scientific article; zbMATH DE number 1538094
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Publication:4518957
zbMATH Open0972.91076MaRDI QIDQ4518957FDOQ4518957
Yongcheol Shin, M. Hashem Pesaran
Publication date: 3 December 2000
Title of this publication is not available (Why is that?)
Applications of statistics to economics (62P20) Statistical methods; economic indices and measures (91B82)
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- Using COGARCH-Filtered Volatility in Modelling Within ARDL Framework
- On Some Properties of Composite Distributed Lag Models
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- Transfer of macroeconomic shocks in stress tests modeling
- An alternative approach to monetary aggregation in DEA
- Indonesia's financial markets and monetary policy dynamics amid the COVID-19 pandemic
- Are currency devaluations effective? A panel unit root test
- Rigidities and adjustments of daily prices to costs: evidence from supermarket data
- Do nominal devaluations lead to real devaluations in LDCs?
- Model selection criteria for the leads-and-lags cointegrating regression
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