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Results 1-10 of 41.
Year of PublicationTitleAuthor(s)
2017Bayesian inference for latent factor copulas and application to financial risk forecasting
In: volume: 5, 2017, issue: 2, p. 1-23
Schamberger, Benedikt; Gruber, Lutz F.; Czado, Claudia
2017Structural breaks, inflation and interest rates: Evidence from the G7 countries
In: volume: 5, 2017, issue: 1, p. 1-17
Clemente, Jesús; Gadea, María Dolores; Montañés, Antonio; Reyes, Marcelo
2017A note on identification of bivariate copulas for discrete count data
In: volume: 5, 2017, issue: 1, p. 1-11
Trivedi, Pravin; Zimmer, David
2017Consistency of trend break point estimator with underspecified break number
In: volume: 5, 2017, issue: 1, p. 1-19
Yang, Jingjing
2017Non-causality due to included variables
In: volume: 5, 2017, issue: 4, p. 1-4
Triacca, Umberto
2017Bayesian analysis of bubbles in asset prices
In: volume: 5, 2017, issue: 4, p. 1-23
Fulop, Andras; Yu, Jun
2017Synthetic control and inference
In: volume: 5, 2017, issue: 4, p. 1-12
Hahn, Jinyong; Shi, Ruoyao
2017Business time sampling scheme with applications to testing semi-martingale hypothesis and estimating integrated volatility
In: volume: 5, 2017, issue: 4, p. 1-19
Dong, Yingjie; Tse, Yiu-Kuen
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
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