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subject:"Business cycle"
subject:"Time series analysis"
~accessRights:"restricted"
~isPartOf:"Applied economics"
~isPartOf:"Econometric reviews"
~isPartOf:"International review of economics & finance : IREF"
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Business cycle
Time series analysis
Estimation
1,001
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197
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197
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184
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184
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171
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Gil-Alaña, Luis A.
6
Moosa, Imad A.
5
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4
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4
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3
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Applied economics
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International review of economics & finance : IREF
Economic modelling
108
Discussion paper / Centre for Economic Policy Research
93
Journal of econometrics
88
Economics letters
73
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
67
Applied economics letters
63
Working paper / National Bureau of Economic Research, Inc.
63
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59
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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ECONIS (ZBW)
148
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1
Flexible markov-switching models with evolving regime-specific parameters : an application to Brazilian business cycles
Gomes, Fábio A.
;
Melo, Lívia C. M.
;
Soave, Gian Paulo
- In:
Applied economics
56
(
2024
)
14
,
pp. 1705-1722
Persistent link: https://www.econbiz.de/10014473203
Saved in:
2
National culture and international business cycle co-movements
Fang, Tong
;
Yin, Libo
- In:
Applied economics
56
(
2024
)
10
,
pp. 1136-1154
Persistent link: https://www.econbiz.de/10014446539
Saved in:
3
Economic integration and consumption risk sharing : a comparison of Eurozone and OECD countries
Beck, Krzysztof
;
Yersh, Valeryia
- In:
International review of economics & finance : IREF
89
(
2024
)
2
,
pp. 784-803
Persistent link: https://www.econbiz.de/10014446814
Saved in:
4
Forecasting stock volatility using pseudo-out-of-sample information
Li, Xiaodan
;
Gong, Xue
;
Ge, Futing
;
Huang, Jingjing
- In:
International review of economics & finance : IREF
90
(
2024
),
pp. 123-135
Persistent link: https://www.econbiz.de/10014446892
Saved in:
5
Estimates of Trade Based Money Laundering within the European Union
Saenz, Mariana
;
Lewer, Joshua J.
- In:
Applied economics
55
(
2023
)
51
,
pp. 5991-6003
Persistent link: https://www.econbiz.de/10014335882
Saved in:
6
On stylized facts of cryptocurrencies returns and their relationship with other assets, with a focus on the impact of COVID-19
Cremaschini, Alessandro
;
Punzón, Antonio
;
Martellucci, …
- In:
Applied economics
55
(
2023
)
32
,
pp. 3675-3688
Persistent link: https://www.econbiz.de/10014299197
Saved in:
7
What drives trend-following profits in stocks? : the role of the trading signals' volatility
Zoicas-Ienciu, Adrian
;
Pochea, Maria Miruna
- In:
Applied economics
55
(
2023
)
32
,
pp. 3788-3805
Persistent link: https://www.econbiz.de/10014299215
Saved in:
8
Unemployment and COVID-19 : an analysis of change in persistence
Bermejo Muñoz, Lorenzo
;
Malmierca-Ordoqui, Maria
; …
- In:
Applied economics
55
(
2023
)
39
,
pp. 4511-4521
Persistent link: https://www.econbiz.de/10014301998
Saved in:
9
Simultaneous bandwidths determination for DK-HAC estimators and long-run variance estimation in nonparametric settings
Belotti, Federico
;
Casini, Alessandro
;
Catania, Leopoldo
; …
- In:
Econometric reviews
42
(
2023
)
3
,
pp. 281-306
Persistent link: https://www.econbiz.de/10014305507
Saved in:
10
Linear time-varying regression with copula-DCC-asymmetric-GARCH models for volatility : the co-movement between industrial electricity demand and financial factors
Kim, Yunsun
;
Hwang, Sun Young
;
Kim, Jong-Min
;
Kim, Sahm
- In:
Applied economics
55
(
2023
)
3
,
pp. 255-272
Persistent link: https://www.econbiz.de/10013494421
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