Browsing Department of Economics (ECO) by Subject "C14"

DSpace/Manakin Repository

Browsing Department of Economics (ECO) by Subject "C14"

Sort by: Order: Results:

  • Icon
    Title: The Multiscale Causal Dynamics of Foreign Exchange Markets  Author(s): BEKIROS, Stelios D.; MARCELLINO, Massimiliano Date: 2011 Type of Publication: Working Paper Series/Report no.: EUI ECO Abstract: This paper relies on wavelet multiresolution analysis to capture the dependence structure of currency markets and reveal the complex dynamics across different timescales. It investigates the nature and direction of causal ...
  • Icon
    Title: Nonlinear Causality Testing with Stepwise Multivariate Filtering  Author(s): BEKIROS, Stelios D. Date: 2011 Type of Publication: Working Paper Series/Report no.: EUI ECO Abstract: This study explores the direction and nature of causal linkages among six currencies denoted relative to United States dollar (USD), namely Euro (EUR), Great Britain Pound (GBP), Japanese Yen (JPY), Swiss Frank (CHF), ...
  • Icon
    Title: How to Attain Minimax Risk with Applications to Distribution-Free Nonparametric Estimation and Testing  Author(s): SCHLAG, Karl H. Date: 2007 Type of Publication: Working Paper Series/Report no.: EUI ECO Abstract: We show how to a derive exact distribution-free nonparametric results for minimax risk when underlying random variables have known finite bounds and means are the only parameters of interest. Transform the data with a ...
  • Icon
    Title: Semiparametric Methods for the Measurement of Latent Attitudes and the Estimation of Their Behavioural Consequences  Author(s): SPADY, Richard Date: 2007 Type of Publication: Working Paper Series/Report no.: EUI ECO Abstract: We model attitudes as latent variables that induce stochastic dominance relations in (item) responses. Observable characteristics that affect attitudes can be incorporated into the analysis to improve the measurement of ...