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Titlebook: Advances in Time Series Data Methods in Applied Economic Research; International Confer Nicholas Tsounis,Aspasia Vlachvei Conference procee

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John W. Clark,Manfred L. Ristigfrom 21 October 1997 to 31 May 2017. The results of our work showed that there is neither transmission of shocks nor volatility spillover between the two markets. Moreover, it was found that the conditional volatility of the returns for both indices is affected only by their own shocks and their own lagged conditional volatility.
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Does Credibility Matter for Interest Rate Changes and Output Gaps? Econometric Experiment for an Emedibility and performing VAR and Markov-Switching (MS) models, we found robust results suggesting a negative effect of credibility gains on interest rate changes and output gaps, thereby confirming the hypothesis for the Brazilian economy.
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Inflation, Unemployment and the NAIRU in Poland,riables for the aforementioned period. Finally, the findings of Toda and Yamamoto (J Econometrics 66:225–250, .) analysis indicate a unidirectional causality between unemployment rate and inflation with direction from unemployment rate to inflation. Policy implications are then explored in the conclusions.
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Volatility Between Oil Prices and Stock Returns of Dow Jones Index: A Bivariate GARCH (BEKK) Approafrom 21 October 1997 to 31 May 2017. The results of our work showed that there is neither transmission of shocks nor volatility spillover between the two markets. Moreover, it was found that the conditional volatility of the returns for both indices is affected only by their own shocks and their own lagged conditional volatility.
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