„C51“

Suchergebnisse

1.000+ Treffer

• Common and spatial drivers in regional business cycles
  Artis, Michael J. ; Dreger, Christian ; Kholodilin, Konstantin 2009 Deutsches Institut für Wirtschaftsforschung (DIW)
• Post-processing for Bayesian analysis of reduced rank regression models with orthonormality restrictions
  Aßmann, Christian ; Boysen-Hogrefe, Jens ; Pape, Markus 2024 Springer Nature
• Demand for Payment Services and Consumer Welfare: The Introduction of a Central Bank Digital Currency
  Huynh, Kim P. ; Molnar, Jozsef ; Shcherbakov, Oleksandr ; Yu, Qinghui (Jerry)
• Der Keil-C51-Compiler – Einführung in die Praxis
  Baldischweiler, Michael 1995 Electronic Media
• Construction of leading economic index for recession prediction using vine copulas
  Lahiri, Kajal ; Yang, Liu
• Markov regime-switching autoregressive model with tempered stable distribution: simulation evidence
  Feng, Lingbing ; Shi, Yanlin
• A nonlinear model of asset returns with multiple shocks
  Kahra, Hannu ; Martin, Vance ; Sarkar, Saikat
• Financial fragmentation and the monetary transmission mechanism in the euro area: a smooth transition VAR approach
  Kotz, Hans-Helmut ; Semmler, Willi ; Tahri, Ibrahim
• Regression discontinuity designs with unknown state-dependent discontinuity points: estimation and testing
  Yang, Lixiong
• Combining sign and parametric restrictions in SVARs by utilising Givens rotations
  Fisher, Lance A. ; Huh, Hyeon-seung
• Time-varying threshold cointegration with an application to the Fisher hypothesis
  Yang, Lixiong
• A unified framework jointly explaining business conditions, stock returns, volatility and “volatility feedback news” effects
  Kim, Chang-jin ; Kim, Yunmi
• Markov-switching quantile autoregression: a Gibbs sampling approach
  Liu, Xiaochun ; Luger, Richard
• Flexible HAR model for realized volatility
  Audrino, Francesco ; Huang, Chen ; Okhrin, Ostap
• Trimmed Whittle estimation of the SVAR vs. filtering low-frequency fluctuations: applications to technology shocks
  Lovcha, Yuliya ; Perez-Laborda, Alejandro
• Estimating stochastic volatility models using realized measures
  Bekierman, Jeremias ; Gribisch, Bastian
• The effects of the monetary policy stance on the transmission mechanism
  Galvão, Ana Beatriz C. ; Marcellino, Massimiliano
• Noncausality and inflation persistence
  Lanne, Markku
• The forward rate premium puzzle: a case of misspecification? 1)
  Hall, Stephen G. ; Kenjegaliev, Amangeldi ; Swamy, P. A. V. B. ; Tavlas, George S.
• Slow Booms and Deep Busts: 160 Years of Business Cycles in Spain
  Gries, Thomas ; Fritz, Marlon ; Feng, Yuanhua