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Fountas, S., Karanasos, M. and Karanassou, M. (2000) 'GARCH Model of Inflation and Inflation Uncertainty with Simultaneous Feedback.'.

Scholarly Edition

Fountas, S., Karanasos, M. and Karanassou, M. (2000) 'A GARCH Model of Inflation and Inflation Uncertainty with Simultaneous Feedback'.

Scholarly Edition

Coto-Martinez, J. and Dixon, H. (1999) 'Fiscal Policy in an Imperfectly Competitive Dynamic Small Open Economy'. University of York.

Scholarly Edition

Karanasos, M. (1999) 'The second moment and the autocovariance function of the squared errors of the GARCH model'. Journal of Econometrics, 90 (1). pp. 63 - 76. ISSN: 0304-4076

Journal article

Karanasos, M. (1998) 'A NEW METHOD FOR OBTAINING THE AUTOCOVARIANCE OF AN ARMA MODEL: AN EXACT FORM SOLUTION'. Econometric Theory, 14 (05). pp. 622 - 640.

Journal article

Karanasos, M. (1998) 'The 2nd Moment and the Autocovariance function of the Squared Errors of the GARCH Model'.

Scholarly Edition

Karanasos, M. (1998) 'A new method for obtaining the autocovariance of an arma model: An exact form solution'. Econometric Theory, 14 (5). pp. 622 - 640. ISSN: 0266-4666

Journal article

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