EconStor >

Search Results

 
for  

Results 121-130 of 882.


Item hits:

DateTitle Authors
2008 Testing a DSGE model of the EU using indirect inferenceMeenagh, David / Minford, Patrick / Wickens, Michael
2012 Persistence and cycles in the US federal funds rateCaporale, Guglielmo Maria / Gil-Alana, Luis A.
2012 A Dynamic Bivariate Poisson Model for Analysing and Forecasting Match Results in the English Premier LeagueKoopman, Siem Jan / Lit, Rutger
2012 Fast Efficient Importance Sampling by State Space MethodsKoopman, Siem Jan / Nguyen, Thuy Minh
1999 Price Discovery on Foreign Exchange Markets with Differentially Informed Tradersde Jong, Frank / Mahieu, Ronald / Schotman, Peter / van Leeuwen, Irma
2012 Disentangling demand and supply shocks in the crude oil market: How to check sign restrictions in structural VARsLütkepohl, Helmut / Netsunajev, Aleksei
2012 Long-run trends or short-run fluctuations: What establishes the correlation between oil and food prices?Krätschell, Karoline / Schmidt, Torsten
2012 Structural change and spurious persistence in stochastic volatilityKrämer, Walter / Messow, Philip
2004 Forecasting with measurement errors in dynamic modelsHarrison, Richard T. / Kapetanios, George
2003 A new nonparametric test of cointegration rankKapetanios, George

Back 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 Next