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DateTitle Authors
2013 Diffusion index model specification and estimation using mixed frequency datasetsKihwan, Kim / Swanson, Norman
1996 Mean Reversion in EMS Exchange RatesMizrach, Bruce
2013 Bootstrap Score Tests for Fractional Integration in Heteroskedastic ARFIMA Models, with an Application to Price Dynamics in Commodity Spot and Futures MarketsCavalierea, Giuseppe / Ørregard Nielsen, Morten / Taylor, A. M. Robert
2009 Monetary policy implementation and overnight rate persistenceNautz, Dieter / Scheithauer, Jan
2005 Nonparametric bootstrap procedures for predictive inference based on recursive estimation schemesCorradi, Valentina / Swanson, Norman R.
2008 Revisitando a função de reação fiscal no Brasil pós-real: Uma abordagem de mudanças de regimeMendonça, Mário Jorge / dos Santos, Cláudio H.
2004 Exchange rates and Markov switching dynamicsCheung, Yin-Wong / Erlandsson, Ulf G.
2014 Improved volatility estimation based on limit order booksBibinger, Markus / Jirak, Moritz / Reiss, Markus
2005 Nominal exchange rate flexibility and real exchange rate adjustment : evidence from dual exchange rates in developing countriesCheung, Yin-Wong / Lai, Kon-Sun
2009 Long memory in US real output per capitaCaporale, Guglielmo Maria / Gil-Alana, Luis A.

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