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When unit roots matter : excess volatility and excess smoothness of long term interest rates
Schotman, Peter C. - 1991
Persistent link: https://www.econbiz.de/10000818771
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When unit roots matter : excess volatility and excess smoothness of long term interest rates
Schotman, Peter C. - 1991
Persistent link: https://www.econbiz.de/10000815002
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Big news in small samples
Schotman, Peter C.; Straetmans, Stefan; Vries, Casper G. de - 1997
Persistent link: https://www.econbiz.de/10000968761
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Price discovery in the foreign exchange market : an empirical analysis of the yen/dmark rate
Jong, Frank de - In: Journal of international money and finance 17 (1998) 1, pp. 5-27
Persistent link: https://www.econbiz.de/10001338374
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Price discovery in fragmented markets
Jong, Frank de; Schotman, Peter C. - 2003
Persistent link: https://www.econbiz.de/10001778469
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Objective information and ignorance : notes on some priors in the Bayesian analysis of the AR(1) model
Schotman, Peter C. - 1992
Persistent link: https://www.econbiz.de/10000846612
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Employment and business cycle asymmetries : a data based study
Pfann, Gerard A. - 1991
Persistent link: https://www.econbiz.de/10000813761
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Factor demand models with nonlinear short-run fluctuations
Pfann, Gerard A. - In: Journal of economic dynamics & control 20 (1996) 1, pp. 315-331
Persistent link: https://www.econbiz.de/10001190605
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Adjustment costs and time-to-build in factor demand in the US manufacturing industry
Palm, Franz C.; Peeters, Marga; Pfann, Gerard A. - 1992
Persistent link: https://www.econbiz.de/10000834913
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Non-linear error correction, asymmetric adjustment and cointegration
Escribano, Álvaro - In: Economic modelling 15 (1998) 2, pp. 197-216
Persistent link: https://www.econbiz.de/10001247645