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Details about David NETO

Workplace:United Nations Conference on Trade and Development (UNCTAD), United Nations, (more information at EDIRC)

Access statistics for papers by David NETO.

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

Short-id: pne324


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Journal Articles

2016

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

2015

  1. 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 Downloads
    Also in International Economics, 2015, 144, (C), 83-94 (2015) Downloads
  2. 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 Downloads

2014

  1. 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 Downloads View citations (1)
  2. Tocilizumab in the Treatment of Rheumatoid Arthritis: A Cost-Effectiveness Analysis in the UK
    PharmacoEconomics, 2014, 32, (8), 775-787 Downloads View citations (2)

2012

  1. Moments structure of ℓ 1 -stochastic volatility models
    Quality & Quantity: International Journal of Methodology, 2012, 46, (6), 1947-1952 Downloads
  2. 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 Downloads View citations (9)
  3. Testing and estimating time-varying elasticities of Swiss gasoline demand
    Energy Economics, 2012, 34, (6), 1755-1762 Downloads View citations (9)

2011

  1. 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 Downloads View citations (1)

2006

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

2004

  1. Equity market interdependence: the relationship between European and US stock markets
    Financial Stability Review, 2004, (4), 108-126 View citations (5)
 
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