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9
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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
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:
3
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:
4
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:
5
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:
6
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
Saved in:
7
Time-series residual momentum strategies
Kim, Saejoon
- In:
Applied economics
54
(
2022
)
5
,
pp. 580-594
Persistent link: https://www.econbiz.de/10012874231
Saved in:
8
Re-Investigating the degree of persistence of U.S. economic policy uncertainty using the Fourier non-linear quantile unit root test
Peng, Yi-Ting
;
Chang, Tsangyao
;
Ranjbar, Omid
- In:
Applied economics
54
(
2022
)
39
,
pp. 4586-4595
Persistent link: https://www.econbiz.de/10013411001
Saved in:
9
Persistence, mean reversion, and non-linearities in inflation rates in the GCC countries : an eclectic approach
Osman, Mohamed
- In:
Applied economics
53
(
2021
)
8
,
pp. 913-923
Persistent link: https://www.econbiz.de/10012425441
Saved in:
10
Macroeconomic forecasting for Pakistan in a data-rich environment
Syed, Ateeb Akhter Shah
;
Lee, Kevin Haeseung
- In:
Applied economics
53
(
2021
)
9
,
pp. 1077-1091
Persistent link: https://www.econbiz.de/10012425450
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11
The trend and cycle components of China's housing prices : a new decomposition method
Tan, Zhengxun
;
Liu, Juan
;
Chen, Peng
- In:
Applied economics
53
(
2021
)
28
,
pp. 3288-3305
Persistent link: https://www.econbiz.de/10012517088
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12
Non-normal errors or nonlinearity? : performance of unit root tests
Lee, Hyejin
;
Hur, Mansik
- In:
Applied economics
53
(
2021
)
52
,
pp. 6094-6103
Persistent link: https://www.econbiz.de/10012650385
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13
The risks of cryptocurrencies with long memory in volatility, non-normality and behavioural insights
Siu, Tak Kuen
- In:
Applied economics
53
(
2021
)
17
,
pp. 1991-2014
Persistent link: https://www.econbiz.de/10012500918
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14
Testing Okun's Law : theoretical and empirical considerations using fractional integration
Gil-Alaña, Luis A.
;
Škare, Marinko
;
Blazevic Buric, Sanja
- In:
Applied economics
52
(
2020
)
5
,
pp. 459-474
Persistent link: https://www.econbiz.de/10012197424
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15
Does real U.K. GDP have a unit root? : evidence from a multi-century perspective
Canarella, Giorgio
;
Gupta, Rangan
;
Miller, Stephen M.
; …
- In:
Applied economics
52
(
2020
)
10
,
pp. 1070-1087
Persistent link: https://www.econbiz.de/10012197516
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16
The time-varying characteristics of the Chinese financial cycle and impact from the United States
Wang, Bo
;
Li, Haoran
- In:
Applied economics
52
(
2020
)
11
,
pp. 1200-1218
Persistent link: https://www.econbiz.de/10012197523
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17
On the role of domestic and international financial cyclical factors in driving economic growth
Billio, Monica
;
Donadelli, Michael
;
Livieri, G.
; …
- In:
Applied economics
52
(
2020
)
11
,
pp. 1272-1297
Persistent link: https://www.econbiz.de/10012197527
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18
An augmented P-Star model of Indian inflation
Holzschuh, Peter
;
Mishra, Ankita
;
Misra, Jayant
;
Moosa, …
- In:
Applied economics
52
(
2020
)
26
,
pp. 2795-2806
Persistent link: https://www.econbiz.de/10012221453
Saved in:
19
Testing PPP hypothesis under temporary structural breaks and asymmetric dynamic adjustments
Omay, Tolga
;
Shahbaz, Muhammed
;
Hasanov, Mübariz
- In:
Applied economics
52
(
2020
)
32
,
pp. 3479-3497
Persistent link: https://www.econbiz.de/10012258948
Saved in:
20
Modelling with flexibility through the business cycle : using a panel smooth transition model to test for the lipstick effect
Li, Wenying
;
Zhen, Chen
;
Dorfman, Jeffrey H.
- In:
Applied economics
52
(
2020
)
25
,
pp. 2694-2704
Persistent link: https://www.econbiz.de/10012211084
Saved in:
21
Time series analysis of economic growth rate series in Nigeria : structural breaks, non-linearities and reasons behind the recent recession
Awe, Olushina Olawale
;
Gil-Alaña, Luis A.
