Details about Thomas Elger
Access statistics for papers by Thomas Elger.
Last updated 2024-01-05. Update your information in the RePEc Author Service.
Short-id: pel23
Jump to Journal Articles Chapters
Working Papers
2007
- Freight Transportation Activity, Business Cycles and Trend Growth
Working Papers, Lund University, Department of Economics View citations (2)
- Mean-Variance vs. Full-Scale Optimization: Broad Evidence for the UK
Working Papers, Lund University, Department of Economics View citations (2)
Also in Working Papers, Federal Reserve Bank of St. Louis (2007) View citations (2)
2006
- Forecasting Inflation: the Relevance of Higher Moments
Computing in Economics and Finance 2006, Society for Computational Economics
2005
- The Optimal Level of Monetary Aggregation in the UK
Working Papers, Lund University, Department of Economics View citations (5)
2004
- Toward a Unified Approach to Testing for Weak Separability
Working Papers, Lund University, Department of Economics View citations (3)
See also Journal Article Toward a unified approach to testing for weak separability, Economics Bulletin, AccessEcon (2005) View citations (2) (2005)
- Vector autoregressive models versus neural networks in forecasting: an application to Euro-inflation and divisia money
Money Macro and Finance (MMF) Research Group Conference 2003, Money Macro and Finance Research Group
2002
- The UK Personal Sector Demand for Risky Money
Working Papers, Lund University, Department of Economics View citations (3)
Journal Articles
2012
- Swedish Freight Demand: Short, Medium, and Long-term Elasticities
Journal of Transport Economics and Policy, 2012, 46, (1), 79-97 View citations (2)
2010
- Inflation forecasting, relative price variability and skewness
Applied Economics Letters, 2010, 17, (6), 593-596 View citations (3)
2009
- Admissible monetary aggregates for the euro area
Journal of International Money and Finance, 2009, 28, (1), 99-114 View citations (12)
- Monetary models of exchange rates and sweep programs
Applied Financial Economics, 2009, 19, (14), 1117-1129 View citations (3)
2008
- A NOTE ON THE OPTIMAL LEVEL OF MONETARY AGGREGATION IN THE UNITED KINGDOM
Macroeconomic Dynamics, 2008, 12, (1), 117-131 View citations (10)
- Can rejections of weak separability be attributed to random measurement errors in the data?
Economics Letters, 2008, 99, (1), 44-47 View citations (13)
- MEAN–VARIANCE VERSUS FULL‐SCALE OPTIMIZATION: BROAD EVIDENCE FOR THE UK
Manchester School, 2008, 76, (s1), 134-156 View citations (2)
- Monetary policy and monetary asset substitution
Economics Letters, 2008, 99, (1), 18-22 View citations (6)
- Retail sweep programs and monetary asset substitution
Economics Letters, 2008, 99, (1), 159-163 View citations (5)
2006
- Forecasting with Monetary Aggregates: Recent Evidence for the United States
Journal of Economics and Business, 2006, 58, (5-6), 428-446 View citations (11)
- Predictable non-linearities in U.S. inflation
Economics Letters, 2006, 93, (3), 323-328 View citations (13)
2005
- A comparison of linear forecasting models and neural networks: an application to Euro inflation and Euro Divisia
Applied Economics, 2005, 37, (6), 665-680 View citations (34)
- Sweep programs and optimal monetary aggregation
Journal of Banking & Finance, 2005, 29, (2), 483-508 View citations (44)
- Toward a unified approach to testing for weak separability
Economics Bulletin, 2005, 3, (20), 1-7 View citations (2)
See also Working Paper Toward a Unified Approach to Testing for Weak Separability, Working Papers (2004) View citations (3) (2004)
2004
- The UK Household Sector Demand for Risky Money
The B.E. Journal of Macroeconomics, 2004, 4, (1), 22 View citations (8)
Chapters
2004
- TOOLS FOR NON-LINEAR TIME SERIES FORECASTING IN ECONOMICS – AN EMPIRICAL COMPARISON OF REGIME SWITCHING VECTOR AUTOREGRESSIVE MODELS AND RECURRENT NEURAL NETWORKS
A chapter in Applications of Artificial Intelligence in Finance and Economics, 2004, pp 71-91
|
The links between different versions of a paper are constructed automatically by matching on the titles.
Please contact if a link is incorrect.
Use this form
to add links between versions where the titles do not match.
|