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Forecasting exchange rates in transition economies : a comparison of multivariate time series models

Crespo Cuaresma, Jesús; Hlouskova, Jaroslava - In: Empirical economics : a journal of the Institute for … 29 (2004) 4, pp. 787-801

Persistent link: https://www.econbiz.de/10002478940

Beating the random walk in Central and Eastern Europe

Crespo Cuaresma, Jesús; Hlouskova, Jaroslava - In: Journal of forecasting 24 (2005) 3, pp. 189-201

Persistent link: https://www.econbiz.de/10002749117

Evaluating euro exchange rate predictions from a battery of multivariate models

Crespo Cuaresma, Jesús; Fortin, Ines; Hlouskova, Jaroslava - In: Macroeconomic models and forecasts for Austria : …, (pp. 326-336). 2005

Persistent link: https://www.econbiz.de/10002838233

The economic transmission of fiscal policy shocks from Western to Eastern Europe

Crespo Cuaresma, Jesús; Eller, Markus; Mehrotra, Aaron N. - In: Focus on European economic integration (2011) 2, pp. 44-68

Persistent link: https://www.econbiz.de/10009126530

The economic transmission of fiscal policy shocks from Western to Eastern Europe

Crespo Cuaresma, Jesús; Eller, Markus; Mehrotra, Aaron N. - 2011

Persistent link: https://www.econbiz.de/10009157642

Business cycle convergence in EMU : a second look at the second moment

Crespo Cuaresma, Jesús; Fernández-Amador, Octavio - In: Journal of international money and finance 37 (2013), pp. 239-259

Persistent link: https://www.econbiz.de/10010209089

Forecasting with Bayesian global vector autoregressive models : a comparison of priors

Crespo Cuaresma, Jesús; Feldkircher, Martin; Huber, Florian - 2014

Persistent link: https://www.econbiz.de/10010359435

Business cycle convergence in EMU : a second look at the second moment

Crespo Cuaresma, Jesús; Fernández Amador, Octavio - 2010

We analyse the dynamics of the standard deviation of demand shocks and of the demand component of GDP across countries in the European Monetary Union (EMU). This analysis allows us to evaluate the patterns of cyclical comovement in EMU and put them in contrast to the cyclical performance of the...

Persistent link: https://www.econbiz.de/10009731777

US monetary policy in a globalized world

Crespo Cuaresma, Jesús; Doppelhofer, Gernot; … - 2015

Persistent link: https://www.econbiz.de/10011421835

US monetary policy in a globalized world

Crespo Cuaresma, Jesús; Doppelhofer, Gernot; … - 2016

Persistent link: https://www.econbiz.de/10011494709