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subject:"Zeitreihenanalyse"
subject:"Capital income"
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Zeitreihenanalyse
Capital income
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5,232
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383
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383
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275
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213
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Franses, Philip Hans
9
Hecq, Alain W. J.
6
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5
Schmidt, Peter
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Lee, Junsoo
4
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Economics letters
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334
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273
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255
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242
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233
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191
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185
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ECONIS (ZBW)
325
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1
Ignoring cross-correlated idiosyncratic components when extracting factors in dynamic factor models
Fresoli, Diego
;
Poncela, Pilar
;
Ruiz, Esther
- In:
Economics letters
230
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014460331
Saved in:
2
Inflation dynamics in the frequency domain
Martins, Manuel Mota Freitas
;
Verona, Fabio
- In:
Economics letters
231
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014461250
Saved in:
3
Time series cross validation : a theoretical result and finite sample performance
Deng, Ai
- In:
Economics letters
233
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014505085
Saved in:
4
Characterizing correlation matrices that admit a clustered factor representation
Tong, Chen
;
Hansen, Peter Reinhard
- In:
Economics letters
233
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014506906
Saved in:
5
The Holt-Winters filter and the one-sided HP filter : a close correspondence
Alfaro, Rodrigo
;
Drehmann, Mathias
- In:
Economics letters
222
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014231909
Saved in:
6
Asymmetric volatility impulse response functions
Hafner, Christian M.
;
Herwartz, Helmut
- In:
Economics letters
222
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014232851
Saved in:
7
Crypto-environment network connectivity and Bitcoin returns distribution tail behaviour
Caferra, Rocco
;
Morone, Andrea
;
Potì, Valerio
- In:
Economics letters
218
(
2022
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013466467
Saved in:
8
The term structure of equity premia and the macroeconomy : some results
Laine, Olli-Matti
- In:
Economics letters
216
(
2022
),
pp. 1-4
Persistent link: https://www.econbiz.de/10013448394
Saved in:
9
Interpolation and shock persistence of prewar U.S. macroeconomic time series : a reconsideration
Dezhbakhsh, Hashem
;
Levy, Daniel C.
- In:
Economics letters
213
(
2022
),
pp. 1-7
Persistent link: https://www.econbiz.de/10013442120
Saved in:
10
Determining the number of breaks in large dimensional factor models with structural changes
Wang, Lu
;
Zhou, Ruichao
;
Wu, Jianhong
- In:
Economics letters
199
(
2021
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012605871
Saved in:
11
Decomposing anomalies
Boubaker, Sabri
;
Li, Bo
;
Liu, Zhenya
;
Zhang, Yifan
- In:
Economics letters
202
(
2021
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012607210
Saved in:
12
Systematic risk in pairs trading and dynamic parameterization
Li, Yiyun
;
Law, Keith K. F.
- In:
Economics letters
202
(
2021
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012607236
Saved in:
13
Predicting stock prices based on informed traders' activities using deep neural networks
Na, Haejung
;
Kim, Soonho
- In:
Economics letters
204
(
2021
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012607831
Saved in:
14
Estimation of a level shift in panel data with fractionally integrated errors
Chang, Seong Yeon
- In:
Economics letters
206
(
2021
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012886440
Saved in:
15
A test of symmetry based on L-moments with an application to the business cycles of the G7 economies
Bastianin, Andrea
;
Manera, Matteo
- In:
Economics letters
198
(
2021
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012605747
Saved in:
16
A modified Diebold-Mariano test for equal forecast accuracy with clustered dependence
Zhou, Jin
;
Li, Haiqi
;
Zhong, Wanling
- In:
Economics letters
207
(
2021
),
pp. 1-5
Persistent link: https://www.econbiz.de/10013170014
Saved in:
17
Recursive adjusted unit root tests under non-stationary volatility
Wang, Shaoping
;
Li, Yanglin
;
Wen, Kuangyu
- In:
Economics letters
205
(
2021
),
pp. 1-5
Persistent link: https://www.econbiz.de/10013202963
Saved in:
18
Breaks in persistence in fixed-T panel data
Westerlund, Joakim
;
Nordström, Marcus
- In:
Economics letters
205
(
2021
),
pp. 1-3
Persistent link: https://www.econbiz.de/10013204922
Saved in:
19
Testing for the null of block zero restrictions in common factor models
Han, Chirok
;
Kim, Dukpa
- In:
Economics letters
188
(
2020
),
pp. 1-3
Persistent link: https://www.econbiz.de/10012227513
Saved in:
20
Wasserstein Index Generation Model : automatic generation of time-series index with application to Economic Policy Uncertainty
Xie, Fangzhou
- In:
Economics letters
186
(
2020
),
pp. 1-3
Persistent link: https://www.econbiz.de/10012503598
Saved in:
21
The relation between the corporate bond-yield spread and the real economy : stable or time-varying?
