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subject:"Wechselkurs"
subject:"Zeitreihenanalyse"
~person:"Franses, Philip Hans"
~person:"Westerlund, Joakim"
~subject:"Panel"
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Wechselkurs
Zeitreihenanalyse
Panel
Schätzung
104
Estimation
103
Forecasting model
33
Prognoseverfahren
33
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32
Time series analysis
29
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24
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24
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13
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13
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Franses, Philip Hans
Westerlund, Joakim
Caporale, Guglielmo Maria
199
Gil-Alaña, Luis A.
178
Bahmani-Oskooee, Mohsen
81
Gupta, Rangan
80
Pesaran, M. Hashem
70
Koopman, Siem Jan
54
Narayan, Paresh Kumar
49
Baltagi, Badi H.
48
Gao, Jiti
46
Chang, Tsangyao
44
Belke, Ansgar
43
Kapetanios, George
39
MacDonald, Ronald
39
Tiwari, Aviral Kumar
39
McAleer, Michael
38
Cheung, Yin-Wong
37
Beckmann, Joscha
35
Herwartz, Helmut
33
Afonso, António
32
Chinn, Menzie David
32
Marcellino, Massimiliano
28
Härdle, Wolfgang
27
Linton, Oliver
27
Phillips, Peter C. B.
27
Pierdzioch, Christian
27
Koop, Gary
26
Apergēs, Nikolaos
24
Bollerslev, Tim
24
Chudik, Alexander
24
Lucas, André
24
Rault, Christophe
24
Chang, Chia-Lin
23
Dreger, Christian
23
Moosa, Imad A.
23
Panagiōtidēs, Theodōros
23
Diebold, Francis X.
22
Egger, Peter
22
Georgiou, Miltiades N.
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5
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3
Report / Erasmus Center for Financial Research, Erasmus University
3
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2
Emerging markets review
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2
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2
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ECONIS (ZBW)
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Autoregressive conditional durations : an application to the Surinamese dollar versus the US dollar exchange rate
Ooft, Gavin
;
Franses, Philip Hans
;
Bhaghoe, Sailesh
- In:
Review of development economics : an essential resource …
27
(
2023
)
4
,
pp. 2618-2637
Persistent link: https://www.econbiz.de/10014427710
Saved in:
2
Structural breaks in interactive effects panels and the stock market reaction to COVID-19
Karavias, Yiannis
;
Narayan, Paresh Kumar
;
Westerlund, Joakim
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 653-666
Persistent link: https://www.econbiz.de/10014448426
Saved in:
3
Multiple structural breaks in interactive effects panel data and the impact of quantitative easing on bank lending
Ditzen, Jan
;
Karavias, Yiannis
;
Westerlund, Joakim
-
2023
Persistent link: https://www.econbiz.de/10014232099
Saved in:
4
A factor-augmented new Keynesian Phillips curve for the European Union countries
Norkutė, Milda
;
Westerlund, Joakim
-
2023
Persistent link: https://www.econbiz.de/10013502506
Saved in:
5
Panel data measures of price discovery
Karabiyik, Hande
;
Westerlund, Joakim
;
Narayan, Paresh Kumar
- In:
Econometric reviews
41
(
2022
)
3
,
pp. 269-290
Persistent link: https://www.econbiz.de/10013364880
Saved in:
6
An introduction to time-varying lag autoregression
Franses, Philip Hans
-
2020
Persistent link: https://www.econbiz.de/10012216295
Saved in:
7
Estimating the speed of adjustment of leverage in the presence of interactive effects
Westerlund, Joakim
;
Karabiyik, Hande
;
Narayan, Paresh Kumar
- In:
Journal of financial econometrics
20
(
2022
)
5
,
pp. 942-960
Persistent link: https://www.econbiz.de/10013460044
Saved in:
8
CCE in heterogenous fixed-T panels
Westerlund, Joakim
;
Kaddoura, Yousef
- In:
The econometrics journal
25
(
2022
)
3
,
pp. 719-738
Persistent link: https://www.econbiz.de/10013399863
Saved in:
9
Real GDP growth in Africa, 1963-2016
Franses, Philip Hans
;
Vasilev, Simeon
-
2019
Persistent link: https://www.econbiz.de/10012149754
Saved in:
10
Stochastic levels and duration dependence in US unemployment
Bruijn, Bert de
;
Franses, Philip Hans
-
2015
Persistent link: https://www.econbiz.de/10011432575
Saved in:
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