Group by: Creators | Item Type | Date
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Number of items at this level: 10.

Article

Angeletos, George-MariosIdRef, Collard, FabriceIdRef and Dellas, Harris (2020) Business cycle anatomy. American Economic Review (AER), vol. 110 (n° 10). pp. 3030-3070.

Gollier, ChristianIdRef, Koundouri, PhoebeIdRef 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, NourIdRef (2014) Bootstrap Inference for Pre-averaged Realized Volatility based on Nonoverlapping Returns. Journal of financial econometrics, 12 (4). pp. 679-707.

Gregoir, StéphaneIdRef (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, JihyunIdRef 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, PatrickIdRef (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

Gollier, ChristianIdRef, Koundouri, PhoebeIdRef and Pantelidis, Theologos (2008) Declining Discount Rates: Economic Justifications and Implications for Long-Run Policy. IDEI Working Paper, n. 525

Kim, JihyunIdRef, Park, Joon and Wang, Bin (2020) Estimation of Volatility Functions in Jump Diffusions Using Truncated Bipower Increments. TSE Working Paper, n. 20-1096, Toulouse

This list was generated on Sun Feb 1 20:03:35 2026 CET.