126 research outputs found
Estimating a Cagan-Type Demand Function for Gold: 1561-1913
- Author
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2006
- Field of study
Balanced Bootstrap Joint Confidence Bands for Structural Impulse Response Functions
- Author
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2017
- Field of study
Business Cycles and Fiscal Policy in an Open Economy
- Author
- A B Abel
- A Bar-Ilan
- A Razin
- Bertil Holmlund
- Bo Sandemann Rasmussen
- C P Thomas
- D Romer
- Ebbe Yndgaard
- G Jonsson
- H Dixon
- Henrik Christoffersen
- J Gali
- J H Philipp
- J H Philipp
- J Pencavel
- J Sachs
- J T Dunlop
- J Von Hagen
- J Y Campbell
- M Baxter
- M Obstfeld
- M Obstfeld
- M Obstfeld
- M Torben
- M Torben
- Martin Paldam
- Peter Skott
- Peter Skott
- R Glick
- R Jackman
- Steinar Holden
- T Bayoumi
- T Bayoumi
- T M Andersen
- Thorlund Gunnar
- Toke Skovsgaard
- Toke Skovsgaard
- Tom Engsted
- Torben M. Andersen
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/1998
- Field of study
Bipower-Type Estimation in a Noisy Diffusion Setting
- Author
- A Gloter
- A Renyi
- D J Aldous
- F Black
- J C Cox
- J Jacod
- J Jacod
- J Jacod
- J Jacod
- J Jacod
- Jie Zhu
- Jie Zhu
- K C Chan
- L Zhang
- L Zhang
- Lars Stentoft
- M Podolskij
- Mark Podolskij
- Mathias Vetter
- O A Vasicek
- O E Barndorff-Nielsen
- O E Barndorff-Nielsen
- O E Barndorff-Nielsen
- O E Barndorff-Nielsen
- S N Lahiri
- T G Andersen
- Tom Engsted
- Y Ait-Sahalia
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2008
- Field of study
Variance Ratio Testing for Fractional Cointegration in Presence of Trends and Trend Breaks
- Author
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2012
- Field of study
Energy Demand and Temperature: A Dynamic Panel Analysis
- Author
- A D Amato
- A Hanley
- A L D Paulo
- A M M Masih
- A Pardo
- A V Justina
- Abu-Zeid Khaled
- Alberto Cavaliere
- Aline Chiabai
- Alzetta Roberto
- Amann Roland
- Andrea Bigano
- Andrea Bigano
- Andrea Bigano
- Andrea M Leiter
- B H Baltagi
- Bade Sophie
- Bagna Carla
- Banerjee
- Barni Monica
- Beal Sylvain
- Ben-Ner Avner
- Berghammer Rudolf
- Biervliet Karl Van
- C Giannakopoulos
- C Giupponi
- Cainelli Giulio
- Calzadilla Alvaro
- Chan Suzanna
- Chillem Ottorino
- Christa-Maria Lerm Hayes
- Corrado Di
- D I Stern
- D J Sailor
- Dermot Leahy
- Dimitrov Dinko
- Dirk Jacobs
- E Valor
- Eduardo L Gim�nez
- F Walter
- Fabio Sabatini
- Ferro Nicoletta
- Francesco Bosello
- Gago Alberto
- Gasparino Ugo
- Giupponi Carlo
- Giuseppe Marano
- Gregori ( Emilio
- Guerriero Carmine
- Hamde Kiflemariam
- Hauke Aleksandra
- I P Gianmarco
- J Al-Zayer
- J Bentzen
- J I Silk
- J John
- J W Taylor
- Kuosmanen Timo
- Lucia Tajoli
- M Arellano
- M Arellano
- M Arellano
- M Arellano
- M Beenstock
- M E Kragt
- M Eric
- M Vincent
- Manera Carles
- Maria Montero
- Maria Salgado
- Marquand Katherine
- Mart�nez-Zarzoso Inmaculada
- Monika Sedenkova
- Mota Paula
- Naghavi Alireza
- Nicola Genovese
- Omanovi? Vedran
- Paola Minoia
- Paspalanova Elena
- Paspalanova Mila
- Pautrel Xavier
- Petkova Diana
- Philippe Tulkens
- Pin Paolo
- Rinaldo Brau
- Rolf Golombek
- Ronneberger Kerstin
- S J Richard
- S J Richard
- Sara Vertommen
- Siddhartha Bandyopadhyay
- Soubeyran Rapha�l
- Soubeyran Raph�el
- T Engsted
- T W Anderson
- T W Anderson
- Tangian Andranik
- Torgler Benno
- Y U Glasure
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2006
- Field of study
Correcting Estimation Bias in Dynamic Term Structure Models
- Author
- Amihud Y.
- Andrews D. W. K.
- Ang A.
- Ball C. A.
- Campbell J. Y.
- Christensen J. H. E.
- Christensen J. H. E.
