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JEL Code: C32
450,704 Total downloads
Showing Papers 2,501 - 2,550 of 3,071
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Testing for Rational Bubbles in a Co-Explosive Vector Autoregression Shorter and revised version published in: Econometrics Journal, Vol. 15, Nr. 2, 2012, s. 226-254.
Tom Engsted and
Bent Nielsen
Date Posted: June 26, 2010Last Revised: February 28, 201335 downloads
Testing for Structural Breaks in Correlations: Does it Improve Value-at-Risk Forecasting?
Tobias Berens
,
Gregor N. F. Weiss
and
Dominik Wied
Date Posted: May 17, 20138 downloads
Testing for Sufficient Information in Structural VARs CEPR Discussion Paper No. DP8209
Mario Forni
and
Luca Gambetti
affiliation not provided to SSRN
and
Universitat Pompeu Fabra - Department of Economics and Business (DEB)
Date Posted: January 31, 20113 downloads
Testing Hypotheses in an I(2) Model with Applications to the Persistent Long Swings in the Dmk/$ Rate CREATES Research Paper 2008-3
Soren Johansen
,
Katarina Juselius ,
Roman Frydman and
Michael D. Goldberg
Date Posted: June 25, 200820 downloads
Testing Implications of Rational Expectation Model for a Cointegrated VAR with Abrupt Structural Change
Emerson Fernandes Marçal
Date Posted: April 30, 2007Last Revised: October 02, 2012120 downloads
Testing Macroeconomic Models by Indirect Inference on Unfiltered Data CEPR Discussion Paper No. DP9058
David Meenagh ,
Patrick Minford and
Michael R. Wickens
Date Posted: September 28, 20121 downloads
Testing Non-Linear Dependence in the Hedge Fund Industry Banco de Espana Working Paper No. 1007
Javier Mencia
Date Posted: March 24, 201021 downloads
Testing Non-Linear Dependence in the Hedge Fund Industry
Javier Mencia
Date Posted: May 17, 2006Last Revised: February 17, 2010180 downloads
Testing Optimal Punishment Mechanisms Under Price Regulation: The Case of the Retail Market for Gasoline GATE Working Paper Series No. 06-11
Robert Gagné ,
Simon van Norden and
Bruno P. A. Versaevel
Date Posted: May 31, 2007Last Revised: April 14, 201160 downloads
Testing the CAPM for the Brazilian Stock Market Using Multivariate GARCH between 1995 and 2012
Lucas Godeiro
Date Posted: May 08, 201314 downloads
Testing the CAPM Revisited Journal of Empirical Finance, Vol. 16, No. 5, 2009
Surajit D. Ray
,
N. Eugene Savin and
Ashish Tiwari
Date Posted: December 04, 2009103 downloads
Testing the CAPM Revisited
Surajit D. Ray
,
N. Eugene Savin and
Ashish Tiwari
Date Posted: March 23, 2009Last Revised: October 04, 2009306 downloads
Testing the Hypothesis of Contagion Using Multivariate Volatility Models
Emerson Fernandes Marçal
and
Pedro L. Valls Pereira
Date Posted: April 05, 2009118 downloads
Testing the Long-Run Implications of the Expectation Hypothesis Using Co-integration Techniques with Structural Change
Emerson Fernandes Marçal
,
Pedro L. Valls Pereira and
Omar Abbara
Date Posted: December 04, 2007Last Revised: February 22, 200984 downloads
Testing the Marshall-Lerner Condition in Kenya DIW Berlin Discussion Paper No. 1247
Guglielmo Maria Caporale ,
Luis A. Gil-Alana and
Robert Mudida
affiliation not provided to SSRN
Date Posted: October 13, 201218 downloads
Testing the Martingale Hypothesis in Deutsche Mark Futures with Models Specifying the Form of Heteroskedasticity Journal of Applied Econometrics, Vol. 3, No. 3, p. 187, 1988
Thomas H. McCurdy and
Ieuan G. Morgan
Date Posted: February 29, 20122 downloads
