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Jun 30 2024 |
Kuo-Hsuan Chin and Xin-Hua Zheng |
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Stability of Phillips Curve: The case of Taiwan |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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Mar 30 2024 |
Geoffrey Ducournau and Daniel Melhem |
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Bayesian statistical inference addressed to share prices dynamics' theory |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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Jun 30 2023 |
Adonias Costa Filho |
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Trend inflation in Brazil |
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Abstract Contact Information Citation Full Text - Note |
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Jun 30 2022 |
Cássio R. A. Alves and Márcio P. Laurini |
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Measuring inflation persistence under time-varying inflation target and stochastic volatility with jumps |
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Abstract Contact Information Citation Full Text - Note |
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Oct 13 2019 |
Amine Ben Amar |
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The Effectiveness of Monetary Policy Transmission in a Dual Banking System: Further Insights from TVP-VAR Model |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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Nov 19 2017 |
Balaji Bathmanaban , Raja Sethu Durai S and Ramachandran M |
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The relationship between Output Uncertainty and Economic Growth-Evidence from India |
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Abstract Contact Information Citation Full Text - Note |
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Dec 10 2016 |
Valeriya V. Lakshina and Andrey M. Silaev |
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Fluke of stochastic volatility versus GARCH inevitability or which model creates better forecasts? |
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Abstract Contact Information Citation Full Text - Note |
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Nov 27 2016 |
Bala Dahiru Abdullahi |
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Time-Varying VAR with Stochastic Volatility and Monetary Policy Dynamics in Nigeria |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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Jul 08 2016 |
Andreza A Palma |
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Natural interest rate in Brazil: further evidence from an AR-trend-bound model |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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May 08 2014 |
Márcio P. Laurini and Roberto B. Mauad |
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The stochastic volatility model with random jumps and its application to BRL/USD exchange rate. |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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Jan 23 2012 |
Shuichi Nagata |
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Consistent Estimation of Integrated Volatility Using Intraday Absolute Returns for SV Jump Diffusion Processes |
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Abstract Contact Information Citation Full Text - Note |
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Oct 29 2009 |
Helena Veiga |
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Comment on "Financial Stylized Facts and the Taylor-Effect in Stochastic Volatility Models" by H. Veiga |
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Abstract Contact Information Citation Full Text - Comment |
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Mar 05 2009 |
Helena Veiga |
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Financial Stylized Facts and the Taylor-Effect in Stochastic Volatility Models |
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Abstract Contact Information Citation Full Text - Note |
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