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Results 1-10 of 41.
Year of PublicationTitleAuthor(s)
2017Building news measures from textual data and an application to volatility forecasting
In: volume: 5, 2017, issue: 3, p. 1-46
Caporin, Massimiliano; Poli, Francesco
2017Time-varying window length for correlation forecasts
In: volume: 5, 2017, issue: 4, p. 1-29
Jeon, Yoontae; McCurdy, Thomas H.
2017On the interpretation of instrumental variables in the presence of specification errors: A causal comment
In: volume: 5, 2017, issue: 3, p. 1-6
Raunig, Burkhard
2017Recent developments in copula models
In: volume: 5, 2017, issue: 3, p. 1-3
Fermanian, Jean-David
2017Formula I(1) and I(2): Race tracks for likelihood maximization algorithms of I(1) and I(2) cointegrated VAR models
In: volume: 5, 2017, issue: 4, p. 1-30
Doornik, Jurgen A.; Mosconi, Rocco; Paruolo, Paolo
2017Modeling real exchange rate persistence in Chile
In: volume: 5, 2017, issue: 3, p. 1-21
Salazar, Leonardo
2017Likelihood ratio tests of restrictions on common trends loading matrices in I(2) VAR Systems
In: volume: 5, 2017, issue: 3, p. 1-17
Boswijk, H. Peter; Paruolo, Paolo
2017Bayesian analysis of bubbles in asset prices
In: volume: 5, 2017, issue: 4, p. 1-23
Fulop, Andras; Yu, Jun
2017Twenty-two years of inflation assessment and forecasting experience at the bulletin of EU & US inflation and macroeconomic analysis
In: volume: 5, 2017, issue: 4, p. 1-28
Espasa Terrades, Antoni; Senra, Eva
2017An interview with William A. Barnett
In: volume: 5, 2017, issue: 4, p. 1-32
Barnett, William A.; Serletis, Apostolos