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ECONIS (ZBW)
382
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1
Accounting for inflation dynamic in a fully optimizing macroeconomic framework : evidence from the US states
El Omari, Salaheddine
;
Benlagha, Noureddine
- In:
Applied economics
56
(
2024
)
5
,
pp. 582-598
Persistent link: https://www.econbiz.de/10014440100
Saved in:
2
Spillovers from stock markets to currency markets : evidence from Copula-CoVar with time-varying higher moments
Usman, Muhammad
;
Umar, Zaghum
;
Gubareva, Mariya
;
Dang …
- In:
Applied economics
55
(
2023
)
52
,
pp. 6091-6114
Persistent link: https://www.econbiz.de/10014381519
Saved in:
3
Is Bitcoin really a currency? : a viewpoint of a stochastic volatility model
Kunimoto, Noriyuki
;
Kakamu, Kazuhiko
- In:
Applied economics
54
(
2022
)
57
,
pp. 6536-6550
Persistent link: https://www.econbiz.de/10013494160
Saved in:
4
Forecasting exchange rate volatility : is economic policy uncertainty better?
Ruan, Qingsong
;
Zhang, Jiarui
;
Lv, Dayong
- In:
Applied economics
56
(
2024
)
13
,
pp. 1526-1544
Persistent link: https://www.econbiz.de/10014473121
Saved in:
5
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:
6
Exogenous variations in public debt and the private output : addressing country heterogeneity and cross-sectional dependence in a large panel
Carvelli, Gianni
- In:
Applied economics
56
(
2024
)
16
,
pp. 1863-1884
Persistent link: https://www.econbiz.de/10014475182
Saved in:
7
Duration of fixed exchange rate regimes : the role of central bank independence
Bandaogo, Mahama Samir
;
Lartey, Emmanuel
- In:
Applied economics
56
(
2024
)
17
,
pp. 2025-2038
Persistent link: https://www.econbiz.de/10014475243
Saved in:
8
Do monetary policy outcomes promote stability in fragile settings?
Diallo, Oumar
;
Gui-Diby, Steve Loris
;
Imam, Patrick
- In:
Applied economics
56
(
2024
)
4
,
pp. 483-499
Persistent link: https://www.econbiz.de/10014440085
Saved in:
9
A new take on the relationship between interest rates and credit spreads
Dupoyet, Brice
;
Jiang, Xiaoquan
;
Zhang, Qianying
- In:
Applied economics
56
(
2024
)
5
,
pp. 520-536
Persistent link: https://www.econbiz.de/10014440088
Saved in:
10
Persistence and long memory in monetary policy spreads
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Applied economics
56
(
2024
)
20
,
pp. 2422-2433
Persistent link: https://www.econbiz.de/10014521131
Saved in:
11
Saving at the top and the long-run relationship between wealth and income inequality
Lieberknecht, Philipp
;
Vermeulen, Philip
- In:
Applied economics
55
(
2023
)
45
,
pp. 5330-5351
Persistent link: https://www.econbiz.de/10014335191
Saved in:
12
Can central bank credibility promote a substitution effect in the monetary transmission mechanism?
Mendonça, Helder Ferreira de
;
Simão Filho, José
; …
- In:
Applied economics
55
(
2023
)
51
,
pp. 5975-5990
Persistent link: https://www.econbiz.de/10014335865
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13
Modelling and forecasting COVID-19 stock returns using asymmetric GARCH-ICAPM with mixture and heavy-tailed distributions
Rewat Khanthaporn
;
Wichitaksorn, Nuttanan
- In:
Applied economics
55
(
2023
)
51
,
pp. 6042-6061
Persistent link: https://www.econbiz.de/10014335891
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14
Dynamics and synchronization of global equilibrium interest rates
Beyer, Robert
;
Milivojević, Lazar
- In:
Applied economics
55
(
2023
)
28
,
pp. 3195-3214
Persistent link: https://www.econbiz.de/10014299143
Saved in:
15
An empirical examination of the effect of infrastructure on economic development : a large and heterogeneous panel data analysis
Iziga, Jude I.
;
Takagi, Shingo
- In:
Applied economics
55
(
2023
)
28
,
pp. 3255-3270
Persistent link: https://www.econbiz.de/10014299149
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16
Human capital and the middle-income trap revisited
Jayadevan, C. M.
