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A new measure of fit for equations with dichotomous dependent variables
Estrella, Arturo - In: Journal of business & economic statistics : JBES ; a … 16 (1998) 2, pp. 198-205
Persistent link: https://www.econbiz.de/10001244006
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Comparing theories of endogenous protection : Bayesian comparison of Tobit models using Gibbs sampling output
Gawande, Kishore - In: The review of economics and statistics 80 (1998) 1, pp. 128-140
Persistent link: https://www.econbiz.de/10001235772
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New panel unit root tests of PPP
Coakley, Jerry - In: Economics letters 57 (1997) 1, pp. 17-22
Persistent link: https://www.econbiz.de/10001229597
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A simple regime-switching model for stochastic volatilities
Christopeit, Norbert - 1997
Persistent link: https://www.econbiz.de/10000982947
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Testing long run purchasing power parity in a cointegrated system
Lubian, Diego - 1992
Persistent link: https://www.econbiz.de/10000943087
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Purchasing power parity in the long run : a further look at the evidence
Lubian, Diego - In: Giornale degli economisti e annali di economia 52 (1994) 7, pp. 365-387
Persistent link: https://www.econbiz.de/10001174265
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New Keynesian DSGE models : theory, empirical implementation, and specification
Röhe, Oke - 2012
Persistent link: https://www.econbiz.de/10009627655
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Determinants of inflation : the estimation of arch models for six OECD countries
Abdul Fatah Che Hamat - 1987
Persistent link: https://www.econbiz.de/10000776763
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On some predictions of the quantity theory of money
Gupta, Kanhaya L. - In: Southern economic journal 57 (1991) 4, pp. 1085-1091
Persistent link: https://www.econbiz.de/10001105498
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Forward rates as predictors of future spot rates : an econometric explanation for sign reversal
Oh, Young-Taek - In: Journal of economic development 19 (1994) 1, pp. 185-200
Persistent link: https://www.econbiz.de/10001169726