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There are 53970 results for: content related to: Unravelling financial market linkages during crises

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    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

    Article first published online : 22 JUN 2001, DOI: 10.1002/jae.616

  2. 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

    Article first published online : 9 DEC 2002, DOI: 10.1002/jae.646

  3. 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

    Article first published online : 19 DEC 2005, DOI: 10.1002/jae.816

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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

    Article first published online : 13 DEC 2001, DOI: 10.1002/jae.624

  5. 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

    Article first published online : 28 SEP 2009, DOI: 10.1002/jae.1076

  6. Path forecast evaluation

    Journal of Applied Econometrics

    Volume 25, Issue 4, June/July 2010, Pages: 635–662, Òscar Jordà and Massimiliano Marcellino

    Article first published online : 9 MAR 2010, DOI: 10.1002/jae.1166

  7. Dynamic factor extraction of cross-sectional dependence in panel unit root tests

    Journal of Applied Econometrics

    Volume 22, Issue 2, March 2007, Pages: 313–338, George Kapetanios

    Article first published online : 17 APR 2007, DOI: 10.1002/jae.943

  8. A structural model of US aggregate job flows

    Journal of Applied Econometrics

    Volume 17, Issue 3, May/June 2002, Pages: 197–223, Fabrice Collard, Patrick Fève, François Langot and Corinne Perraudin

    Article first published online : 31 MAY 2002, DOI: 10.1002/jae.644

  9. Semiparametric three-step estimation methods for simultaneous equation systems

    Journal of Applied Econometrics

    Volume 20, Issue 6, September/October 2005, Pages: 699–721, Juan M. Rodríguez-Póo, Stefan Sperlich and Ana I. Fernández

    Article first published online : 30 MAR 2005, DOI: 10.1002/jae.796

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    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

    Article first published online : 27 JAN 2010, DOI: 10.1002/jae.1158

  11. 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

    Article first published online : 1 FEB 2010, DOI: 10.1002/jae.1139

  12. Estimation of nonlinear models with mismeasured regressors using marginal information

    Journal of Applied Econometrics

    Volume 27, Issue 3, April/May 2012, Pages: 347–385, Yingyao Hu and Geert Ridder

    Article first published online : 21 JUL 2010, DOI: 10.1002/jae.1202

  13. 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

    Article first published online : 14 DEC 2009, DOI: 10.1002/jae.1143

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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

    Article first published online : 31 AUG 2007, DOI: 10.1002/jae.967

  15. Testing distributional assumptions: A GMM aproach

    Journal of Applied Econometrics

    Volume 27, Issue 6, September/October 2012, Pages: 978–1012, Christian Bontemps and Nour Meddahi

    Article first published online : 5 JUL 2011, DOI: 10.1002/jae.1250

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    A simple panel unit root test in the presence of cross-section dependence

    Journal of Applied Econometrics

    Volume 22, Issue 2, March 2007, Pages: 265–312, M. Hashem Pesaran

    Article first published online : 18 APR 2007, DOI: 10.1002/jae.951

  17. Semiparametric estimation of consumer demand systems in real expenditure

    Journal of Applied Econometrics

    Volume 25, Issue 3, April/May 2010, Pages: 420–457, Krishna Pendakur and Stefan Sperlich

    Article first published online : 14 JUL 2009, DOI: 10.1002/jae.1085

  18. Multivariate partial adjustment of financial ratios: a Bayesian hierarchical approach

    Journal of Applied Econometrics

    Volume 23, Issue 1, January/February 2008, Pages: 43–64, Jose Luis Gallizo, Pilar Gargallo and Manuel Salvador

    Article first published online : 20 FEB 2008, DOI: 10.1002/jae.966

  19. 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

    Article first published online : 11 AUG 2009, DOI: 10.1002/jae.1091

  20. An inflated multivariate integer count hurdle model: an application to bid and ask quote dynamics

    Journal of Applied Econometrics

    Volume 26, Issue 4, June/July 2011, Pages: 669–707, Katarzyna Bien, Ingmar Nolte and Winfried Pohlmeier

    Article first published online : 24 NOV 2009, DOI: 10.1002/jae.1122