Stochastic volatility demand systems

DOI10.1080/07474938.2014.977091OpenAlexW2017736416MaRDI QIDQ5864632

Maksim Isakin, Apostolos Serletis

Publication date: 8 June 2022

Published in: Econometric Reviews (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474938.2014.977091

zbMATH Keywords

volatilityflexible functional forms

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Related Items (1)

Functional monetary aggregates, monetary policy, and business cycles

Cites Work

• Consumer preferences and demand systems
• The Müntz-Szatz demand system. An application of a globally well behaved series expansion
• Bounding quantile demand functions using revealed preference inequalities
• How many consumers are rational?
• On the bias in flexible functional forms and an essentially unbiased form. The Fourier flexible form
• Long memory relationships and the aggregation of dynamic models
• Generalized autoregressive conditional heteroscedasticity
• Conditional Heteroskedasticity in Asset Returns: A New Approach
• Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
• A variant on the argument for the invariance of estimators in a singular system of equations

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