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There are 30370 results for: content related to: The Relative Importance of Symmetric and Asymmetric Shocks: The Case of United Kingdom and Euro Area *

  1. The ACR Model: A Multivariate Dynamic Mixture Autoregression

    Oxford Bulletin of Economics and Statistics

    Volume 70, Issue 5, October 2008, Pages: 583–618, Frédérique Bec, Anders Rahbek and Neil Shephard

    Article first published online : 29 AUG 2008, DOI: 10.1111/j.1468-0084.2008.00512.x

  2. The Effects of Additive Outliers and Measurement Errors when Testing for Structural Breaks in Variance

    Oxford Bulletin of Economics and Statistics

    Volume 73, Issue 4, August 2011, Pages: 449–468, Paulo M. M. Rodrigues and Antonio Rubia

    Article first published online : 16 FEB 2011, DOI: 10.1111/j.1468-0084.2010.00621.x

  3. Who Benefits from Marriage?

    Oxford Bulletin of Economics and Statistics

    Volume 71, Issue 1, February 2009, Pages: 1–33, Esfandiar Maasoumi, Daniel L. Millimet and Dipanwita Sarkar

    Article first published online : 6 OCT 2008, DOI: 10.1111/j.1468-0084.2008.00515.x

  4. Bootstrap HAC Tests for Ordinary Least Squares Regression

    Oxford Bulletin of Economics and Statistics

    Volume 74, Issue 6, December 2012, Pages: 903–922, Francesco Bravo and Leslie G. Godfrey

    Article first published online : 24 OCT 2011, DOI: 10.1111/j.1468-0084.2011.00671.x

  5. A Semiparametric Analysis of the Term Structure of the US Interest Rates

    Oxford Bulletin of Economics and Statistics

    Volume 71, Issue 4, August 2009, Pages: 475–490, Fabrizio Iacone

    Article first published online : 11 JUN 2009, DOI: 10.1111/j.1468-0084.2008.00546.x

  6. Testing Uncovered Interest Rate Parity and Term Structure Using a Three-regime Threshold Unit Root VECM: An Application to the Swiss ‘Isle’ of Interest Rates

    Oxford Bulletin of Economics and Statistics

    Volume 74, Issue 2, April 2012, Pages: 180–202, Jaya Krishnakumar and David Neto

    Article first published online : 11 JUL 2011, DOI: 10.1111/j.1468-0084.2011.00644.x

  7. Combining Forecasts from Nested Models

    Oxford Bulletin of Economics and Statistics

    Volume 71, Issue 3, June 2009, Pages: 303–329, Todd E. Clark and Michael W. McCracken

    Article first published online : 11 MAR 2009, DOI: 10.1111/j.1468-0084.2009.00547.x

  8. Regression Models with Variables of Different Frequencies: The Case of a Fixed Frequency Ratio

    Oxford Bulletin of Economics and Statistics

    Volume 72, Issue 5, October 2010, Pages: 600–620, Virmantas Kvedaras and Alfredas Račkauskas

    Article first published online : 23 APR 2010, DOI: 10.1111/j.1468-0084.2010.00585.x

  9. Model Selection Criteria for Factor-Augmented Regressions

    Oxford Bulletin of Economics and Statistics

    Volume 75, Issue 1, February 2013, Pages: 37–63, Jan J. J. Groen and George Kapetanios

    Article first published online : 7 SEP 2012, DOI: 10.1111/j.1468-0084.2012.00721.x

  10. Forecasting Heavy-Tailed Densities with Positive Edgeworth and Gram-Charlier Expansions

    Oxford Bulletin of Economics and Statistics

    Volume 74, Issue 4, August 2012, Pages: 600–627, Trino-Manuel Ñíguez and Javier Perote

    Article first published online : 5 SEP 2011, DOI: 10.1111/j.1468-0084.2011.00663.x

  11. Model Selection for Nested and Overlapping Nonlinear, Dynamic and Possibly Mis-specified Models

    Oxford Bulletin of Economics and Statistics

    Volume 70, Issue s1, December 2008, Pages: 867–893, Massimiliano Marcellino and Barbara Rossi

    Article first published online : 24 NOV 2008, DOI: 10.1111/j.1468-0084.2008.00534.x

  12. Comparing Alternative Predictors Based on Large-Panel Factor Models

    Oxford Bulletin of Economics and Statistics

    Volume 74, Issue 2, April 2012, Pages: 306–326, Antonello D’ Agostino and Domenico Giannone

    Article first published online : 5 JUL 2011, DOI: 10.1111/j.1468-0084.2011.00642.x

  13. Model Selection in Equations with Many ‘Small’ Effects

    Oxford Bulletin of Economics and Statistics

    Volume 75, Issue 1, February 2013, Pages: 6–22, Jennifer L. Castle, Jurgen A. Doornik and David F. Hendry

    Article first published online : 8 OCT 2012, DOI: 10.1111/j.1468-0084.2012.00727.x

  14. New Insights into Unemployment Duration and Post Unemployment Earnings in Germany

    Oxford Bulletin of Economics and Statistics

    Volume 72, Issue 6, December 2010, Pages: 794–826, Bernd Fitzenberger and Ralf A. Wilke

    Article first published online : 17 NOV 2010, DOI: 10.1111/j.1468-0084.2010.00597.x

  15. The Flexible Fourier Form and Local Generalised Least Squares De-trended Unit Root Tests

    Oxford Bulletin of Economics and Statistics

    Volume 74, Issue 5, October 2012, Pages: 736–759, Paulo M. M. Rodrigues and A. M. Robert Taylor

    Article first published online : 24 OCT 2011, DOI: 10.1111/j.1468-0084.2011.00665.x

  16. A Canonical Correlation Approach for Selecting the Number of Dynamic Factors

    Oxford Bulletin of Economics and Statistics

    Volume 75, Issue 1, February 2013, Pages: 23–36, Jörg Breitung and Uta Pigorsch

    Article first published online : 6 NOV 2012, DOI: 10.1111/obes.12003

  17. Dealing with Benchmark Revisions in Real-Time Data: The Case of German Production and Orders Statistics

    Oxford Bulletin of Economics and Statistics

    Volume 71, Issue 2, April 2009, Pages: 209–235, Thomas A. Knetsch and Hans-Eggert Reimers

    Article first published online : 24 OCT 2008, DOI: 10.1111/j.1468-0084.2008.00522.x

  18. Measuring Synchronization and Convergence of Business Cycles for the Euro area, UK and US

    Oxford Bulletin of Economics and Statistics

    Volume 70, Issue 1, February 2008, Pages: 23–51, Siem Jan Koopman and João Valle E Azevedo

    Article first published online : 19 SEP 2007, DOI: 10.1111/j.1468-0084.2007.00489.x

  19. Exponential Tilting with Weak Instruments: Estimation and Testing

    Oxford Bulletin of Economics and Statistics

    Volume 72, Issue 3, June 2010, Pages: 307–325, Mehmet Caner

    Article first published online : 23 MAR 2010, DOI: 10.1111/j.1468-0084.2009.00579.x

  20. PANIC in the Presence of Uncertainty about the Deterministic Trend

    Oxford Bulletin of Economics and Statistics

    Volume 75, Issue 1, February 2013, Pages: 123–135, Joakim Westerlund and Johan Blomquist

    Article first published online : 21 DEC 2012, DOI: 10.1111/obes.12008