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2017
Bayesian inference for latent factor copulas and application to financial risk forecasting
Schamberger, Benedikt
;
Gruber, Lutz F.
;
Czado, Claudia
2017
Structural breaks, inflation and interest rates: Evidence from the G7 countries
Clemente, Jesús
;
Gadea, María Dolores
;
Montañés, Antonio
;
Reyes, Marcelo
2017
A note on identification of bivariate copulas for discrete count data
Trivedi, Pravin
;
Zimmer, David
2017
Consistency of trend break point estimator with underspecified break number
Yang, Jingjing
2017
Non-causality due to included variables
Triacca, Umberto
2017
Bayesian analysis of bubbles in asset prices
Fulop, Andras
;
Yu, Jun
2017
Synthetic control and inference
Hahn, Jinyong
;
Shi, Ruoyao
2017
Business time sampling scheme with applications to testing semi-martingale hypothesis and estimating integrated volatility
Dong, Yingjie
;
Tse, Yiu-Kuen
2017
Twenty-two years of inflation assessment and forecasting experience at the bulletin of EU & US inflation and macroeconomic analysis
Espasa Terrades, Antoni
;
Senra, Eva
2017
Likelihood ratio tests of restrictions on common trends loading matrices in I(2) VAR Systems
Boswijk, H. Peter
;
Paruolo, Paolo
Author
2
Czado, Claudia
2
Doornik, Jurgen A.
2
Montañés, Antonio
2
Paruolo, Paolo
2
Perron, Pierre
2
Swamy, P. A. V. B.
1
Barnett, William A.
1
Boswijk, H. Peter
1
Caporin, Massimiliano
1
Chang, Chia-Lin
.
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Journal - volume
41
Volume 5, 2017