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isPartOf:"The journal of economics"
subject:"Forecasting model"
~isPartOf:"Applied economics letters"
~subject:"Purchasing power parity"
~subject:"Zeitreihenanalyse"
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Forecasting model
Purchasing power parity
Zeitreihenanalyse
Estimation
1,227
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Chang, Tsangyao
29
Su, Chi-Wei
13
Gil-Alaña, Luis A.
10
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7
Lee, Chia-hao
7
Chang, Hsu-Ling
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Caporale, Guglielmo Maria
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4
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4
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3
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3
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3
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3
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3
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3
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3
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3
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2
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2
Carcel, Hector
2
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2
Cook, Steven
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Liu, Siyue
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2
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The journal of economics
Applied economics letters
Applied economics
207
Economic modelling
168
International journal of forecasting
162
Journal of econometrics
153
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
131
CESifo working papers
128
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
120
Journal of forecasting
119
Economics letters
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Finance research letters
109
Journal of international money and finance
107
International review of economics & finance : IREF
106
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89
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The North American journal of economics and finance : a journal of financial economics studies
80
International review of financial analysis
76
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
73
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70
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65
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63
International journal of finance & economics : IJFE
61
Econometric reviews
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The empirical economics letters : a monthly international journal of economics
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ECONIS (ZBW)
226
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1
Non-linearities and persistence in US long-run interest rates
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Applied economics letters
29
(
2022
)
4
,
pp. 366-370
Persistent link: https://www.econbiz.de/10012803550
Saved in:
2
Fourier nonlinear quantile unit root test of purchasing power parity in cryptocurrencies
Goswami, Gour G.
;
Saha, Tapas Kumar
- In:
Applied economics letters
31
(
2024
)
4
,
pp. 312-322
Persistent link: https://www.econbiz.de/10014468817
Saved in:
3
Measuring the persistence degree of shocks to the US tourism markets : new evidence for COVID-19 pandemic period
Peng, Yi-Ting
;
Chang, Tsangyao
;
Ranjbar, Omid
;
Li, Fangjhy
- In:
Applied economics letters
31
(
2024
)
5
,
pp. 422-431
Persistent link: https://www.econbiz.de/10014469924
Saved in:
4
Newspaper-based equity uncertainty or implied volatility index : new evidence from oil market volatility predictability
Lu, Xinjie
;
Ma, Feng
;
Li, Pan
;
Li, Tao
- In:
Applied economics letters
30
(
2023
)
7
,
pp. 960-964
Persistent link: https://www.econbiz.de/10014303607
Saved in:
5
Forecasting exchange rate markets' volatility of G7 countries : will stock market volatility help?
Zhang, Feipeng
;
Zhang, Zhao
- In:
Applied economics letters
30
(
2023
)
7
,
pp. 991-999
Persistent link: https://www.econbiz.de/10014303619
Saved in:
6
Does forward guidance of the ECB matter for the accuracy of private sector inflation forecasts?
Burden, David
;
Fendel, Ralf
;
Zimmermann, Lilli
- In:
Applied economics letters
30
(
2023
)
9
,
pp. 1213-1217
Persistent link: https://www.econbiz.de/10014303844
Saved in:
7
Is idiosyncratic tail risk priced in the cross-section of bond returns? : evidence from Chinese bond markets
Huang, Wei-Qiang
;
Zhang, Jing
;
Liu, Peipei
- In:
Applied economics letters
30
(
2023
)
10
,
pp. 1318-1326
Persistent link: https://www.econbiz.de/10014304235
Saved in:
8
How to predict the economic growth rates of a country? : a DSGE model with the accumulation of human capital
Mu, Junlin
;
Yan, Lipeng
- In:
Applied economics letters
30
(
2023
)
11
,
pp. 1540-1560
Persistent link: https://www.econbiz.de/10014304416
Saved in:
9
The effectiveness of Covid-19 vaccination : time series evidence from the UK
Moosa, Imad A.
;
Merza, Ebrahim
;
Alsabah, Duaij
- In:
Applied economics letters
30
(
2023
)
13
,
pp. 1728-1733
Persistent link: https://www.econbiz.de/10014304997
Saved in:
10
Prediction accuracy of volatility using the score-driven Meixner distribution : an application to the Dow Jones
Blazsek, Szabolcs
;
Licht, Adrian
- In:
Applied economics letters
29
(
2022
)
2
,
pp. 111-117
Persistent link: https://www.econbiz.de/10012803390
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