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There are 35089 results for: content related to: Testing the unbiased forward exchange rate hypothesis using a Markov switching model and instrumental variables

  1. Conditional Markov chain and its application in economic time series analysis

    Journal of Applied Econometrics

    Volume 26, Issue 5, August 2011, Pages: 715–734, Jushan Bai and Peng Wang

    Version of Record online : 5 FEB 2010, DOI: 10.1002/jae.1140

  2. Land of addicts? an empirical investigation of habit-based asset pricing models

    Journal of Applied Econometrics

    Volume 24, Issue 7, November/December 2009, Pages: 1057–1093, Xiaohong Chen and Sydney C. Ludvigson

    Version of Record online : 11 AUG 2009, DOI: 10.1002/jae.1091

  3. You have free access to this content
    Realising the future: forecasting with high-frequency-based volatility (HEAVY) models

    Journal of Applied Econometrics

    Volume 25, Issue 2, March 2010, Pages: 197–231, Professor Neil Shephard and Kevin Sheppard

    Version of Record online : 27 JAN 2010, DOI: 10.1002/jae.1158

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    Market fundamentals versus rational bubbles in stock prices: a Bayesian perspective

    Journal of Applied Econometrics

    Volume 24, Issue 1, January/February 2009, Pages: 35–75, Nathan S. Balke and Mark E. Wohar

    Version of Record online : 5 SEP 2008, DOI: 10.1002/jae.1025

  5. Censored latent effects autoregression, with an application to US unemployment

    Journal of Applied Econometrics

    Volume 17, Issue 4, July/August 2002, Pages: 347–366, Philip Hans Franses and Professor Richard Paap

    Version of Record online : 4 MAR 2002, DOI: 10.1002/jae.627

  6. A unified approach to standardized-residuals-based correlation tests for GARCH-type models

    Journal of Applied Econometrics

    Volume 23, Issue 1, January/February 2008, Pages: 111–133, Yi-Ting Chen

    Version of Record online : 20 FEB 2008, DOI: 10.1002/jae.985

  7. The cross-Euler equation approach to intertemporal substitution in import demand

    Journal of Applied Econometrics

    Volume 20, Issue 7, December 2005, Pages: 841–872, Dr Shin-Ichi Nishiyama

    Version of Record online : 19 DEC 2005, DOI: 10.1002/jae.816

  8. A new poolability test for cointegrated panels

    Journal of Applied Econometrics

    Volume 26, Issue 1, January/February 2011, Pages: 56–88, Professor Joakim Westerlund and Wolfgang Hess

    Version of Record online : 14 DEC 2009, DOI: 10.1002/jae.1143

  9. Asymmetric power distribution: Theory and applications to risk measurement

    Journal of Applied Econometrics

    Volume 22, Issue 5, August 2007, Pages: 891–921, Ivana Komunjer

    Version of Record online : 23 JUL 2007, DOI: 10.1002/jae.961

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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

  11. Modeling and forecasting short-term interest rates: The benefits of smooth regimes, macroeconomic variables, and bagging

    Journal of Applied Econometrics

    Volume 26, Issue 6, September/October 2011, Pages: 999–1022, Francesco Audrino and Marcelo C. Medeiros

    Version of Record online : 29 MAR 2010, DOI: 10.1002/jae.1171

  12. Regime shifts in stock–flow I(2)–I(1) systems: the case of US fiscal sustainability

    Journal of Applied Econometrics

    Volume 26, Issue 2, March 2011, Pages: 298–321, Vanessa Berenguer-Rico and Josep Lluís Carrion-i-Silvestre

    Version of Record online : 1 FEB 2010, DOI: 10.1002/jae.1139

  13. Dating and forecasting turning points by Bayesian clustering with dynamic structure: a suggestion with an application to Austrian data

    Journal of Applied Econometrics

    Volume 25, Issue 2, March 2010, Pages: 309–344, Sylvia Kaufmann

    Version of Record online : 28 SEP 2009, DOI: 10.1002/jae.1076

  14. 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

  15. Robust optimal monetary policy in a forward-looking model with parameter and shock uncertainty

    Journal of Applied Econometrics

    Volume 22, Issue 1, January/February 2007, Pages: 179–213, Marc P. Giannoni

    Version of Record online : 13 MAR 2007, DOI: 10.1002/jae.934

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    Multivariate GARCH models: a survey

    Journal of Applied Econometrics

    Volume 21, Issue 1, January/February 2006, Pages: 79–109, Luc Bauwens, Sébastien Laurent and Jeroen V. K. Rombouts

    Version of Record online : 16 FEB 2006, DOI: 10.1002/jae.842

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    Panel cointegration tests of the Fisher effect

    Journal of Applied Econometrics

    Volume 23, Issue 2, March 2008, Pages: 193–233, Joakim Westerlund

    Version of Record online : 31 AUG 2007, DOI: 10.1002/jae.967

  18. Modelling and forecasting stock returns: exploiting the futures market, regime shifts and international spillovers

    Journal of Applied Econometrics

    Volume 20, Issue 3, March/April 2005, Pages: 345–376, Professor Lucio Sarno and Giorgio Valente

    Version of Record online : 30 MAR 2005, DOI: 10.1002/jae.787

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    On Markov error-correction models, with an application to stock prices and dividends

    Journal of Applied Econometrics

    Volume 19, Issue 1, January/February 2004, Pages: 69–88, Zacharias Psaradakis, Martin Sola and Fabio Spagnolo

    Version of Record online : 11 FEB 2004, DOI: 10.1002/jae.729

  20. What do we learn from the price of crude oil futures?

    Journal of Applied Econometrics

    Volume 25, Issue 4, June/July 2010, Pages: 539–573, Ron Alquist and Lutz Kilian

    Version of Record online : 24 FEB 2010, DOI: 10.1002/jae.1159