Author of the publication

Information content of commodity futures prices for monetary policy

, and . Economic Modelling, 25 (2): 274--283 (March 2008)

Please choose a person to relate this publication to

To differ between persons with the same name, the academic degree and the title of an important publication will be displayed. You can also use the button next to the name to display some publications already assigned to the person.

 

Other publications of authors with the same name

Information content of commodity futures prices for monetary policy, and . Economic Modelling, 25 (2): 274--283 (March 2008)Copula-based regression models with data missing at random., , and . J. Multivar. Anal., (2020)Economic returns to schooling in urban China: OLS and the instrumental variables approach, and . China Economic Review, 20 (2): 143--152 (June 2009)Testing for a unit root in the presence of a variance shift, and . Economics Letters, 57 (3): 245--253 (Dec 19, 1997)Consumption Growth and the Intertemporal Elasticity of Substitution: Some Evidence from Income Quintile Groups in Japan. Applied Economics Letters, 3 (8): 529-32 (1996)available at http://ideas.repec.org/a/taf/apeclt/v3y1996i8p529-32.html.On a test for structural stability of euler conditions parameters estimated via the generalized method of moments estimator: small sample properties, , and . Econometric Reviews, 15 (1): 97--114 (1996)SEASONAL INTEGRATION FOR DAILY DATA, and . Econometric Reviews, 20 (2): 187--200 (2001)Empirical characteristics of the permanent and transitory components of stock return: analysis in a Markov switching heteroscedasticity framework, and . Economics Letters, 82 (2): 157--165 (February 2004)Oil Price Forecasting Using Supervised GANs with Continuous Wavelet Transform Features., , , , , , and . ICPR, page 830-835. IEEE Computer Society, (2018)Calibration estimation of semiparametric copula models with data missing at random., , and . J. Multivar. Anal., (2019)