Similar Search Results

The effect of the Nikkei and the S&P on the all-ordinaries : a comparison of three models

Lim, Guay C.; McNelis, Paul D. - In: International journal of finance & economics : IJFE 3 (1998) 3, pp. 217-228

Persistent link: https://www.econbiz.de/10001434202

Stock price fluctuations in Australia : the influence of Japanese and US markets

Lim, Guay C.; McNelis, Paul D. - 1996

Persistent link: https://www.econbiz.de/10000931486

Stock price fluctuations in Australia : the influence of Japanese and US markets

Lim, Guay C. - In: Advances in Pacific Basin financial markets 4 (1998), pp. 71-89

Persistent link: https://www.econbiz.de/10001250675

Monetary policy games with broad money targets : a linear quadratic control analysis of the US and Japan

McNelis, Paul D. - In: Journal of economic dynamics & control 19 (1995) 5, pp. 1091-1111

Persistent link: https://www.econbiz.de/10001184971

A diagnostic check for model specification : an application to the yen-dollar exchange rate

Neftci, Salih N. - In: Economics letters 33 (1990) 1, pp. 69-73

Persistent link: https://www.econbiz.de/10001088734

Forecasting inflation with thick models and neural networks

McAdam, Peter; McNelis, Paul D. - In: Economic modelling 22 (2005) 5, pp. 848-867

Persistent link: https://www.econbiz.de/10003116581

Was the Gold Standard really destabilizing?

Fagan, Gabriel; Lothian, James R.; McNelis, Paul D. - In: Journal of applied econometrics 28 (2013) 2, pp. 231-249

Persistent link: https://www.econbiz.de/10009733334

The money-age distribution : empirical facts and limited monetary models

Heer, Burkhard (contributor); Maußner, Alfred (contributor) - 2007

Persistent link: https://www.econbiz.de/10003495722

Forecasting inflation with thick models and neural networks

McNelis, Paul D.; McAdam, Peter - 2004

Persistent link: https://www.econbiz.de/10013434687

A Comparison of US and Hong Kong Cap-Floor Volatility Dynamics

McNelis, Paul D. - 2007

In this paper we investigate the dynamics of Hong Kong cap-floor volatilities and compare their dynamics with the US cap-floor volatilities. We use linear and non-linear factor models and VAR's. The results show that the first principal components, both linear and non-linear, do a very good job...

Persistent link: https://www.econbiz.de/10012729350