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type_genre:"Article in journal"
type_genre:"Ranking"
~person:"Koopman, Siem Jan"
~person:"Wohar, Mark E."
~subject:"Time series analysis"
~type_genre:"Bibliografie enthalten"
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Koopman, Siem Jan
Wohar, Mark E.
Gil-Alaña, Luis A.
80
Caporale, Guglielmo Maria
38
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32
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23
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ECONIS (ZBW)
23
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1
Fractional frequency flexible Fourier form (FFFFF) for panel cointegration test
Olayeni, Richard Olaolu
;
Tiwari, Aviral Kumar
;
Wohar, …
- In:
Applied economics letters
28
(
2021
)
6
,
pp. 482-486
Persistent link: https://www.econbiz.de/10012485054
Saved in:
2
Dynamic factor models with clustered loadings : forecasting education flows using unemployment data
Blasques, Francisco
;
Hoogerkamp, Meindert Heres
; …
- In:
International journal of forecasting
37
(
2021
)
4
,
pp. 1426-1441
Persistent link: https://www.econbiz.de/10013274289
Saved in:
3
Accelerating score-driven time series models
Blasques, F.
;
Gorgi, P.
;
Koopman, Siem Jan
- In:
Journal of econometrics
212
(
2019
)
2
,
pp. 359-376
Persistent link: https://www.econbiz.de/10012304023
Saved in:
4
Realized Wishart-GARCH : a score-driven multi-asset volatility model
Gorgi, P.
;
Hansen, Peter Reinhard
;
Janus, Paweł
; …
- In:
Journal of financial econometrics
17
(
2019
)
1
,
pp. 1-32
Persistent link: https://www.econbiz.de/10012054424
Saved in:
5
Common business cycles and volatilities in US states and MSAs : the role of economic uncertainty
Gupta, Rangan
;
Ma, Jun
;
Risse, Marian
;
Wohar, Mark E.
- In:
Journal of macroeconomics
57
(
2018
),
pp. 317-337
Persistent link: https://www.econbiz.de/10012127992
Saved in:
6
Differences of opinion and stock market volatility : evidence from a nonparametric causality-in-quantiles approach
Balcilar, Mehmet
;
Demirer, Rıza
;
Gupta, Rangan
;
Wohar, …
- In:
Journal of economics and finance
42
(
2018
)
2
,
pp. 339-351
Persistent link: https://www.econbiz.de/10012031009
Saved in:
7
Testing for parameter instability across different modeling frameworks
Calvori, Francesco
;
Creal, Drew
;
Koopman, Siem Jan
; …
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 223-246
Persistent link: https://www.econbiz.de/10011987424
Saved in:
8
The cyclicality of fiscal policy : new evidence from unobserved components approach
Bashar, Omar Haider Mohammad Nazmul
;
Bhattacharya, Prasad S.
- In:
Journal of macroeconomics
53
(
2017
),
pp. 222-234
Persistent link: https://www.econbiz.de/10011753436
Saved in:
9
The role of current account balance in forecasting the US equity premium : evidence from a quantile predictive regression approach
Gupta, Rangan
;
Majumdar, Anandamayee
;
Wohar, Mark E.
- In:
Open economies review
28
(
2017
)
1
,
pp. 47-59
Persistent link: https://www.econbiz.de/10011804281
Saved in:
10
Common cycles and common trends in the stock and oil markets : evidence from more than 150 years of data
Balcilar, Mehmet
;
Gupta, Rangan
;
Wohar, Mark E.
- In:
Energy economics
61
(
2017
),
pp. 72-86
Persistent link: https://www.econbiz.de/10011737672
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