Sheheryar Malik

Banque de France

Paris

France

SCHOLARLY PAPERS

4

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542

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Top 21,796

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CROSSREF CITATIONS

46

Scholarly Papers (4)

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1.

Modelling Stochastic Volatility with Leverage and Jumps: A Simulated Maximum Likelihood Approach via Particle Filtering

Number of pages: 53 Posted: 21 Feb 2011
Sheheryar Malik and Michael K. Pitt
Banque de France and University of Warwick
Downloads 265 (178,575)
Citation 35

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Stochastic Volatility, Particle Filter, Simulation, State Space, Leverage Effect, Jumps

2.

Is There Evidence of Shift-Contagion in International Housing Markets?

Banque de France Working Paper No. 295
Number of pages: 34 Posted: 15 Oct 2010
Olivier de Bandt and Sheheryar Malik
Banque de France - Economic Study and Research Division and Banque de France
Downloads 100 (402,956)
Citation 3

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Contagion, Housing Market, Regime Shifts, FAVAR Model

3.

The Changing Role of House Price Dynamics Over the Business Cycle

Banque de France Working Paper No. 309
Number of pages: 22 Posted: 26 Dec 2010
Gilles Dufrénot and Sheheryar Malik
GREQAM and Aix-Marseille School of Economics and Banque de France
Downloads 92 (425,536)
Citation 16

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Business cycles, leading indicators, housing, Markov switching

4.

The Changing Role of Expectations in US Monetary Policy: A New Look Using the Livingston Survey

Banque de France Working Paper No. 376
Number of pages: 35 Posted: 12 Apr 2012
Sheheryar Malik and Anindya Banerjee
Banque de France and European University Institute - Department of Economics
Downloads 85 (446,744)

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monetary policy, expectations, inflation, time variation, VARs, impulse responses