Jerry Coakley

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Is news related to GDP growth a risk factor for commodity futures returns? Quantitative Finance	2018-11-13	Paper
Generalized Variance-Ratio Tests in the Presence of Statistical Dependence Journal of Time Series Analysis	2015-10-12	Paper
The PPP debate: price matters! Economics Letters	2013-01-02	Paper
Markov-Switching GARCH Modelling of Value-at-Risk Studies in Nonlinear Dynamics & Econometrics	2010-07-02	Paper
The role of long memory in hedging effectiveness Computational Statistics and Data Analysis	2009-06-12	Paper
Unobserved heterogeneity in panel time series models Computational Statistics and Data Analysis	2008-12-11	Paper
Testing for sign and amplitude asymmetries using threshold autoregressions Journal of Economic Dynamics and Control	2008-11-25	Paper
Numerical issues in threshold autoregressive modeling of time series Journal of Economic Dynamics and Control	2008-10-24	Paper
Evaluating the persistence and structuralist theories of unemployment from a nonlinear per\-spective	2006-01-27	Paper
scientific article; zbMATH DE number 1617969 (Why is no real title available?)	2001-07-12	Paper
New panel unit root tests of PPP Economics Letters	1998-08-13	Paper
Cointegration of long span saving and investment Economics Letters	1998-07-22	Paper

Research outcomes over time

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