- Journal of Economic Literature Classification (9)
- C - Mathematical and Quantitative Methods (9)
- C2 - Single Equation Models; Single Variables (9)
- C22 - Time-Series Models (9)
- C2 - Single Equation Models; Single Variables (9)
- C - Mathematical and Quantitative Methods (9)
Article
Angeletos, George-Marios, Collard, Fabrice
and Dellas, Harris
(2020)
Business cycle anatomy.
American Economic Review (AER), vol. 110 (n° 10).
pp. 3030-3070.
Gollier, Christian, Koundouri, Phoebe
and Pantelidis, Theologos
(2008)
Declining Discount Rates: Economic Justifications and Implications for Long-Run Policy.
Economic Policy, 23 (56).
pp. 757-795.
Goncalves, Silvia, Hounyo, Ulrich and Meddahi, Nour
(2014)
Bootstrap Inference for Pre-averaged Realized Volatility based on Nonoverlapping Returns.
Journal of financial econometrics, 12 (4).
pp. 679-707.
Gregoir, Stéphane
(2006)
Efficient tests for the presence of a couple of complex conjugate unit roots in real time series.
Journal of Econometrics, 130 (1).
pp. 45-100.
Kim, Jihyun and Park, Joon
(2017)
Asymptotics for Recurrent Diffusions with Application to High Frequency Regression.
Journal of Econometrics, 196 (1).
pp. 37-54.
Monograph
Carrillo, Julio A. and Fève, Patrick
(2004)
Some Perils of Policy Rule Regression.
IDEI Working Paper, n. 301
Cuiabano, Simone (2017) Long-run equilibrium exchange rate in Latin America and Asia: a comparison using cointegrated vector. TSE Working Paper, n. 17-837, Toulouse
Cuiabano, Simone, Nicolini de Moraes, João Carlos and Pinha, Lucas (2017) Application of time series techniques in relevant market delimitation. TSE Working Paper, n. 17-801, Toulouse
Kim, Jihyun, Park, Joon and Wang, Bin
(2020)
Estimation of Volatility Functions in Jump Diffusions Using Truncated Bipower Increments.
TSE Working Paper, n. 20-1096, Toulouse