The exact linkage between the Beveridge-Nelson decomposition and other permanent-transitory decompositions (English)
- New search for: Sbrana, G.
- New search for: Sbrana, G.
In:
ECONOMIC MODELLING
;
30
;
311-316
;
2013
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ISSN:
- Article (Journal) / Print
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Title:The exact linkage between the Beveridge-Nelson decomposition and other permanent-transitory decompositions
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Contributors:Sbrana, G. ( author )
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Published in:ECONOMIC MODELLING ; 30 ; 311-316
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Publisher:
- New search for: Elsevier Science B.V., Amsterdam.
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Publication date:2013-01-01
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Size:6 pages
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ISSN:
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Type of media:Article (Journal)
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Type of material:Print
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Language:English
- New search for: 330.0151
- Further information on Dewey Decimal Classification
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Classification:
DDC: 330.0151 -
Source:
© Metadata Copyright the British Library Board and other contributors. All rights reserved.
Table of contents – Volume 30
The tables of contents are generated automatically and are based on the data records of the individual contributions available in the index of the TIB portal. The display of the Tables of Contents may therefore be incomplete.
- 1
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Dependence of defaults and recoveries in structural credit risk modelsSchafer, R. / Koivusalo, A. F. et al. | 2013
- 10
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Public debt management and credibility: Evidence from an emerging economyde Mendonca, H. F. / Machado, M. R. et al. | 2013
- 22
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Tax avoidance, human capital accumulation and economic growthFreire-Seren, M. J. / Panades i Marti, J. et al. | 2013
- 30
-
A note on the use of fractional Brownian motion for financial modelingRostek, S. / Schobel, R. et al. | 2013
- 36
-
Kinetics of jobs in multi-link cities with migration-driven aggregation processSun, R. et al. | 2013
- 42
-
Convergence dynamics of output: Do stochastic shocks and social polarization matter?Parhi, M. / Diebolt, C. / Mishra, T. / Gupta, P. et al. | 2013
- 52
-
Asymmetries in the revenue-expenditure nexus: A tale of three countriesPaleologou, S. M. et al. | 2013
- 61
-
Risk index based models for portfolio adjusting problem with returns subject to experts' evaluationsHuang, X. / Ying, H. et al. | 2013
- 67
-
Real or spurious long memory characteristics of volatility: Empirical evidence from an emerging marketYalama, A. / Celik, S. et al. | 2013
- 73
-
Robust delegation with uncertain monetary policy preferencesSorge, M. M. et al. | 2013
- 79
-
Governments under influence: Country interactions in discretionary fiscal policyCassette, A. / Creel, J. / Farvaque, E. / Paty, S. et al. | 2013
- 90
-
The changing international transmission of U.S. monetary policy shocks: Is there evidence of contagion effect on OECD countriesKazi, I. A. / Wagan, H. / Akbar, F. et al. | 2013
- 117
-
Can Google data help predict French youth unemployment?Fondeur, Y. / Karame, F. et al. | 2013
- 126
-
Assessing structural changes in the Malaysian economy: I-O approachBekhet, H. A. et al. | 2013
- 136
-
Structural versus matching estimation: Transmission mechanisms in ArmeniaPoghosyan, K. / Boldea, O. et al. | 2013
- 149
-
Non-linearities in inflation-growth nexus in the SADC region: A panel smooth transition regression approachSeleteng, M. / Bittencourt, M. / van Eyden, R. et al. | 2013
- 157
-
Consumption and precautionary saving: An empirical analysis under both financial and environmental risksBaiardi, D. / Manera, M. / Menegatti, M. et al. | 2013
- 167
-
Do corporate executives have accurate predictions for the economy? A directional analysisTsuchiya, Y. et al. | 2013
- 175
-
The loss from uncertainty on policy targetsDi Giorgio, G. / Traficante, G. et al. | 2013
- 183
-
Resource scarcity, effort allocation and environmental security: An agent-based theoretical approachHassani-Mahmooei, B. / Parris, B. W. et al. | 2013
- 193
-
The interaction among production, hedging and investment decisionsAlghalith, M. et al. | 2013
- 196
-
Conditional market beta for REITs: A comparison of modeling techniquesZhou, J. et al. | 2013
- 205
-
