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Output gaps, inflation and financial cycles in the United Kingdom

Melolinna, Marko; Tóth, Máté - 2016

Persistent link: https://www.econbiz.de/10011443353

Data uncertainty, the output gap and monetary policy in the United Kingdom

Chamberlin, Graeme - In: International journal of economics and finance 7 (2015) 1, pp. 129-146

Persistent link: https://www.econbiz.de/10010471693

Predictable recoveries

Cai, Xiaoming; Den Haan, Wouter J.; Pinder, Jonathan - 2015

Persistent link: https://www.econbiz.de/10012171647

Stock market price indices modelling by a small scale Bayesian VAR : the case of British FTSE and German DAX index

Bikár, Miloš; Hodula, Martin - In: Ekonomický časopis : časopis pre ekonomickú … 64 (2016) 8, pp. 737-750

Persistent link: https://www.econbiz.de/10011582851

Forecasting the real output using fractionally integrated techniques

Gil-Alaña, Luis A. - 2001

Persistent link: https://www.econbiz.de/10001597000

Forecasting the real output using fractionally integrated techniques

Gil-Alaña, Luis A. - In: Applied economics 36 (2004) 14, pp. 1583-1589

Persistent link: https://www.econbiz.de/10002157933

Forecasting the real output using fractionally integrated techniques

Gil-Alaña, Luis A. - 2001

The annual structure of the real GDP in the UK, France, Germany and Italy is examined in this article by means of …-mean-reverting. The forecasting properties of the selected models for each country are also examined at the end of the article. -- Long …

Persistent link: https://www.econbiz.de/10009613608

Does the macroeconomy predict UK asset returns in a nonlinear fashion? : comprehensive out-of-sample evidence

Guidolin, Massimo; Hyde, Stuart; McMillan, David G.; … - 2010

Persistent link: https://www.econbiz.de/10008668600

Does the macroeconomy predict UK asset returns in an nonlinear fashion? : comprehensive out-of-sample evidence

Guidolin, Massimo; Hyde, Stuart; McMillan, David G.; … - 2010

We perform a comprehensive examination of the recursive, comparative predictive performance of a number of linear and non-linear models for UK stock and bond returns. We estimate Markov switching, threshold autoregressive (TAR), and smooth transition autoregressive (STR) regime switching models,...

Persistent link: https://www.econbiz.de/10008990694

Does the macroeconomy predict UK asset returns in a nonlinear fashion? : comprehensive out-of-sample evidence

Guidolin, Massimo; Hyde, Stuart; McMillan, David G.; … - In: Oxford bulletin of economics and statistics 76 (2014) 4, pp. 510-535

Persistent link: https://www.econbiz.de/10010474888