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Frontmatter
Published/Copyright:
December 29, 2021
Published Online: 2021-12-29
©2021 Walter de Gruyter GmbH, Berlin/Boston
Articles in the same Issue
- Frontmatter
- Research Articles
- Recovering cointegration via wavelets in the presence of non-linear patterns
- Buffered vector error-correction models: an application to the U.S. Treasury bond rates
- Long-memory modeling and forecasting: evidence from the U.S. historical series of inflation
- Modeling time-varying parameters using artificial neural networks: a GARCH illustration
- Variable elasticity of substitution and economic growth in the neoclassical model
- Fiscal austerity in emerging market economies
- Selecting between causal and noncausal models with quantile autoregressions
Articles in the same Issue
- Frontmatter
- Research Articles
- Recovering cointegration via wavelets in the presence of non-linear patterns
- Buffered vector error-correction models: an application to the U.S. Treasury bond rates
- Long-memory modeling and forecasting: evidence from the U.S. historical series of inflation
- Modeling time-varying parameters using artificial neural networks: a GARCH illustration
- Variable elasticity of substitution and economic growth in the neoclassical model
- Fiscal austerity in emerging market economies
- Selecting between causal and noncausal models with quantile autoregressions