Contact
2019
Mixed causal-noncausal ar processes and the modelling of explosive bubbles
Econometric theory, vol. 35, iss. 6, pp. 1234-1270, 2019.
By S. Fries and J. -M. Zakoian@article{Fries20191234, author={Fries, S. and Zakoian, J.-M.}, title={MIXED CAUSAL-NONCAUSAL AR PROCESSES and the MODELLING of EXPLOSIVE BUBBLES}, journal={Econometric Theory}, year={2019}, volume={35}, number={6}, pages={1234-1270}, doi={10.1017/S0266466618000452}, url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85079505607&doi=10.1017%2fS0266466618000452&partnerID=40&md5=44923d48e5b18208c481320bcbe978e0}, publisher={Cambridge University Press}, }
2018
National natural rates of interest and the single monetary policy in the euro area
Journal of applied econometrics, vol. 33, iss. 6, pp. 763-779, 2018.
By S. Fries, J. -S. Mésonnier, S. Mouabbi, and J. -P. Renne@article{Fries2018763, author={Fries, S. and Mésonnier, J.-S. and Mouabbi, S. and Renne, J.-P.}, title={National natural rates of interest and the single monetary policy in the euro area}, journal={Journal of Applied Econometrics}, year={2018}, volume={33}, number={6}, pages={763-779}, doi={10.1002/jae.2637}, url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85054189150&doi=10.1002%2fjae.2637&partnerID=40&md5=0e9dd3b6b0e722939a1ed7ad444e8719}, publisher={John Wiley and Sons Ltd}, }