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subject:"Business cycle"
subject:"Time series analysis"
~isPartOf:"Economic modelling"
~isPartOf:"Journal of empirical finance"
~isPartOf:"The empirical economics letters : a monthly international journal of economics"
~type_genre:"Aufsatz in Zeitschrift"
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Business cycle
Time series analysis
Estimation
1,369
Schätzung
1,368
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334
Theory
334
Volatility
216
Volatilität
216
Capital income
215
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Caporale, Guglielmo Maria
4
Arčabić, Vladimir
3
Gil-Alaña, Luis A.
3
Tiwari, Aviral Kumar
3
Bekiros, Stelios
2
Bouvatier, Vincent
2
Chang, Tsangyao
2
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Kiani, Khurshid M.
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López-Villavicencio, Antonia
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Mignon, Valérie
2
Nazlıoğlu, Şaban
2
Papell, David H.
2
Paradiso, Antonio
2
Racicot, François-Éric
2
Salisu, Afees A.
2
Théoret, Raymond
2
Wang, Tianyi
2
Ye, Wuyi
2
Abergel, Frédéric
1
Adeleke, Adegoke Ibrahim
1
Ahmed, M. Iqbal
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Akhtaruzzaman, Md.
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1
Aruna, Mothkuri
1
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1
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1
Babikir, Ali
1
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Economic modelling
Journal of empirical finance
The empirical economics letters : a monthly international journal of economics
Applied economics
152
Applied economics letters
124
Journal of econometrics
122
Economics letters
116
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
104
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
99
International journal of forecasting
79
Journal of economic dynamics & control
69
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
69
Energy economics
67
Journal of macroeconomics
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International review of economics & finance : IREF
53
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Journal of monetary economics
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The North American journal of economics and finance : a journal of financial economics studies
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Finance research letters
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European economic review : EER
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Journal of money, credit and banking : JMCB
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International journal of finance & economics : IJFE
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International review of financial analysis
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International journal of economics and finance
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International journal of economics and financial issues : IJEFI
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Journal of risk and financial management : JRFM
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Journal of international financial markets, institutions & money
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Oxford bulletin of economics and statistics
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ECONIS (ZBW)
224
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1
Dissecting the Moroccan business cycle : a trade-based identification of agricultural supply shocks
Elguellab, Ali
;
Ezzahid, Elhadj
- In:
Economic modelling
129
(
2023
),
pp. 1-28
Persistent link: https://www.econbiz.de/10014472011
Saved in:
2
Investor sentiment and global economic conditions
Herculano, Miguel C.
;
Lütkebohmert-Holtz, Eva
- In:
Journal of empirical finance
73
(
2023
),
pp. 134-152
Persistent link: https://www.econbiz.de/10014477003
Saved in:
3
On the significance of quality-of-capital news shocks
Herrera, Luis
;
Vázquez, Jesús
- In:
Economic modelling
124
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014463173
Saved in:
4
Effects of external shocks on macroeconomic fluctuations in Pacific Alliance countries
Rodriguez, Gabriel
;
Vassallo, Renato
;
Castillo B., Paul
- In:
Economic modelling
124
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014463282
Saved in:
5
Testing factor models when asset bubbles occur : a time-varying perspective
Yu, Lu
;
Li, Yanglin
- In:
Economic modelling
124
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014463291
Saved in:
6
Forecasting intraday market risk : a marked self-exciting point process with exogenous renewals
Stindl, Tom
- In:
Journal of empirical finance
70
(
2023
),
pp. 182-198
Persistent link: https://www.econbiz.de/10014423627
Saved in:
7
How do monetary shock, financial crisis, and quotation reform affect the long memory of exchange rate volatility? : evidence from major currencies
Wang, Xinyu
;
Qi, Zikang
;
Huang, Jianglu
- In:
Economic modelling
120
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014383984
Saved in:
8
Forecasting dividend growth : the role of adjusted earnings yield
Yu, Deshui
;
Huang, Difang
;
Li, Chen
;
Li, Luyang
- In:
Economic modelling
120
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014384127
Saved in:
9
A regime-switching model of stock returns with momentum and mean reversion
Giner, Javier
;
Zakamulin, Valeriy
- In:
Economic modelling
122
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014388630
Saved in:
10
Regime-dependent effects of macroeconomic uncertainty on realized volatility in the US stock market
Liu, Wei
;
Garrett, Ian
- In:
Economic modelling
128
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014464307
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