Testing the Monetary Model for Exchange Rate Determination in South Africa: Evidence from 101 Years of Data Contemporary Economics, Vol. 7, No. 1, pp. 19-32, 2013
Riané de Bruyn
,
Rangan Gupta
and
Lardo Stander
Date Posted: April 18, 20133 downloads
Testing the New Keynesian Model on U.S. And Euro Area Data Economics Discussion Paper No. 2008-23
Mikael Juselius
Date Posted: December 18, 20108 downloads
Testing the New Keynesian Model on U.S. And Euro Area Data Economics: The Open-Access, Open-Assessment E-Journal, Vol. 2, 2008-24
Mikael Juselius
Date Posted: December 18, 201014 downloads
Testing the Permanent Income Hypothesis: The Evidence from Canadian Data Canadian Journal of Economics, Vol. 24, No. 3, pp. 563-577, August 1991
Tony S. Wirjanto
Date Posted: March 31, 2013
Testing the Predictive Ability of Technical Analysis Using a New Stepwise Test Without Data Snooping Bias
Po-Hsuan Hsu
,
Yu-Chin Hsu
and
Chung-Ming Kuan
Date Posted: February 03, 2008Last Revised: August 21, 2009540 downloads
Testing the Rank of the Hankel Matrix: A Statistical Approach ECB Working Paper No. 45
Gonzalo Camba-Mendez and
George Kapetanios
Date Posted: February 26, 200374 downloads
Testing the Trade-Off Theory of Capital Structure: A Kalman Filter Approach
Tian Zhao and
Raul Susmel
Date Posted: March 30, 2009299 downloads
Testing Uncovered Interest Rate Parity and Term Structure Using a Three‐Regime Threshold Unit Root Vecm: An Application to the Swiss ‘Isle’ of Interest Rates* Oxford Bulletin of Economics and Statistics, Vol. 74, Issue 2, pp. 180-202, 2012
Jaya Krishnakumar
and
David Neto
affiliation not provided to SSRN
Date Posted: February 10, 20122 downloads
Testing Weak Exogeneity in Cointegrated Panels Banco de Espana Working Paper No. 1307
Enrique Moral-Benito and
Luis Serven
Date Posted: May 15, 20132 downloads
Tests for Non-Linear Dynamics in Systems of Non-Stationary Economic Time Series: The Case of Short-Term US Interest Rates FEDS Working Paper No. 99-55
Barry E. Jones and
Travis D. Nesmith
Date Posted: February 18, 2000209 downloads
Tests in Contingency Tables as Regression Tests
Stanislav Anatolyev and
Grigory Kosenok
Date Posted: September 05, 200660 downloads
Tests of an International Capital Asset Pricing Model with Stocks and Government Bonds and Regime Switching Prices of Risk and Intercepts
Tom Arild Fearnley
Date Posted: July 14, 2004200 downloads
Tests of Informational Efficiency in Financial Markets: A Granger Causality Approach
Alysa V. Shcherbakova
Date Posted: August 10, 2008Last Revised: August 31, 2008177 downloads
Tests of the Martingale Hypothesis for Foreign Currency Futures with Time-Varying Volatility International Journal of Forecasting, Vol. 3, p. 131, 1987
Thomas H. McCurdy and
Ieuan G. Morgan
Date Posted: February 29, 201212 downloads
That Elusive Elasticity and the Ubiquitous Bias: Is Panel Data a Panacea? Bank of England Working Paper No. 342
James Matthew Smith
Date Posted: March 31, 200820 downloads
The "Credit-Cost Channel" of Monetary Policy. A Theoretical Assessment Economics Discussion Paper No. 2008-33
Roberto Tamborini
Date Posted: December 18, 201015 downloads
The "Credit-Cost Channel" of Monetary Policy. A Theoretical Assessment Economics: The Open-Access, Open-Assessment E-Journal, Vol. 3, 2009-13
Roberto Tamborini
Date Posted: December 18, 201016 downloads
The 'Housing Bubble' and Financial Factors: Insights from a Structural Model of the French and Spanish Residential Markets Banque de France Working Paper No. 267