Efficient bargaining versus right to manage: A stability analysis in a Cournot duopoly with trade unionsFanti, L. / Gori, L. et al. | 2013
- 212
-
Realized volatility or price range: Evidence from a discrete simulation of the continuous time diffusion processDegiannakis, S. / Livada, A. et al. | 2013
- 217
-
Optimal R&D subsidies in a model with physical capital, human capital and varietiesGomez, M. A. / Sequeira, T. N. et al. | 2013
- 225
-
Religion, income inequality, and the size of the governmentElgin, C. / Goksel, T. / Gurdal, M. Y. / Orman, C. et al. | 2013
- 235
-
Modelling the economic impact of sports events: The case of the Beijing OlympicsLi, S. / Blake, A. / Thomas, R. et al. | 2013
- 245
-
Revisiting the mean reversion of inflation rates for 22 OECD countriesChang, T. / Ranjbar, O. / Tang, D. P. et al. | 2013
- 253
-
Optimal contract strategies for two stage supply chainSana, S. S. et al. | 2013
- 261
-
Effects of financial liberalization on financial market development and economic performance of the SSA region: An empirical assessmentAhmed, A. D. et al. | 2013
- 274
-
Endogenous fluctuations with procyclical R&DShinagawa, S. et al. | 2013
- 281
-
The consequences of revenue gap in Pakistan: Unveiling the realitySalar, L. / Zaman, K. / Khilji, B. A. / Khan, M. M. / Lodhi, M. S. et al. | 2013
- 295
-
Applying engineering and fleet detail to represent passenger vehicle transport in a computable general equilibrium modelKarplus, V. J. / Paltsev, S. / Babiker, M. / Reilly, J. M. et al. | 2013
- 306
-
An inventory model with variable demand, component cost and selling price for deteriorating itemsSarkar, B. / Saren, S. / Wee, H. M. et al. | 2013
- 311
-
The exact linkage between the Beveridge-Nelson decomposition and other permanent-transitory decompositionsSbrana, G. et al. | 2013
- 317
-
Wavelet based outlier correction for power controlled turning point detection in surveillance systemsLi, Y. et al. | 2013
- 322
-
Time stability of the beta convergence among EU countries: Bayesian model averaging perspectiveProchniak, M. / Witkowski, B. et al. | 2013
- 334
-
Integrated paradigm for sustainable development: A panel data studyAbou-Ali, H. / Abdelfattah, Y. M. et al. | 2013
- 343
-
How an export boom affects unemploymentGaston, N. / Rajaguru, G. et al. | 2013
- 356
-
Foreign aid and tax revenue in UgandaHisali, E. / Ddumba-Ssentamu, J. et al. | 2013
- 366
-
Is the value added tax a useful macroeconomic stabilization instrument?Claus, I. et al. | 2013
- 375
-
The relationship between growth-inequality-poverty triangle and pro-poor growth policies in Pakistan: The twin disappointmentsZaman, K. / Khilji, B. A. et al. | 2013
- 394
-
On the dynamics of convergence in cross-country incomesHashemi, F. et al. | 2013
- 405
-
Monetary policy channels in Brazil through the lens of a semi-structural modelMinella, A. / Souza-Sobrinho, N. F. et al. | 2013
- 420
-
Quantile regression and structural change in the Italian wage equationFurno, M. et al. | 2013
- 435
-
Financial development and energy consumption nexus in Malaysia: A multivariate time series analysisIslam, F. / Shahbaz, M. / Ahmed, A. U. / Alam, M. M. et al. | 2013
- 442
-
OWA-based ANFIS model for TAIEX forecastingCheng, C. H. / Wei, L. Y. / Liu, J. W. / Chen, T. L. et al. | 2013
- 449
-
Guns, highways and economic growth in the United StatesKollias, C. / Paleologou, S. M. et al. | 2013
- 456
-
Devaluation, pass-through and foreign reserves dynamics in a tourism economyChao, C. C. / Lu, L. J. / Lai, C. C. / Hu, S. W. / Wang, V. et al. | 2013
- 462
-
Sentiment asset pricing model with consumptionYang, C. / Zhang, R. et al. | 2013
- 468
-
The relationship between growth and poverty in forecasting framework: Pakistan's future in the year 2035Zaman, K. / Khilji, B. A. et al. | 2013
- 492
-
Multi-period mean-variance asset-liability management with uncontrolled cash flow and uncertain time-horizonYao, H. / Zeng, Y. / Chen, S. et al. | 2013
- 501
-
Which stock exchanges are more attractive? The competition analysis of listing and trading performanceLo, S. F. et al. | 2013
- 510
-
On innovation cycles in a finite discrete R&D gameLuckraz, S. et al. | 2013
- 514
-
D-GMDH: A novel inductive modelling approach in the forecasting of the industrial economyZhang, M. / He, C. / Gu, X. / Liatsis, P. / Zhu, B. et al. | 2013
- 521
-
Pricing and production decisions in a dual-channel supply chain when production costs are disruptedHuang, S. / Yang, C. / Liu, H. et al. | 2013
- 539
-
Impact of heterogeneous beliefs and short sale constraints on security issuance decisionsWang, Y. / Xu, F. / Hu, A. et al. | 2013
- 546
-
Low-inflation-targeting monetary policy and differential unemployment rate: Is monetary policy to be blamed for the financial crisis? - Evidence from major OECD countriesJean Louis, R. / Balli, F. et al. | 2013