- Cochrane J. H.
- Dai Q.
- Duffee G. R.
- Duffee G. R.
- Engsted T.
- Glenn D. Rudebusch
- Gourieroux C.
- Gourieroux C.
- Gürkaynak R. S.
- Hall P.
- Hamilton J. D.
- Hamilton J. D.
- Hamilton J. D.
- Harvey C. R.
- Jing Cynthia Wu
- Joslin S.
- Kendall M. G.
- Kilian L.
- Kilian L.
- Kilian L.
- Kilian L.
- Kilian L.
- Kozicki S.
- Marriott F. H. C.
- Michael D. Bauer
- Nicholls D. F.
- Phillips P. C. B.
- Pierse R. G.
- Pope A. L.
- Rudebusch G.
- Rudebusch G. D.
- Rudebusch G. D.
- Schotman P. C.
- Stine R. A.
- Tang C. Y.
- Wachter J. A.
- Wright J. H.
- Publication venue
- 'Informa UK Limited'
- Publication date
- Field of study
Microstructure Noise in the Continuous Case: The Pre-Averaging Approach - JLMPV-9
- Author
- A Gloter
- A R Gallant
- Charlotte Christiansen
- D Foster
- David F Hendry
- Dennis Kristensen
- F Delbaen
- F M Bandi
- F M Bandi
- I Kalnina
- J Hasbrouck
- J Jacod
- J Jacod
- J Jacod
- J Jacod
- J Jacod
- Jean Jacod
- Jean Jacod
- Jlmpv-8
- L Zhang
- L Zhang
- L Zhang
- M Chernov
- M M Dacorogna
- M Podolskij
- Mark Podolskij
- Mathias Vetter
- O E Barndorff-Nielsen
- O E Barndorff-Nielsen
- O E Barndorff-Nielsen
- Ole E Barndorff-Nielsen
- P A Meyer
- P A Mykland
- Per A. Mykland
- Peter Christoffersen
- Peter Christoffersen
- R F Engle
- R Roll
- S Delattre
- S Goncalves
- Steve Heston
- S�ren Johansen
- S�ren Johansen
- S�ren Johansen
- T G Andersen
- T G Andersen
- T G Andersen
- T G Andersen
- T G Andersen
- Thomas Elgaard Bent Jesper Christensen
- Tom Engsted
- Y A�?ta�?t-Sahalia
- Y Li
- Yingying Li
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2007
- Field of study
Rare Events, Financial Crises, and the Cross-Section of Asset Returns
- Author
- A Ang
- A Ang
- A Ang
- A Raftery
- A Sandroni
- C A Sims
- C Julliard
- C.-J Kim
- C.-J Kim
- D Backus
- D Solomon
- E F Fama
- E F Fama
- E Nakamura
- F Bianchi
- F Bianchi
- F Gourio
- Francesco Bianchi
- G Primiceri
- H Bai
- H Chen
- H Gulen
- I Martin
- I W Martin
- J A Wachter
- J Geweke
- J Lewellen
- J Y Campbell
- J Y Campbell
- J Y Campbell
- J Y Campbell
- J Y Campbell
- J Y Campbell
- K Daniel
- L Chen
- L G Epstein
- L Zhang
- M H Pesaran
- M Lettau
- M Lettau
- O Costa
- P R Krugman
- P Veronesi
- R Bansal
- R Bansal
- R Barro
- R J Barro
- R J Shiller
- R Merton
- R S Koijen
- T A Rietz
- T Bollerslev
- T Cogley
- T Engsted
- X Gabaix
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2010
- Field of study
Stock Return Predictability: Evaluation Based on Prediction Intervals
- Author
- A Ang
- A Inoue
- A Schrimpf
- Ammlie Charles
- B S Paye
- C Chatfield
- C J Neely
- C Nelson
- D Avramov
- D B Keim
- D E Rapach
- D E Rapach
- D F Nicholls
- D I Harvey
- E F Fama
- E F Fama
- F Diebold
- G Bekaert
- H Almadi
- H L Utkepohl
- I Cooper
- I Welch
- J Brogaard
- J De Gooijer
- J H Cochrane
- J H Kim
- J H Kim
- J H Kim
- J Lewellen
- J Westerlund
- J Westerlund
- J Y Campbell
- J Y Campbell
- Jae H. Kim
- K J M Cremers
- L A Thombs
- L Kilian
- L Pan
- L Pastor
- M J Hinich
- M Lettau
- N C Mark
- Out-Of-Sample
- P A Samuelson
- P A Samuelson
- P F Christoffersen
- P H Frances
- P.-O Hsu
- R C Merton
- R Core Team
- R F Stambaugh
- R J Hodrick
- R L Wasserstein
- S J Jordan
- S R Baker
- T Clark
- T Dangl
- T Engsted
- T G Bali
- T Gneiting
- Y Amihud
- Y Amihud
- Y Amihud
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2016
- Field of study
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