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There are 106985 results for: content related to: Quantifying the uncertainty about the half-life of deviations from PPP

  1. Bounds testing approaches to the analysis of level relationships

    Journal of Applied Econometrics

    Volume 16, Issue 3, May/June 2001, Pages: 289–326, M. Hashem Pesaran, Yongcheol Shin and Richard J. Smith

    Version of Record online : 22 JUN 2001, DOI: 10.1002/jae.616

  2. On detrending and cyclical asymmetry

    Journal of Applied Econometrics

    Volume 18, Issue 3, May/June 2003, Pages: 271–289, Zacharias Psaradakis and Martin Sola

    Version of Record online : 8 OCT 2002, DOI: 10.1002/jae.681

  3. Detecting multiple breaks in financial market volatility dynamics

    Journal of Applied Econometrics

    Volume 17, Issue 5, September/October 2002, Pages: 579–600, Elena Andreou and Eric Ghysels

    Version of Record online : 28 OCT 2002, DOI: 10.1002/jae.684

  4. Finite sample improvements in statistical inference with I(1) processes

    Journal of Applied Econometrics

    Volume 16, Issue 3, May/June 2001, Pages: 431–444, D. Marinucci and P. M. Robinson

    Version of Record online : 22 JUN 2001, DOI: 10.1002/jae.613

  5. Time irreversibility and EGARCH effects in US stock index returns

    Journal of Applied Econometrics

    Volume 17, Issue 5, September/October 2002, Pages: 565–578, Yi-Ting Chen and Chung-Ming Kuan

    Version of Record online : 28 OCT 2002, DOI: 10.1002/jae.692

  6. Autoregressive conditional heteroscedasticity in commodity spot prices

    Journal of Applied Econometrics

    Volume 16, Issue 2, March/April 2001, Pages: 115–132, Stacie Beck

    Version of Record online : 23 APR 2001, DOI: 10.1002/jae.591

  7. A comparison of different equation image programs

    Journal of Applied Econometrics

    Volume 16, Issue 1, January/February 2001, Pages: 81–92, Ruud H. Koning

    Version of Record online : 2 APR 2001, DOI: 10.1002/jae.588

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    Rethinking an old empirical puzzle: econometric evidence on the forward discount anomaly

    Journal of Applied Econometrics

    Volume 16, Issue 6, November/December 2001, Pages: 671–708, Professor Alex Maynard and Peter C. B. Phillips

    Version of Record online : 13 DEC 2001, DOI: 10.1002/jae.624

  9. Testing the capital asset pricing model efficiently under elliptical symmetry: a semiparametric approach

    Journal of Applied Econometrics

    Volume 17, Issue 6, December 2002, Pages: 617–639, Douglas J. Hodgson, Oliver Linton and Keith Vorkink

    Version of Record online : 9 DEC 2002, DOI: 10.1002/jae.646

  10. Maximum likelihood estimation of STAR and STAR-GARCH models: theory and Monte Carlo evidence

    Journal of Applied Econometrics

    Volume 17, Issue 5, September/October 2002, Pages: 509–534, Felix Chan and Michael McAleer

    Version of Record online : 28 OCT 2002, DOI: 10.1002/jae.686

  11. The relation between wealth and labour market transitions: an empirical study for the Netherlands

    Journal of Applied Econometrics

    Volume 17, Issue 3, May/June 2002, Pages: 249–268, Hans G. Bloemen

    Version of Record online : 4 MAR 2002, DOI: 10.1002/jae.630

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    Time-varying intercepts and equilibrium analysis: an extension of the dynamic almost ideal demand model

    Journal of Applied Econometrics

    Volume 18, Issue 2, March/April 2003, Pages: 209–236, Philippe J. Deschamps

    Version of Record online : 8 OCT 2002, DOI: 10.1002/jae.674

  13. A flexible parametric selection model for non-normal data with application to health care usage

    Journal of Applied Econometrics

    Volume 17, Issue 4, July/August 2002, Pages: 367–392, James E. Prieger

    Version of Record online : 13 AUG 2002, DOI: 10.1002/jae.638

  14. A theoretical comparison between integrated and realized volatility

    Journal of Applied Econometrics

    Volume 17, Issue 5, September/October 2002, Pages: 479–508, Nour Meddahi

    Version of Record online : 28 OCT 2002, DOI: 10.1002/jae.689

  15. Monetary policy analysis and inflation targeting in a small open economy: a VAR approach*

    Journal of Applied Econometrics

    Volume 16, Issue 4, July/August 2001, Pages: 487–520, Tor Jacobson, Per Jansson, Anders Vredin and Anders Warne

    Version of Record online : 16 AUG 2001, DOI: 10.1002/jae.586

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    Computation and analysis of multiple structural change models

    Journal of Applied Econometrics

    Volume 18, Issue 1, January/February 2003, Pages: 1–22, Jushan Bai and Pierre Perron

    Version of Record online : 8 OCT 2002, DOI: 10.1002/jae.659

  17. A structural model of aggregate US job flows: another look

    Journal of Applied Econometrics

    Volume 18, Issue 1, January/February 2003, Pages: 113–118, Philipp Schmidt-Dengler

    Version of Record online : 18 FEB 2003, DOI: 10.1002/jae.702

  18. European integration and monetary transmission mechanisms: the case of Italy

    Journal of Applied Econometrics

    Volume 16, Issue 3, May/June 2001, Pages: 341–358, Katarina Juselius

    Version of Record online : 22 JUN 2001, DOI: 10.1002/jae.603

  19. Transitions from home to marriage of young Americans

    Journal of Applied Econometrics

    Volume 17, Issue 1, January/February 2002, Pages: 1–23, Dr Arnstein Aassve, Simon Burgess, Andrew Chesher and Carol Propper

    Version of Record online : 11 FEB 2002, DOI: 10.1002/jae.636

  20. The demand for M3 in the euro area

    Journal of Applied Econometrics

    Volume 16, Issue 6, November/December 2001, Pages: 727–748, G. Coenen and J.-L. Vega

    Version of Record online : 13 DEC 2001, DOI: 10.1002/jae.629