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Long memory in stock-returns : some international evidence

Henry, Ólan Thomas John - In: Applied financial economics 12 (2002) 10, pp. 725-729

Persistent link: https://www.econbiz.de/10001702512

Can portmanteau nonlinearity tests serve as general mis-specification tests? : Evidence from symmetric and asymmetric GARCH models

Brooks, Chris; Henry, Ólan Thomas John - In: Economics letters 67 (2000) 3, pp. 245-251

Persistent link: https://www.econbiz.de/10001473656

Does the Australian dollar real exchange rate really display mean reversion?

Henry, Ólan Thomas John - 1998

Persistent link: https://www.econbiz.de/10000981814

Identifying a currency crisis using treshold [threshold] autoregressions : Australia and the East Asian "meltdown"

Henry, Ólan Thomas John; Olekalns, Nilss; Summers, Peter M. - 1998

Persistent link: https://www.econbiz.de/10000995386

Exchange rate instability : a threshold autoregressive approach

Henry, Ólan Thomas John; Olekalns, Nilss; Summers, Peter M. - In: The economic record : er 77 (2001), pp. 160-166

Persistent link: https://www.econbiz.de/10001601863

Does the Australian dollar real exchange rate display mean reversion

Henry, Ólan Thomas John; Olekalns, Nilss - In: Journal of international money and finance 21 (2002) 5, pp. 651-666

Persistent link: https://www.econbiz.de/10001703885

Information, business survey forecasts and measurement of output trends in six European economies

Lee, Kevin C.; Shields, Kalvinder K. - 1999

Persistent link: https://www.econbiz.de/10001458378

Real time representation of the UK output gap in the presence of trend uncertainty

Garratt, Anthony; Lee, Kevin C.; Mise, Emi; Shields, … - 2006

Persistent link: https://www.econbiz.de/10003392035

Real time representations of the output gap

Garratt, Anthony; Lee, Kevin C.; Mise, Emi; Shields, … - 2005

Persistent link: https://www.econbiz.de/10003393026

Shock persistence, uncertainty and news-driven business cycles

Lee, Kevin; Shields, Kalvinder K.; Turnip, Guido - 2022

This paper considers the macroeconomic effects of shocks with different persistence properties identified from surveys of expectations. Using a GARCH-in-Mean model for the US, we present persistence profiles to illustrate how news about events occurring over different time frames plays different...

Persistent link: https://www.econbiz.de/10013290119