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Bootstrap estimates o f a new classical model of unemployment

McAleer, Michael; Smith, Jeremy - 1992

Persistent link: https://www.econbiz.de/10000840189

International productivity comparisons : an examination of data sources

Smith, Jeremy - In: International productivity monitor (2003) 6, pp. 64-71

Persistent link: https://www.econbiz.de/10001760547

Assessing aggregate labour productivity trends in Canada and the United States : total economy versus business sector perspectives

Smith, Jeremy - In: International productivity monitor (2004) 8, pp. 47-58

Persistent link: https://www.econbiz.de/10002091776

Evaluating the forecast densities of linear and non-linear models : applications to output growth and unemployment

Clements, Michael P.; Smith, Jeremy - In: Journal of forecasting 19 (2000) 4, pp. 255-276

Persistent link: https://www.econbiz.de/10001504605

Testing for cointegration: power versus frequency of observation - further Monte Carlo results

Otero, Jesús G.; Smith, Jeremy - In: Economics letters 67 (2000) 1, pp. 5-9

Persistent link: https://www.econbiz.de/10001463489

A random walk around the $A : expectations, risk, interest rates and consequences for external imbalance

Smith, Jeremy; Gruen, David W. R. - 1989

Persistent link: https://www.econbiz.de/10000780965

Evaluating the forecast of densities of linear and non-linear models : applications to output growth and unemployment

Clements, Michael P.; Smith, Jeremy - 1998

Persistent link: https://www.econbiz.de/10001350975

Determinants of educational success in higher education

Naylor, Robin A.; Smith, Jeremy - In: International handbook on the economics of education, (pp. 415-461). 2004

Persistent link: https://www.econbiz.de/10002893046

Editorial note : review papers for Journal of Risk and Financial Management (JRFM)

McAleer, Michael - In: Journal of risk and financial management : JRFM 11 (2018) 2, pp. 1-2

The Journal of Risk and Financial Management (JRFM) was inaugurated in 2008 and has continued publishing successfully with Volume 11 in 2018. Since the journal was established, JRFM has published in excess of 110 topical and interesting theoretical and empirical papers in financial economics,...

Persistent link: https://www.econbiz.de/10011855244

Leverage and Feedback Effects on Multifactor Wishart Stochastic Volatility for Option Pricing

Asai, Manabu; McAleer, Michael - 2013

The paper proposes a general asymmetric multifactor Wishart stochastic volatility (AMWSV) diffusion process which accommodates leverage, feedback effects and multifactor for the covariance process. The paper gives the closed-form solution for the conditional and unconditional Laplace transform...

Persistent link: https://www.econbiz.de/10010326219