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What moves OECD real interest rates?
Driffill, John; Snell, Andy - In: Journal of money, credit and banking : JMCB 35 (2003) 3, pp. 375-402
Persistent link: https://www.econbiz.de/10001776104
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Real interest rates, nominal shocks, and real shocks
Driffill, John - 1997
Persistent link: https://www.econbiz.de/10013422341
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Finite-sample properties of the maximum likelihood estimator in autoregressive models with Markov switching
Psaradakis, Zacharias G.; Sola, Martin - 1996
Persistent link: https://www.econbiz.de/10000593179
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Fitting the moments : a comparison of arch and regime switching models for daily stock returns
Sola, Martin; Timmermann, Allan - 1994
Persistent link: https://www.econbiz.de/10000147717
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Modelling long memory in stock market volatility : a fractionally integrated generalised arch approach
Psaradakis, Zacharias G.; Sola, Martin - 1995
Persistent link: https://www.econbiz.de/10000151421
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Changes in regime, cointegration, seasonality and the Japanese consumption function
Hall, Stephen G.; Psaradakis, Zacharias G.; Sola, Martin - 1995
Persistent link: https://www.econbiz.de/10000151422
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Switching error-correction models of house prices in the United Kingdom
Hall, Stephen G.; Psaradakis, Zacharias G.; Sola, Martin - 1997
Persistent link: https://www.econbiz.de/10000961097
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Detecting periodically collapsing bubbles : a Markov-switching unit root test
Hall, Stephen G.; Psaradakis, Zacharias G.; Sola, Martin - In: Journal of applied econometrics 14 (1999) 2, pp. 143-154
Persistent link: https://www.econbiz.de/10001387376
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Cointegration and changes in regime : the Japanese consumption function
Hall, Stephen G. - In: Journal of applied econometrics 12 (1997) 2, pp. 151-168
Persistent link: https://www.econbiz.de/10001218280
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On detrending and cyclical asymmetry
Psaradakis, Zacharias G.; Sola, Martin - In: Journal of applied econometrics 18 (2003) 3, pp. 271-289
Persistent link: https://www.econbiz.de/10001768134