;
Hoang, Nam
;
Yarram, Subba Reddy
- In:
Applied economics
55
(
2023
)
34
,
pp. 4003-4022
Persistent link: https://www.econbiz.de/10014299411
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17
Inflation and income inequality : does the level of income inequality matter?
Berisha, Edmond
;
Dubey, Ram Sewak
;
Gharehgozli, Orkideh
- In:
Applied economics
55
(
2023
)
37
,
pp. 4319-4330
Persistent link: https://www.econbiz.de/10014301233
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18
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:
19
Asymmetry in the regimes of inflation and business cycles : the New Keynesian Phillips curve
Abbas, Syed Kanwar
- In:
Applied economics
55
(
2023
)
25
,
pp. 2875-2888
Persistent link: https://www.econbiz.de/10014295396
Saved in:
20
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:
21
The tail dependence structure between return and trading volume : an investigation on the Bitcoin market
Chang, Kuang-Liang
- In:
Applied economics
55
(
2023
)
11
,
pp. 1234-1246
Persistent link: https://www.econbiz.de/10013499060
Saved in:
22
Which inflation targeters respond to exchange rate movements? : evidence from emerging market economies
Kubo, Akihiro
- In:
Applied economics
55
(
2023
)
53
,
pp. 6264-6276
Persistent link: https://www.econbiz.de/10014381590
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23
A new test for optimum currency area with an application to the Central and Eastern European countries
Nanovsky, Simeon
- In:
Applied economics
54
(
2022
)
3
,
pp. 354-373
Persistent link: https://www.econbiz.de/10012874038
Saved in:
24
Liquidity commonality in the cryptocurrency market
Tripathi, Abhinava
;
Dixit, Alok
;
Vipul
- In:
Applied economics
54
(
2022
)
15
,
pp. 1727-1741
Persistent link: https://www.econbiz.de/10012875639
Saved in:
25
Inventory dynamics and endogenous persistence in a new Keynesian model
Alovokpinhou, Sedjro Aaron
;
Malikane, Christopher
; …
- In:
Applied economics
54
(
2022
)
17
,
pp. 1957-1973
Persistent link: https://www.econbiz.de/10012875701
Saved in:
26
Estimating an optimal macroeconomic uncertainty index for Australia
Kaya, Havvanur Feyza
;
Tawadros, George B.
- In:
Applied economics
54
(
2022
)
38
,
pp. 4374-4383
Persistent link: https://www.econbiz.de/10013410971
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27
Prior beliefs in market efficiency and fund cash flows
Ha, Yeonjeong
;
Oh, Haejune
- In:
Applied economics
53
(
2021
)
59
,
pp. 6878-6896
Persistent link: https://www.econbiz.de/10012697980
Saved in:
28
Modelling asset returns in the presence of price limits with Markov-switching mixture of truncated normal GARCH distribution : evidence from China
Wang, Donghua
;
Ding, Jin
;
Chu, Guoqing
;
Xu, Dinghai
; …
- In:
Applied economics
53
(
2021
)
7
,
pp. 781-804
Persistent link: https://www.econbiz.de/10012416088
Saved in:
29
Oil volatility forecasting and risk allocation : evidence from an extended mixed-frequency volatility model
Shang, Yuhuang
;
Dong, Qingma
- In:
Applied economics
53
(
2021
)
10
,
pp. 1127-1142
Persistent link: https://www.econbiz.de/10012425453
Saved in:
30
SFA robustness to violated distributional assumptions : theory, simulations and empirical evidence
Bělín, Matěj
;
Hanousek, Jan
- In:
Applied economics
53
(
2021
)
39
,
pp. 4544-4559
Persistent link: https://www.econbiz.de/10012609835
Saved in:
31
Decomposing the immigration-trade link using price and quantity margins : the role of education
Ferragina, Anna Maria
;
Iandolo, Stefano
;
Taymaz, Erol
- In:
Applied economics
53
(
2021
)
41
,
pp. 4734-4749
Persistent link: https://www.econbiz.de/10012609873
Saved in:
32
Estimating the money demand function for Saudi Arabia using divisia monetary aggregate
Alkhareif, Ryadh
;
Al Rasasi, Moayad
- In:
Applied economics
53
(
2021
)
42
,