Pamfili M. Antipa
and
Remy Lecat
Date Posted: June 18, 201063 downloads
The 'Puzzles' Methodology: En Route to Indirect Inference? CEPR Discussion Paper No. DP7539
Vo Phuong Mai Le ,
Patrick Minford and
Michael R. Wickens
Date Posted: November 17, 20093 downloads
The 'Recession-Push' Hypothesis Reconsidered
Emilio Congregado ,
Antonio A. Golpe and
Andre J. van Stel
Date Posted: March 29, 200946 downloads
The Accuracy of a Forecast Targeting Central Bank Economics Discussion Paper No. 2011-6
Nina Skrove Falch and
Ragnar Nymoen
affiliation not provided to SSRN
and
University of Oslo - Department of Economics
Date Posted: April 18, 201111 downloads
The Accuracy of a Forecast Targeting Central Bank Economics: The Open-Access, Open-Assessment E-Journal, Vol. 5, 2011-15
Nina Skrove Falch and
Ragnar Nymoen
affiliation not provided to SSRN
and
University of Oslo - Department of Economics
Date Posted: December 15, 20118 downloads
The Analysis of Nonstationary Time Series Using Regression, Correlation and Cointegration Contemporary Economics, Vol. 6, No. 2, pp. 40-57, 2012
Soren Johansen
Date Posted: November 25, 201226 downloads
The Analysis of Nonstationary Time Series Using Regression, Correlation and Cointegration with an Application to Annual Mean Temperature and Sea Level Univ. of Copenhagen Dept. of Economics Discussion Paper No. 10-27
Soren Johansen
Date Posted: October 18, 201096 downloads
The Art of Volatility Modelling: A Case Study Based on DBS
Ke Chen
,
XueFei He
and
Ser-Huang Poon
Date Posted: August 24, 2010192 downloads
The Asset Pricing When the Interest Rates are Differentiable Stochastic Processes 11th Annual International AFIR Symposium, Vol. 2, pp. 517-536, Toronto, 2001
Gennady Medvedev
Date Posted: December 20, 200940 downloads
The Asymmetric Effect of the Business Cycle on the Relation Between Stock Market Returns and their Volatility University of York, Discussion Paper No. 2006/03
Peter N. Smith ,
Steffen Sorensen
and
Michael R. Wickens
Date Posted: March 03, 2005182 downloads
The Asymmetric Effects of Monetary Policy: A Nonlinear Vector Autoregression Approach Journal of Money, Credit, and Banking, Vol. 31, No. 1, February 1999
Charles L. Weise
Date Posted: September 04, 1998
The Asymmetric Long-Run Relationship between Crude Oil and Gold Futures Global Journal of Business Research, Vol. 6, No. 1, pp. 9-15, 2012
Yen-Hsien Lee
,
Ya-Ling Huang
and
Hao-Jang Yang
Date Posted: January 06, 2012147 downloads
The Asymptotic and Finite Sample Behaviour of Seasonal Unit Root Tests Under the Presence of a Break in the Deterministic Seasonal Pattern
Artur C.B. da Silva Lopes and
Antonio Montañes
Date Posted: June 02, 1998
The Austrian Business Cycle: A Vector Error-Correction Model with Commercial and Industrial Loans Journal of Private Enterprise, Vol. 22, No. 1, pp. 51-91, Fall 2005
Robert F. Mulligan
Date Posted: November 10, 2007
The Bad, the Weak, and the Ugly: Avoiding the Pitfalls of Instrumental Variables Estimation
Michael P. Murray
Date Posted: November 08, 20052201 downloads
The Balassa-Samuelson Effect and the Wage, Price and Unemployment Dynamics in Spain
Katarina Juselius and
Javier Ordóñez Monfort
Date Posted: December 27, 200598 downloads
The Behavior of the Real Rate of Interest over the Business Cycle FRB Richmond Working Paper No. 00-9
Michael Dotsey and
Brian Scholl
affiliation not provided to SSRN
Date Posted: November 27, 20123 downloads
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