Details about David NETO

Access statistics for papers by David NETO.

Last updated 2018-06-05. Update your information in the RePEc Author Service.

Short-id: pne324

Journal Articles

2016

1. Extracting volatility signal using maximum a posteriori estimation
   Physica A: Statistical Mechanics and its Applications, 2016, 461, (C), 788-794

2015

2. Revisiting the Fisher parity consistency for the Swiss economy around the modification of the National Bank?s monetary policy strategy
   International Economics, 2015, (144), 83-94
   Also in International Economics, 2015, 144, (C), 83-94 (2015)
3. Testing for and dating structural break in smooth time-varying cointegration parameters, with an application to retail gasoline price and crude oil price long-run relationship
   Empirical Economics, 2015, 49, (3), 909-928

2014

4. The FMLS-based CUSUM statistic for testing the null of smooth time-varying cointegration in the presence of a structural break
   Economics Letters, 2014, 125, (2), 208-211 View citations (1)
5. Tocilizumab in the Treatment of Rheumatoid Arthritis: A Cost-Effectiveness Analysis in the UK
   PharmacoEconomics, 2014, 32, (8), 775-787 View citations (2)

2012

6. Moments structure of ℓ 1 -stochastic volatility models
   Quality & Quantity: International Journal of Methodology, 2012, 46, (6), 1947-1952
7. Testing Uncovered Interest Rate Parity and Term Structure Using a Three‐regime Threshold Unit Root VECM: An Application to the Swiss ‘Isle’ of Interest Rates
   Oxford Bulletin of Economics and Statistics, 2012, 74, (2), 180-202 View citations (10)
8. Testing and estimating time-varying elasticities of Swiss gasoline demand
   Energy Economics, 2012, 34, (6), 1755-1762 View citations (20)

2011

9. Testing the ‘Inaction Corridor’ in a Three‐Regime Threshold Error Correction Model with an Application to a Buffer‐Stock Model for US Money Demand
   Economic Notes, 2011, 40, (1-2), 29-43 View citations (1)

2006

10. Dépendance non-monotone: Une application à la relation rendement-volume
    Annals of Economics and Statistics, 2006, (82), 187-216

2004

11. Equity market interdependence: the relationship between European and US stock markets
    Financial Stability Review, 2004, (4), 108-126 View citations (8)