P.O. Box 21210
in Total Papers Downloads
in Total Papers Citations
Commodity prices, exchange rates, noncausal autoregression, nonlinearity
Asset pricing, Heterogeneous beliefs, Smooth-transition autoregression
asset pricing, heterogeneous agents, VAR approach
noncausal autoregressions, stock prices, heterogeneous expectations
generalized method of moments, noncausal autoregression, rational expectations
Public debt, Debt share, GDP growth
VCV, Trading volume, Informed trading
institutional trading, liquidity, return predictability, size premium
foreign aid, growth, time series, VAR models
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