- In:
Applied economics
51
(
2019
)
50
,
pp. 5482-5489
Persistent link: https://www.econbiz.de/10012197247
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22
The Indian inflation-growth relationship revisited : robust evidence from time-frequency analysis
Tiwari, Aviral Kumar
;
Olayeni, Richard O.
;
Olofin, …
- In:
Applied economics
51
(
2019
)
51
,
pp. 5559-5576
Persistent link: https://www.econbiz.de/10012197258
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23
The effect of quantitative easing on stock prices : a structural time series approach
Al-Jassar, Sulaiman A.
;
Moosa, Imad A.
- In:
Applied economics
51
(
2019
)
17
,
pp. 1817-1827
Persistent link: https://www.econbiz.de/10012196605
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24
Does confidence data help forecast business cycles? : new evidence from Canada
Moran, Kevin
;
Nono, Simplice Aimé
;
Rherrad, Imad
- In:
Applied economics
51
(
2019
)
21
,
pp. 2289-2312
Persistent link: https://www.econbiz.de/10012196679
Saved in:
25
Are linear models really unuseful to describe business cycle data?
Lopes, Artur C. B. da Silva
;
Zsurkis, Gabriel Florin
- In:
Applied economics
51
(
2019
)
22
,
pp. 2355-2376
Persistent link: https://www.econbiz.de/10012196696
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26
Nonlinearities in the real exchange rates : new evidence from developed and developing countries
Ahmad, Yamin
;
Lo, Ming Chien
;
Staveley-O'Carroll, Olena M.
- In:
Applied economics
51
(
2019
)
25
,
pp. 2731-2743
Persistent link: https://www.econbiz.de/10012196737
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27
Does financialization retard growth? : time series and cross-sectional evidence
Moosa, Imad A.
- In:
Applied economics
50
(
2018
)
31
,
pp. 3405-3415
Persistent link: https://www.econbiz.de/10012038655
Saved in:
28
A note on the estimated GARCH coefficients from the S&P1500 universe
Bampinas, Georgios
;
Ladopoulos, Konstantinos
; …
- In:
Applied economics
50
(
2018
)
34/35
,
pp. 3647-3653
Persistent link: https://www.econbiz.de/10012059386
Saved in:
29
A new Cramer-Von Misses cointegration test with application to environmental Kuznets curve
Escribano, Álvaro
;
Santos-Martín, M. Teresa
;
Sipols, …
- In:
Applied economics
50
(
2018
)
36
,
pp. 3966-3978
Persistent link: https://www.econbiz.de/10012060174
Saved in:
30
Cross-sectional and time-series momentum returns : are Islamic stocks different?
Cheema, Muhammad A.
;
Nartea, Gilbert V.
- In:
Applied economics
50
(
2018
)
54
,
pp. 5830-5845
Persistent link: https://www.econbiz.de/10012062915
Saved in:
31
Attribution of hedge fund returns using a Kalman filter
Thomson, Daniel
;
Van Vuuren, Gary
- In:
Applied economics
50
(
2018
)
9
,
pp. 1043-1058
Persistent link: https://www.econbiz.de/10011848239
Saved in:
32
Structural break, nonlinearity and asymmetry : a re-examination of PPP proposition
Omay, Tolga
;
Emirmahmutoglu, Furkan
;
Hasanov, Mübariz
- In:
Applied economics
50
(
2018
)
12
,
pp. 1289-1308
Persistent link: https://www.econbiz.de/10011848366
Saved in:
33
PPP in the 34 OECD countries : evidence from quantile-based unit root tests with both smooth and sharp breaks
Bahmani-Oskooee, Mohsen
;
Wu, Tsung-Pao
- In:
Applied economics
50
(
2018
)
23
,
pp. 2622-2634
Persistent link: https://www.econbiz.de/10011850300
Saved in:
34
Interaction between oil and US dollar exchange rate : nonlinear causality, time-varying influence and structural breaks in volatility
Wen, Fenghua
;
Xiao, Jihong
;
Huang, Chuangxia
;
Xia, Xiaohua
- In:
Applied economics
50
(
2018
)
3
,
pp. 319-334
Persistent link: https://www.econbiz.de/10011846847
Saved in:
35
Re-testing Prebisch-Singer hypothesis : new evidence using Fourier quantile unit root test
Bahmani-Oskooee, Mohsen
;
Chang, Tsangyao
;
Elmi, Zahra Mila
- In:
Applied economics
50
(
2018
)
4
,
pp. 441-454
Persistent link: https://www.econbiz.de/10011846997
Saved in:
36
A cointegration analysis of agricultural, energy and bio-fuel spot, and futures prices
Allen, David E.