Karlsson, Sune
;
Österholm, Pär
- In:
Economics letters
186
(
2020
),
pp. 1-3
Persistent link: https://www.econbiz.de/10012503617
Saved in:
22
A mixed frequency approach for stock returns and valuation ratios
Dergiades, Theologos
;
Milas, Costas
;
Panagiōtidēs, …
- In:
Economics letters
187
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012504317
Saved in:
23
On the credit-to-GDP gap and spurious medium-term cycles
Schüler, Yves
- In:
Economics letters
192
(
2020
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012508829
Saved in:
24
Time-varying cointegration with an application to the UK Great Ratios
Kapetanios, George
;
Millard, Stephen Patrick
;
Petrova, …
- In:
Economics letters
193
(
2020
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012509073
Saved in:
25
Distinguishing between breaks in the mean and breaks in persistence under long memory
Wingert, Simon
;
Mboya, Mwasi Paza
;
Sibbertsen, Philipp
- In:
Economics letters
193
(
2020
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012509210
Saved in:
26
A time-varying diffusion index forecasting model
Wei, Jie
;
Zhang, Yonghui
- In:
Economics letters
193
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012509212
Saved in:
27
On the identification of joint distributions using marginals and aggregates
Felt, Marie-Hélène
- In:
Economics letters
194
(
2020
),
pp. 1-3
Persistent link: https://www.econbiz.de/10012509409
Saved in:
28
Structural vector autoregressive models with more shocks than variables identified via heteroskedasticity
Lütkepohl, Helmut
- In:
Economics letters
195
(
2020
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012509991
Saved in:
29
Forecasting large covariance matrix with high-frequency data using factor approach for the correlation matrix
Dong, Yingjie
;
Tse, Yiu Kuen
- In:
Economics letters
195
(
2020
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012509995
Saved in:
30
An investment-based explanation for the dispersion anomaly
Min, Byoung-Kyu
;
Roh, Tai-Yong
- In:
Economics letters
186
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012500674
Saved in:
31
Periodic and seasonal (co-)integration in the state space framework
Bauer, Dietmar
- In:
Economics letters
174
(
2019
),
pp. 165-168
Persistent link: https://www.econbiz.de/10012121077
Saved in:
32
Short-run momentum, long-run mean reversion and excess volatility : an elementary housing model
Schmitt, Noemi
;
Westerhoff, Frank H.
