selection in VAR-models using equal and unequal lag-length procedures
Gredenhoff, Mikael P.; Karlsson, Sune - 1997
Persistent link: https://www.econbiz.de/10000968575