Stochastic volatility demand systems

DOI10.1080/07474938.2014.977091MaRDI QIDQ5864632zbMATH OpenOpenAlexFDO

Authors Apostolos Serletis, Maksim Isakin

Publication date 8 June 2022

Published in Econometric Reviews (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07474938.2014.977091

zbMATH Keywords

flexible functional formsvolatility

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

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Cites work

• A variant on the argument for the invariance of estimators in a singular system of equations
• Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
• Bounding quantile demand functions using revealed preference inequalities
• Conditional Heteroskedasticity in Asset Returns: A New Approach
• Consumer preferences and demand systems
• Generalized autoregressive conditional heteroscedasticity
• How many consumers are rational?
• Long memory relationships and the aggregation of dynamic models
• On the bias in flexible functional forms and an essentially unbiased form. The Fourier flexible form
• The Müntz-Szatz demand system. An application of a globally well behaved series expansion

Cited in

(1)

• Functional monetary aggregates, monetary policy, and business cycles

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