Wollongong, New South Wales 2522
University of Wollongong
Interest rates, GARCH modelling, Nonparametric method, Volatility estimation, Forecasts
Bayesian model averaging, out-of-sample forecasts
public debt, sustainability, primary surplus, time-varying parameter model
This is a Wiley-Blackwell Publishing paper. Wiley-Blackwell Publishing charges $38.00 .
File name: j-6419.
If you wish to purchase the right to make copies of this paper for distribution to others, please select the quantity.
GARCH, Inflation, Output growth, SVAR, Uncertainty, VAR
File name: j-8543.
File name: coep.
File name: FIRE.
liquidity, foreign institutional investor, QFII, real friction, informational friction
File name: COEP.
File name: JBFA.
syndicated loans, informational cascades, financial networks, segmentation
Food Security, Rural India, Caste, Religion
File name: j-7295.
Commodity prices, Linear causality, Nonlinear causality, Inflation, Structural breaks
foreign exchange reserves, central bank intervention, conditional correlation
multivariate GARCH, spillovers, latent factors, impulse re-
Bayesian model averaging, short-term interest rates, out-of-sample forecasts
Food Security, Urban, Rural, Backward and Forward States, Quantile Regression
US subprime crisis, financial stability, quantile regression, systematic shocks
Quantile regression, poverty, caste
Crude oil prices, GARCH modelling, Non-parametric method, Volatility estimation, Forecasts
Volatility, Total factor productivity, Labour productivity, GARCH, Trade
macroeconomic volatility, trade and financial liberalization, Sub-Saharan Africa, Bostwana, financial development, institutions
Cookies are used by this site. To decline or learn more, visit our Cookies page.
This page was processed by apollobot1 in 0.813 seconds