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Academic Journal

FORECASTING INFLATION: A COMPARISON OF LINEAR PHILLIPS CURVE MODELS AND NONLINEAR TIME SERIE MODELS

Subjects: Forecasting; inflation; threshold models

  • Source: http://veprints.unica.it/273/1/03-07.pdf.

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Academic Journal

Multivariate Mixed Normal Conditional

Subjects: JEL Classification; C11; C22

  • Source: http://neumann.hec.ca/cref/pdf/c-06-02e.pdf.

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Academic Journal

Forecasting Short-Run Inflation Volatility using Futures Prices: An Empirical Analysis from a Value at

Subjects: JEL Classification; C15; C22

  • Source: http://www.banxico.org.mx/publicaciones-y-discursos/publicaciones/documentos-de-investigacion/banxico/%7B3D80DA42-A6AC-BB0C-9104-B145111BDE86%7D.pdf.

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Academic Journal

Macroeconomic News, Announcements, and Stock

Subjects: Conditional jump intensity; conditional volatility; macroeconomic announce- ments. JEL Classification

  • Source: http://www.banxico.org.mx/publicaciones-y-discursos/publicaciones/documentos-de-investigacion/banxico/%7B4420af24-89db-b677-6bd9-9c2face193a1%7D.pdf.

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Academic Journal

Spurious Cointegration: The Engle-Granger Test in the Presence of Structural Breaks

Subjects: Spurious cointegration; structural breaks; integrated processes. JEL Classification

  • Source: http://www.banxico.org.mx/publicaciones-y-discursos/publicaciones/documentos-de-investigacion/banxico/%7B168AEF3C-CAD7-0582-0EEC-E05959674094%7D.pdf.

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  • 1-5 of  5 نتائج ل ""Serie""