Annals of Economics and Statistics, No. 123/124, SPECIAL ISSUE ON RECENT DEVELOPMENTS IN FINANCIAL ECONOMETRICS (December 2016), pp. 333-361 (29 pages) https://doi ...

The Premier League believes its referees are setting a model for VAR that other leagues want to follow as the latest stats showed video review errors are down 35% on last season. After 23 rounds ...

As chaos grips markets in the wake of the US government imposing a vast array of import tariffs, banks’ trading risk models are coming under strain. European bank sources, however, say it is too early ...

This paper uses the Global VAR (GVAR) model proposed by Pesaran et al. (2004) to study cross-country linkages among euro area countries, other advanced European countries (including the Nordics, the ...