- In:
Economics letters
176
(
2019
),
pp. 43-46
Persistent link: https://www.econbiz.de/10012121226
Saved in:
33
The Phillips unit root tests for polynomials of integrated processes revisited
Stypka, Oliver
;
Wagner, Martin
- In:
Economics letters
176
(
2019
),
pp. 109-113
Persistent link: https://www.econbiz.de/10012121247
Saved in:
34
Return seasonalities in government bonds and macroeconomic risk
Mikutowski, Mateusz
;
Karathanasopoulos, Andreas
; …
- In:
Economics letters
176
(
2019
),
pp. 114-116
Persistent link: https://www.econbiz.de/10012121248
Saved in:
35
Asymmetric competition, risk, and return distribution
Mundt, Philipp
;
Oh, Ilfan
- In:
Economics letters
179
(
2019
),
pp. 29-32
Persistent link: https://www.econbiz.de/10012121678
Saved in:
36
Inference for multiple change points in heavy-tailed time series via rank likelihood ratio scan statistics
Chen, Zhanshou
;
Xu, Qiongyao
;
Li, Huini
- In:
Economics letters
179
(
2019
),
pp. 53-56
Persistent link: https://www.econbiz.de/10012121700
Saved in:
37
A new efficiency test for ranking investments : application to hedge fund performance
Bernard, Carole
;
Vanduffel, Steven
;
Ye, Jiang
- In:
Economics letters
181
(
2019
),
pp. 203-207
Persistent link: https://www.econbiz.de/10012121794
Saved in:
38
Efficient matrix approach for classical inference in state space models
Delle Monache, Davide
;
Petrella, Ivan
- In:
Economics letters
181
(
2019
),
pp. 22-27
Persistent link: https://www.econbiz.de/10012121833
Saved in:
39
Modelling systems with a mixture of I(d) and I(0) variables using the fractionally co-integrated VAR model
Yao, Xingzhi
;
Izzeldin, Marwan
;
Li, Zhenxiong
- In:
Economics letters
181
(
2019
),
pp. 160-163
Persistent link: https://www.econbiz.de/10012121857
Saved in:
40
Testing for no-cointegration under time-varying variance
Wang, Shaoping
;
Zhao, Qing
;
Li, Yanglin
- In:
Economics letters
182
(
2019
),
pp. 45-49
Persistent link: https://www.econbiz.de/10012122426
Saved in:
41
Can ambiguity about rare disasters explain equity premium puzzle?
Wang, Yuanping
;
Mu, Congming
- In:
Economics letters
183
(
2019
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012122504
Saved in:
42
A simple test on structural change in long-memory time series
Wenger, Kai
;
Leschinski, Christian
;
Sibbertsen, Philipp
- In:
Economics letters
163
(
2018
),
pp. 90-94
Persistent link: https://www.econbiz.de/10011982960
Saved in:
43
Limit theory for mildly integrated process with intercept
Fei, Yijie
- In:
Economics letters
163
(
2018
),
pp. 98-101
Persistent link: https://www.econbiz.de/10011982962
Saved in:
44
Long memory interdependency and inefficiency in Bitcoin markets
Cheah, Eng-Tuck
;
Mishra, Tapas
;
Parhi, Mamata
;
Zhang, Zhuang
- In:
Economics letters
167
(
2018
),
pp. 18-25
Persistent link: https://www.econbiz.de/10012015761
Saved in:
45
Powerful nonparametric seasonal unit root tests
Eroğlu, Burak Alparslan
;
Göğebakan, Kemal Çağlar
; …
- In:
Economics letters
167
(
2018
),
pp. 75-80
Persistent link: https://www.econbiz.de/10012015793
Saved in:
46
A note on low-dimensional Kalman smoothers for systems with lagged states in the measurement equation
Kurz, Malte S.
- In:
Economics letters
168
(
2018
),
pp. 42-45
Persistent link: https://www.econbiz.de/10012016692
Saved in:
47
The mean-variance relation and the role of institutional investor sentiment
Wang, Wenzhao
- In:
Economics letters
168
(
2018
),
pp. 61-64
Persistent link: https://www.econbiz.de/10012016716
Saved in:
48
Eigenvalue difference test for the number of common factors in the approximate factor models
Wu, Jianhong
- In:
Economics letters
169
(
2018
),
pp. 63-67
Persistent link: https://www.econbiz.de/10012019511
Saved in:
49
Modeling macroeconomic series with regime-switching models characterized by a high-dimensional state space
Augustyniak, Maciej
;
Dufays, Arnaud
- In:
Economics letters
170
(
2018
),
pp. 122-126
Persistent link: https://www.econbiz.de/10012019659
Saved in:
50
Comparing hybrid time-varying parameter VARs
Chan, Joshua
;
Eisenstat, Eric
- In:
Economics letters
171
(
2018
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012021809
Saved in:
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