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Applied economics letters
International journal of forecasting
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136
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ECONIS (ZBW)
92
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1
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:
2
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:
3
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:
4
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:
5
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:
6
Is the German labour market granular?
Kovalenko, Tim
;
Schnabel, Claus
;
Stüber, Heiko
- In:
Applied economics letters
29
(
2022
)
1
,
pp. 41-48
Persistent link: https://www.econbiz.de/10012803331
Saved in:
7
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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8
Can demographic structures help predict equity premiums? : evidence from a panel with cross-section dependence
Kim, Seonghoon
;
Moon, Seongman
- In:
Applied economics letters
29
(
2022
)
7
,
pp. 635-639
Persistent link: https://www.econbiz.de/10013171008
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9
Firm-level TFP convergence : an application to the German electricity and gas industry
Albulescu, Claudiu Tiberiu
;
Miclea, Serban
;
Grecu, Eugenia
- In:
Applied economics letters
29
(
2022
)
9
,
pp. 805-811
Persistent link: https://www.econbiz.de/10013411785
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10
Business-cycle reports and the efficiency of macroeconomic forecasts for Germany
Foltas, Alexander
;
Pierdzioch, Christian
- In:
Applied economics letters
29
(
2022
)
10
,
pp. 867-872
Persistent link: https://www.econbiz.de/10013411808
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11
Forecasting charge-off rates with a panel Tobit model : the role of uncertainty
Sheng, Xin
;
Gupta, Rangan
;
Ji, Qiang
- In:
Applied economics letters
29
(
2022
)
10
,
pp. 927-931
Persistent link: https://www.econbiz.de/10013411847
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12
Labour reallocation and total factor productivity losses from financial constraints in the Buera-Shin model
Han, Minsoo
- In:
Applied economics letters
29
(
2022
)
16
,
pp. 1483-1488
Persistent link: https://www.econbiz.de/10013412211
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13
A note on oil price shocks and the forecastability of gold realized volatility
Demirer, Rıza
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
Applied economics letters
28
(
2021
)
21
,
pp. 1889-1897
Persistent link: https://www.econbiz.de/10012697706
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14
Cryptocurrency return reversals
Kozlowski, Steven E.
;
Puleo, Michael R.
;
Zhou, Jizhou
- In:
Applied economics letters
28
(
2021
)
11
,
pp. 887-893
Persistent link: https://www.econbiz.de/10012589685
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15
Forecasting stock market volatility using implied volatility : evidence from extended realized EGARCH-MIDAS model
Wu, Xinyu
;
Wang, Xiaona
;
Wang, Haiyun
- In:
Applied economics letters
28
(
2021
)
11
,
pp. 915-920
Persistent link: https://www.econbiz.de/10012589699
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16
Effect of uncertainty on U.S. stock returns and volatility : evidence from over eighty years of high-frequency data
Gupta, Rangan
;
Marfatia, Hardik A.
;
Olson, Eric
- In:
Applied economics letters
27
(
2020
)
16
,
pp. 1305-1311
Persistent link: https://www.econbiz.de/10012267127
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17
Sentiment's effect on the variance of stock returns
Olson, Eric
;
Nowak, Adam
- In:
Applied economics letters
27
(
2020
)
18
,
pp. 1469-1473
Persistent link: https://www.econbiz.de/10012315615
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18
The source of real oil price fluctuations: a fresh view from the frequency domain
Yanfeng, Wei
;
Zhang, Liguo
;
Li, Qirui
- In:
Applied economics letters
27
(
2020
)
17
,
pp. 1395-1399
Persistent link: https://www.econbiz.de/10012313055
Saved in:
19
Random effects probit and logit : understanding predictions and marginal effects
Bland, James R.
;
Cook, Amanda C.
- In:
Applied economics letters
26
(
2019
)
2
,
pp. 116-123
Persistent link: https://www.econbiz.de/10012204145
Saved in:
20
An N-dimensional generalization of the Amiti-Weinstein estimator
Nagengast, A. J.
