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Veröffentlicht/Copyright:
5. Oktober 2022
Published Online: 2022-10-05
©2022 Walter de Gruyter GmbH, Berlin/Boston
Artikel in diesem Heft
- Frontmatter
- Research Articles
- What does Google say about credit developments in Brazil?
- Forecasting transaction counts with integer-valued GARCH models
- Asymmetries in the monetary policy reaction function: evidence from India
- A mixture autoregressive model based on Gaussian and Student’s t-distributions
- Time-specific average estimation of dynamic panel regressions
- Rescaled variance tests for seasonal stationarity
Artikel in diesem Heft
- Frontmatter
- Research Articles
- What does Google say about credit developments in Brazil?
- Forecasting transaction counts with integer-valued GARCH models
- Asymmetries in the monetary policy reaction function: evidence from India
- A mixture autoregressive model based on Gaussian and Student’s t-distributions
- Time-specific average estimation of dynamic panel regressions
- Rescaled variance tests for seasonal stationarity