pp. 4823-4834
Persistent link: https://www.econbiz.de/10012609883
Saved in:
33
Interest rate fixation, excessive fluctuations and exchange rate management in China
Tong, Bing
;
Yang, Guang
- In:
Applied economics
53
(
2021
)
26
,
pp. 2993-3022
Persistent link: https://www.econbiz.de/10012517058
Saved in:
34
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
Saved in:
35
Measuring systemic risk with a dynamic copula-based approach
Jang, Hyun Jin
;
Pan, Xiao
;
Park, Sumin
- In:
Applied economics
53
(
2021
)
50
,
pp. 5843-5863
Persistent link: https://www.econbiz.de/10012627102
Saved in:
36
Fiscal policy dynamics under a consolidation constraint : evidence from a sign-restricted SVAR with orthogonalized business cycle and monetary policy for Australia
Inchauspe, Julian
- In:
Applied economics
53
(
2021
)
34
,
pp. 3992-4016
Persistent link: https://www.econbiz.de/10012589552
Saved in:
37
Testing for asymmetric employer learning and statistical discrimination
Ge, Suqin
;
Moro, Andrea
;
Zhu, Beibei
- In:
Applied economics
53
(
2021
)
12
,
pp. 1361-1377
Persistent link: https://www.econbiz.de/10012485199
Saved in:
38
Target capital ratio and optimal channel(s) of adjustment : a simple model with empirical applications to European banks
Braouezec, Yann
;
Kiani, Keyvan
- In:
Applied economics
53
(
2021
)
13
,
pp. 1435-1462
Persistent link: https://www.econbiz.de/10012485212
Saved in:
39
The impact of liquidity on portfolio value-at-risk forecasts
Hung, Jui-Cheng
;
Su, Jung-bin
;
Chang, Matthew C.
;
Wang, …
- In:
Applied economics
52
(
2020
)
3
,
pp. 242-259
Persistent link: https://www.econbiz.de/10012197387
Saved in:
40
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
Saved in:
41
Evaluating fiscal effort in heterogeneous contexts using a conditional nonparametric frontier approach
Pedraja, Francisco M.
;
Polo, Cristina
;
Suárez …
- In:
Applied economics
52
(
2020
)
7
,
pp. 710-725
Persistent link: https://www.econbiz.de/10012197459
Saved in:
42
Invoice currency choice, nonlinearities and exchange rate pass-through
Nguyen, Thi-Ngoc Anh
;
Satō, Kiyotaka
- In:
Applied economics
52
(
2020
)
10
,
pp. 1048-1069
Persistent link: https://www.econbiz.de/10012197515
Saved in:
43
Ownership structure and firm exit routes
Peljhan, Darja
;
Zajc Kejžar, Katja
;
Ponikvar, Nina
- In:
Applied economics
52
(
2020
)
15
,
pp. 1671-1686
Persistent link: https://www.econbiz.de/10012197582
Saved in:
44
Forecasting the GDP of a small open developing economy : an application of FAVAR models
Madhou, Ashwin
;
Sewak, Tayushma
;
Moosa, Imad A.
; …
- In:
Applied economics
52
(
2020
)
17
,
pp. 1845-1856
Persistent link: https://www.econbiz.de/10012197618
Saved in:
45
Fiscal multipliers and the level of economic activity : a structural threshold VAR model for the UK
Shaheen, Rozina
;
Turner, Paul
- In:
Applied economics
52
(
2020
)
17
,
pp. 1857-1865
Persistent link: https://www.econbiz.de/10012197619
Saved in:
46
Reserve flows and monetary autonomy under a fixed exchange rate : the British experience under Bretton Woods
Pasula, Kit P. M.
- In:
Applied economics
52
(
2020
)
17
,
pp. 1891-1904
Persistent link: https://www.econbiz.de/10012197622
Saved in:
47
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:
48
Heterogeneity and fine wine prices : application of the quantile regression approach
Amédée-Manesme, Charles-Olivier
;
Faye, Benoît
;
Le …
- In:
Applied economics
52
(
2020
)
26
,
pp. 2821-2840
Persistent link: https://www.econbiz.de/10012221455
Saved in:
49
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:
50
Divisia monetary aggregates and US GDP nowcasting
Tang, Biyan
;
Yemba, Boniface
;
Chang, Dongfeng
- In:
Applied economics
52
(
2020
)
32
,
pp. 3538-3554
Persistent link: https://www.econbiz.de/10012258954
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