- In:
Applied economics letters
26
(
2019
)
8
,
pp. 669-676
Persistent link: https://www.econbiz.de/10012204305
Saved in:
21
Biased and neutral technological change : empirical evidence from a sample of OECD countries
Feder, Christophe
- In:
Applied economics letters
26
(
2019
)
11
,
pp. 943-947
Persistent link: https://www.econbiz.de/10012204446
Saved in:
22
Agglomeration economies in urban retailing : are there productivity spillovers when big-box retailers enter urban markets?
Li, Yujiao
;
Håkansson, Johan
;
Mihaescu, Oana
;
Rudholm, …
- In:
Applied economics letters
26
(
2019
)
19
,
pp. 1586-1589
Persistent link: https://www.econbiz.de/10012204853
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23
Foreign direct investment and productivity spillovers : is China different?
Fan, Hongzhong
;
He, Shi
;
Kwan, Yum-keung
- In:
Applied economics letters
26
(
2019
)
20
,
pp. 1675-1682
Persistent link: https://www.econbiz.de/10012204878
Saved in:
24
Internet penetration, human capital and economic growth in the ASEAN economies : evidence from a translog production function
Haini, Hazwan
- In:
Applied economics letters
26
(
2019
)
21
,
pp. 1774-1778
Persistent link: https://www.econbiz.de/10012204928
Saved in:
25
NAIRU and productivity shocks : evidence from three gigantic economies
Mohebi, Mehdi
;
Komijani, Akbar
- In:
Applied economics letters
25
(
2018
)
12
,
pp. 847-852
Persistent link: https://www.econbiz.de/10012130450
Saved in:
26
A new perspective on the exporter productivity premium : online trade
Duch-Brown, Néstor
;
Martens, Bertin
- In:
Applied economics letters
25
(
2018
)
14
,
pp. 989-993
Persistent link: https://www.econbiz.de/10012131662
Saved in:
27
Does default point vary with firm size?
Zhang, Yaojie
;
Shi, Benshan
- In:
Applied economics letters
25
(
2018
)
15
,
pp. 1078-1082
Persistent link: https://www.econbiz.de/10012132343
Saved in:
28
Monetary policy surprises and firm-level stock return predictability : evidence from a new panel-based approach
Floro, Danvee
- In:
Applied economics letters
25
(
2018
)
17
,
pp. 1255-1260
Persistent link: https://www.econbiz.de/10012135374
Saved in:
29
Complementarities between firm-sponsored training and information technology use
Dostie, Benoît
- In:
Applied economics letters
25
(
2018
)
19
,
pp. 1364-1367
Persistent link: https://www.econbiz.de/10012137359
Saved in:
30
Backtesting expected shortfall : evidence from European securitized real estate
Almudhaf, Fahad
- In:
Applied economics letters
25
(
2018
)
3
,
pp. 176-182
Persistent link: https://www.econbiz.de/10011853830
Saved in:
31
Asymmetric effects of shocks on TFP
Arbex, Marcelo
;
Caetano, Sidney Martins
;
Souza, Michel …
- In:
Applied economics letters
25
(
2018
)
3
,
pp. 206-210
Persistent link: https://www.econbiz.de/10011853843
Saved in:
32
The impact of the Great Recession on TFP convergence among EU countries
Añón Higon, María Dolores
;
Mañez Castillejo, Juan A.