;
Chang, Chia-Lin
;
McAleer, Michael
; …
- In:
Applied economics
50
(
2018
)
7
,
pp. 804-823
Persistent link: https://www.econbiz.de/10011847174
Saved in:
37
Are exchange rates interdependent? : evidence using wavelet analysis
Kumar, Satish
;
Pathak, Rajesh
;
Tiwari, Aviral Kumar
; …
- In:
Applied economics
49
(
2017
)
31/33
,
pp. 3231-3245
Persistent link: https://www.econbiz.de/10011774731
Saved in:
38
Unemployment and the shadow economy
Mauleón Torres, Ignacio
;
Sardà, J.
- In:
Applied economics
49
(
2017
)
37
,
pp. 3729-3740
Persistent link: https://www.econbiz.de/10011819815
Saved in:
39
Testing for substitutability in the mackerel market : a new method using fractional cointegration
García-Enríquez, Javier
;
Arteche, Josu
;
Murillas …
- In:
Applied economics
49
(
2017
)
39
,
pp. 3912-3926
Persistent link: https://www.econbiz.de/10011819966
Saved in:
40
Stock prices, inflation and inflation uncertainty in the U.S. : testing the long-run relationship considering Dow Jones sector indexes
Albulescu, Claudiu Tiberiu
;
Aubin, Christian
;
Goyeau, Daniel
- In:
Applied economics
49
(
2017
)
18
,
pp. 1794-1807
Persistent link: https://www.econbiz.de/10011815423
Saved in:
41
Forecasting output gaps in the G-7 countries : the role of correlated innovations and structural breaks
Dungey, Mardi H.
;
Jacobs, Jan
;
Tian, Jing
- In:
Applied economics
49
(
2017
)
45
,
pp. 4554-4566
Persistent link: https://www.econbiz.de/10011844233
Saved in:
42
Breaks and outliers when modelling the volatility of the U.S. stock market
Chatzikonstanti, Vasiliki
- In:
Applied economics
49
(
2017
)
46
,
pp. 4704-4717
Persistent link: https://www.econbiz.de/10011844777
Saved in:
43
Demystifying the Meese-Rogoff puzzle : structural breaks or measures of forecasting accuracy?
Burns, Kelly
;
Moosa, Imad A.
- In:
Applied economics
49
(
2017
)
48
,
pp. 4897-4910
Persistent link: https://www.econbiz.de/10011844813
Saved in:
44
On the persistence of prices in Mexico : a fractional integration approach
Ventosa-Santaulària, Daniel
;
Gómez-Zaldívar, Manuel
; …
- In:
Applied economics
49
(
2017
)
60
,
pp. 6014-6023
Persistent link: https://www.econbiz.de/10011845899
Saved in:
45
An empirical analysis of remittance flows into West African Economic and Monetary Union : a panel time-series approach
Donou-Adonsou, Ficawoyi
;
Lim, Sokchea
- In:
Applied economics
48
(
2016
)
10/12
,
pp. 1018-1029
Persistent link: https://www.econbiz.de/10011432898
Saved in:
46
Monetary shocks, equity returns and volatility : a firm-level panel data analysis
Luo, H. Arthur
;
Cheng, Jen-chi
;
Vijverberg, Chu-ping C.
- In:
Applied economics
48
(
2016
)
4/6
,
pp. 261-275
Persistent link: https://www.econbiz.de/10011412709
Saved in:
47
Linear time-varying regression with a DCC-GARCH model for volatility
Kim, Jong-Min
;
Jung, Hojin
;
Qin, Li
- In:
Applied economics
48
(
2016
)
16/18
,
pp. 1573-1582
Persistent link: https://www.econbiz.de/10011456689
Saved in:
48
Detecting multiple factors in panel data : an application on the growth of local regions in China
Chen, W. D.
- In:
Applied economics
48
(
2016
)
37/39
,
pp. 3558-3568
Persistent link: https://www.econbiz.de/10011620821
Saved in:
49
Forecasting the realized volatility in the Chinese stock market : further evidence
Pu, Wang
;
Chen, Yixiang
;
Ma, Feng
- In:
Applied economics
48
(
2016
)
31/33
,
pp. 3116-3130
Persistent link: https://www.econbiz.de/10011616957
Saved in:
50
Persistence, mean reversion and non-linearities in the US housing prices over 1830–2013
Gil-Alaña, Luis A.
;
Gupta, Rangan
;
Perez de Gracia, …
- In:
Applied economics
48
(
2016
)
34/36
,
pp. 3244-3252
Persistent link: https://www.econbiz.de/10011617196
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