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Publications by Nora Traum

Time-Varying Oil Price Volatility and Macroeconomic Aggregates

SSRN Electronic Journal

English

Dynamics of Fiscal Financing in the United States

English

Related publications

Learning and Time-Varying Macroeconomic Volatility

Journal of Economic Dynamics and Control

Applied Mathematics

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Oil Price Volatility & Macroeconomic Fluctuations: Recent Evidence From Mexico

Journal of Applied Business and Economics

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Time-Varying Spot and Futures Oil Price Dynamics

SSRN Electronic Journal

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The Influence of Oil Price Volatility on Selected Macroeconomic Variables in Nigeria

Acta Universitatis Bohemiae Meridionalis

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Investment and Oil Price Volatility

SSRN Electronic Journal

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The Macroeconomic Forecasting Performance of Autoregressive Models With Alternative Specifications of Time-Varying Volatility

Working paper (Federal Reserve Bank of Cleveland)

English

Pricing Commodity Options When the Underlying Futures Price Exhibits Time-Varying Volatility

American Journal of Agricultural Economics

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Testing Explosive Bubbles With Time-Varying Volatility

Econometric Reviews

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Multivariate Option Pricing With Time Varying Volatility and Correlations

SSRN Electronic Journal

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