; …
- In:
Applied economics letters
25
(
2018
)
6
,
pp. 393-396
Persistent link: https://www.econbiz.de/10011854554
Saved in:
33
Re-assessing international stock return predictability : evidence from directional accuracy and excess profitability tests
Siliverstovs, Boriss
- In:
Applied economics letters
24
(
2017
)
1/3
,
pp. 1-3
Persistent link: https://www.econbiz.de/10011703719
Saved in:
34
Foreign direct investment and total factor productivity in Bolivia
Herzer, Dierk
- In:
Applied economics letters
24
(
2017
)
4/6
,
pp. 399-403
Persistent link: https://www.econbiz.de/10011705363
Saved in:
35
Implied correlation indices and volatility forecasting
Fink, Holger Maria
;
Geppert, Sabrina
- In:
Applied economics letters
24
(
2017
)
7/9
,
pp. 584-588
Persistent link: https://www.econbiz.de/10011713025
Saved in:
36
Identifying periods of market inefficiency for return predictability
Mitra, Subrata Kumar
;
Chattopadhyay, Manojit
;
Charan, …
- In:
Applied economics letters
24
(
2017
)
10/12
,
pp. 668-671
Persistent link: https://www.econbiz.de/10011714120
Saved in:
37
International stock return predictability : on the role of the United States in bad and good times
Siliverstovs, Boriss
- In:
Applied economics letters
24
(
2017
)
10/12
,
pp. 771-773
Persistent link: https://www.econbiz.de/10011714201
Saved in:
38
Government intervention, sectoral productivity growth and structural transformation
Liang, Jun
;
Long, Shaobo
- In:
Applied economics letters
24
(
2017
)
16
,
pp. 1181-1188
Persistent link: https://www.econbiz.de/10011852382
Saved in:
39
Predictor imperfection : international evidence
Zhang, Lijie
;
Li, Yong
;
Wu, Wenbo
- In:
Applied economics letters
24
(
2017
)
13/15
,
pp. 995-1000
Persistent link: https://www.econbiz.de/10011716518
Saved in:
40
Forecasting household debt with latent transition modelling
Białowolski, Piotr
- In:
Applied economics letters
24
(
2017
)
13/15
,
pp. 1088-1092
Persistent link: https://www.econbiz.de/10011716635
Saved in:
41
Advanced technology, innovation, wages and productivity in the Canadian manufacturing sector
Cozzarin, Brian P.
- In:
Applied economics letters
23
(
2016
)
4/6
,
pp. 243-249
Persistent link: https://www.econbiz.de/10011430423
Saved in:
42
Exports and firm survival : do trade regime and productivity matter?
Dai, Meihong
;
Harris, Richard
;
Lu, Yuduo
;
Liu, Haiyang
- In:
Applied economics letters
23
(
2016
)
4/6
,
pp. 457-460
Persistent link: https://www.econbiz.de/10011430782
Saved in:
43
On the predictability of daytime and night-time yen/dollar exchange rates
Fukuda, Shin'ichi
- In:
Applied economics letters
23
(
2016
)
7/9
,
pp. 618-622
Persistent link: https://www.econbiz.de/10011628029
Saved in:
44
Forecasting the realized volatility : the role of jumps
Liu, Zhichao
;
Ma, Feng
;
Wang, Xunxiao
;
Xia, Zean
- In:
Applied economics letters
23
(
2016
)
10/12
,
pp. 736-739
Persistent link: https://www.econbiz.de/10011628475
Saved in:
45
Lost in intervention : the Harrod-Balassa-Samuelson effect on the peseta/dollar real exchange rate (1870-1998)
Serrano Sanz, José María
;
Gadea, María Dolores
; …
- In:
Applied economics letters
23
(
2016
)
13/15
,
pp. 1012-1017
Persistent link: https://www.econbiz.de/10011629360
Saved in:
46
Individual discount rates forecast county-level unemployment change
Loveridge, Scott
;
Komarek, Timothy
- In:
Applied economics letters
23
(
2016
)
16/18
,
pp. 1301-1304
Persistent link: https://www.econbiz.de/10011702555
Saved in:
47
Gasoline price predictability in a border metropolitan economy
Fullerton, Thomas M.
;
Jiménez, Alan
;
Liu, Yu
;
Walke, …
- In:
Applied economics letters
22
(
2015
)
4/6
,
pp. 499-502
Persistent link: https://www.econbiz.de/10010510803
Saved in:
48
Does renewables production affect income inequality? : evidence from an international panel of countries
Apergēs, Nikolaos
- In:
Applied economics letters
22
(
2015
)
10/12
,
pp. 865-868
Persistent link: https://www.econbiz.de/10011286037
Saved in:
49
The role of variance risk premium in predicting excess stock market return : out-of-sample evidences
Chen, Jian
;
Chen, Liya
;
Wang, Xiaoke
;
Zuo, Haomiao
- In:
Applied economics letters
22
(
2015
)
16/18
,
pp. 1382-1388
Persistent link: https://www.econbiz.de/10011380203
Saved in:
50
Productivity bias hypothesis : evidence from South Asia
Anwar, Sajid
;
Ali, Syed Zahid
- In:
Applied economics letters
22
(
2015
)
16/18
,
pp. 1389-1394
Persistent link: https://www.econbiz.de/10011380204
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