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Title:Forecasting inflation uncertainty in the G7 countries Author(s):SEGNON, Mawuli; BEKIROS, Stelios D.
; WILFLING, BerndDate:2018Citation:
- Econometrics, 2018, Vol. 6, No. 2, (23)
Type:ArticleAbstract:There is substantial evidence that inflation rates are characterized by long memory and nonlinearities. In this paper, we introduce a long-memory Smooth Transition AutoRegressive Fractionally Integrated Moving Average-Markov ...
; WILFLING, BerndDate:2018Citation:
Title:Essays on contests and conflicts Author(s):ANTSYGINA, AnastasiaDate:2017Citation:
- Florence : European University Institute, 2017
Type:ThesisSeries/Number:EUI PhD theses; Department of EconomicsAbstract:This thesis focuses on contests and conflicts with heterogeneous participants where the asymmetries arise from players’ preferences, skills, or resource constraints. The work consists of two chapters. Each section proposes ...
Date:2017Citation:
Title:Essays in the econometrics of macroeconomic models Author(s):TRYPHONIDES, AndreasDate:2016Citation:
- Florence : European University Institute, 2016
Type:ThesisSeries/Number:EUI PhD theses; Department of EconomicsAbstract:The thesis has focused on issues related to the use of external information in the identification, estimation and evaluation of Dynamic Stochastic General Equilibrium (DSGE) models, and comprises three papers. The first ...
Date:2016Citation:
Title:Which are the SIFIs? : a Component Expected Shortfall (CES) approach to systemic risk Author(s):BANULESCU, Georgiana-Denisa; DUMITRESCU, Elena-IvonaDate:2013Type:Working PaperSeries/Number:EUI MWP; 2013/23Abstract:This paper proposes a component approach to systemic risk which allows to decompose the risk of the aggregate financial system (measured by Expected Shortfall, ES) while accounting for the firm characteristics. Developed ...
Date:2013Type:Working PaperSeries/Number:EUI MWP; 2013/23Abstract:This paper proposes a component approach to systemic risk which allows to decompose the risk of the aggregate financial system (measured by Expected Shortfall, ES) while accounting for the firm characteristics. Developed ...