- 565
-
Cognitive skills, innovation and technology diffusionMessinis, G. / Ahmed, A. D. et al. | 2013
- 579
-
Factor mobility and skilled-unskilled wage inequality in the presence of internationally traded product varietiesZhang, J. et al. | 2013
- 586
-
Dynamic optimal capital growth with risk constraintsYong, L. / Bo, Z. / Yong, T. et al. | 2013
- 595
-
Has the structural break slowed down growth rates of stock markets?Narayan, P. K. / Narayan, S. / Mishra, S. et al. | 2013
- 602
-
Environmental Kuznets curve: Evidence from the British Household Panel SurveyGiovanis, E. et al. | 2013
- 612
-
Macroeconomic Variables and South African Stock Return PredictabilityGupta, R. / Modise, M. P. et al. | 2013
- 623
-
A new sustainable human development indicator for small island developing states: A reappraisal from data envelopment analysisBlancard, S. / Hoarau, J. F. et al. | 2013
- 636
-
Oil prices and the macroeconomy reconsideration for Germany: Using continuous waveletTiwari, A. K. et al. | 2013
- 643
-
The effects of fiscal spending shocks on the performance of simple monetary policy rulesMalik, A. K. et al. | 2013
- 663
-
Strategic correlativity and network gamesYang, J. / Wu, J. et al. | 2013
- 670
-
Credibility and monetary transmission channels under inflation targeting: An econometric analysis from a developing countryMontes, G. C. et al. | 2013
- 685
-
Heterogeneous technology and the technological catching-up hypothesis: Theory and assessment in the case of MENA countriesSerranito, F. et al. | 2013
- 698
-
North American trade and US monetary policyLagana, G. / Sgro, P. M. et al. | 2013
- 706
-
Simulation model to forecast the consequences of changes introduced into the 2nd pillar of the Polish pension systemMielczarek, B. et al. | 2013
- 715
-
Is parity good? Externalities in professional sportsBiner, B. et al. | 2013
- 721
-
Robust monetary policy under model uncertainty and inflation persistenceQin, L. / Sidiropoulos, M. / Spyromitros, E. et al. | 2013
- 729
-
Foreign penetration and undesirable competitionWang, L. F. / Lee, J. y. et al. | 2013
- 733
-
Regional divergence and club convergence in IndiaGhosh, M. / Ghoshray, A. / Malki, I. et al. | 2013
- 743
-
A comparison of spatial error models through Monte Carlo experimentsKato, T. et al. | 2013
- 754
-
Stock market response to monetary and fiscal policy shocks: Multi-country evidenceChatziantoniou, I. / Duffy, D. / Filis, G. et al. | 2013
- 770
-
Irreversibility, mean reversion, and investment timingWong, K. P. / Yi, L. et al. | 2013
- 776
-
Translating financial integration into correlation risk: A weekly reporting's viewpoint for the volatility behavior of stock marketsGatfaoui, H. et al. | 2013
- 792
-
Dynamic transmission effects between the interest rate, the US dollar, and gold and crude oil pricesWang, Y. S. / Chueh, Y. L. et al. | 2013
- 799
-
Markups and oil prices in CanadaKhan, H. / Kim, B. G. et al. | 2013
- 814
-
Joint determinants of fiscal policy, income inequality and economic growthMuinelo-Gallo, L. / Roca-Sagales, O. et al. | 2013
- 825
-
Economic growth and polluting resources: Market equilibrium and optimal policiesSilva, S. / Soares, I. / Afonso, O. et al. | 2013
- 835
-
Work now, pay later? An empirical analysis of the pension-pay trade offHaynes, J. B. / Sessions, J. G. et al. | 2013
- 844
-
A ridge bootstrap method for analyzing APT effects on the mortgage loan marketSjolander, P. et al. | 2013
- 856
-
Does the exchange rate matter to bilateral trade between Korea and Japan? Evidence from commodity trade dataBaek, J. et al. | 2013
- 863
-
Response of the term structure of forward exchange rate to jump in the interest rateLi, X. P. / Feng, Y. / Wu, C. F. / Xu, W. D. et al. | 2013
- 875
-
An alternative approach to income taxationAn, Z. et al. | 2013
- 879
-
A study on three different dimensional facility location problemsSarkar, B. / Majumder, A. et al. | 2013
- 888
-
Utilitarianism and unequal longevities: A remedy?Leroux, M. L. / Ponthiere, G. et al. | 2013
- 900
-
Income-happiness paradox in Australia: Testing the theories of adaptation and social comparisonPaul, S. / Guilbert, D. et al. | 2013
- 911
-
The asymmetric reaction of monetary policy to inflation and the output gap: Evidence from CanadaKomlan, F. et al. | 2013
- 924
-
An improved inventory model with partial backlogging, time varying deterioration and stock-dependent demandSarkar, B. / Sarkar, S. et al. | 2013
- 933
-
Pricing bond options under a Markovian regime-switching Hull-White modelShen, Y. / Siu, T. K. et al. | 2013
- 941
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Price-level targeting rules and financial shocks: The case of CanadaDib, A. / Mendicino, C. / Zhang, Y. et al. | 2013