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subject:"United States"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
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United States
Time series analysis
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Zeitreihenanalyse
203
Theorie
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60
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Bekiros, Stelios
1
Belaire-Franch, Jorge
1
Boldin, Michael David
1
Boubaker, Heni
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Camacho, Maximo
1
Canarella, Giorgio
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Chen, Ping
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Chu, Shiou-Yen
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1
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1
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1
Lampart, Camille
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Ooms, Marius
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Paccagnini, Alessia
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
93
Working paper / National Bureau of Economic Research, Inc.
58
International journal of forecasting
43
Applied economics
41
Journal of macroeconomics
38
Economics letters
37
The review of economics and statistics
37
Journal of applied econometrics
36
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
34
Journal of money, credit and banking : JMCB
31
Discussion paper / Centre for Economic Policy Research
30
The journal of futures markets
29
The journal of finance : the journal of the American Finance Association
27
Working paper
27
Discussion paper / Tinbergen Institute
26
Journal of monetary economics
23
Journal of econometrics
21
CESifo working papers
20
Economic modelling
20
Journal of forecasting
20
Applied financial economics
17
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
17
The review of financial studies
17
Applied economics letters
16
Oxford bulletin of economics and statistics
16
CREATES research paper
15
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
15
Energy economics
15
Macroeconomic dynamics
15
American journal of agricultural economics
14
Economics and finance working paper series
14
Finance and economics discussion series
14
Econometric reviews
13
Journal of empirical finance
12
NBER working paper series
12
Review / Federal Reserve Bank of St. Louis
12
Journal of economic dynamics & control
11
NBER Working Paper
11
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
11
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1
Long-memory modeling and forecasting : evidence from the U.S. historical series of inflation
Boubaker, Heni
;
Canarella, Giorgio
;
Gupta, Rangan
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
5
,
pp. 289-310
Persistent link: https://www.econbiz.de/10012806531
Saved in:
2
Modeling changes in US monetary policy with a time-varying nonlinear Taylor rule
Nguyen, Anh D. M.
;
Pavlidis, Efthymios G.
;
Peel, David
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
22
(
2018
)
5
,
pp. 1-16
Persistent link: https://www.econbiz.de/10011966001
Saved in:
3
Using the hybrid Phillips curve with memory to forecast US infllation
Chu, Shiou-Yen
;
Shane, Christopher
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
21
(
2017
)
4
,
pp. 1-16
Persistent link: https://www.econbiz.de/10011755440
Saved in:
4
Are US real house prices stationary? : new evidence from univariate and panel data
Zhang, Jing
;
Jong, Robert M. de
;
Haurin, Donald R.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
20
(
2016
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011431067
Saved in:
5
Dating US business cycles with macro factors
Fossati, Sebastian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
20
(
2016
)
5
,
pp. 529-547
Persistent link: https://www.econbiz.de/10011649152
Saved in:
6
Estimating point and density forecasts for the US economy with a factor-augmented vector autoregressive DSGE model
Bekiros, Stelios
;
Paccagnini, Alessia
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
19
(
2015
)
2
,
pp. 107-136
Persistent link: https://www.econbiz.de/10011313595
Saved in:
7
Change-points in US business cycle durations
Davig, Troy
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
11
(
2007
)
2
,
pp. 1-21
Persistent link: https://www.econbiz.de/10009513026
Saved in:
8
Jump-and-rest effect of US business cycles
Camacho, Maximo
;
Pérez-Quirós, Gabriel
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
11
(
2007
)
4
,
pp. 1-37
Persistent link: https://www.econbiz.de/10009513647
Saved in:
9
Inference and forecasting for ARFIMA models with an application to US and UK inflation
Doornik, Jurgen A.
(
contributor
);
Ooms, Marius
(
contributor
)
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
8
(
2004
)
2
Persistent link: https://www.econbiz.de/10002652109
Saved in:
10
Identifying nonlinear components by random fields in the US GNP growth : implications for the shape of the business cycle
Dahl, Christian M.
;
González-Rivera, Gloria
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
7
(
2003
)
1
Persistent link: https://www.econbiz.de/10002004101
Saved in:
11
Conditional and unconditional asymmetry in US macroeconomic time series
Belaire-Franch, Jorge
(
contributor
); …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
7
(
2003
)
1
Persistent link: https://www.econbiz.de/10002004104
Saved in:
12
The relationship between financial variables and real economic activity : evidence from spectral and wavelet analyses
Kim, Sangbae
(
contributor
);
In, Francis Haeuck
(
contributor
)
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
7
(
2003
)
4
Persistent link: https://www.econbiz.de/10002004177
Saved in:
13
Nonlinearity in high-frequency financial data and hierarchical models
McCulloch, Robert E.
(
contributor
); …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
5
(
2001
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10001769738
Saved in:
14
Economic growth and business cycles : a critical comment on detrending time series
Schenk-Hoppé, Klaus Reiner
(
contributor
)
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
5
(
2001
)
1
,
pp. 75-86
Persistent link: https://www.econbiz.de/10001769743
Saved in:
15
The decomposition of economic relationships by time scale using wavelets : expenditure and income
Ramsey, James B.
(
contributor
);
Lampart, Camille
(
contributor
)
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
3
(
1998
)
1
,
pp. 23-42
Persistent link: https://www.econbiz.de/10001769695
Saved in:
16
Using long-, medium-, and short-term trends to forecast turning points in the business cycle : some international evidence
García-Ferrer, Antonio
(
contributor
); …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
3
(
1998
)
2
,
pp. 79-105
Persistent link: https://www.econbiz.de/10001769703
Saved in:
17
Investigating cyclical asymmetries
Verbrugge, Randal
(
contributor
)
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
2
(
1997
)
1
,
pp. 15-22
Persistent link: https://www.econbiz.de/10001769657
Saved in:
18
The current dept-of-recession and unemployment-rate forecasts
Parker, Randall E.
(
contributor
); …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
2
(
1997
)
4
,
pp. 151-158
Persistent link: https://www.econbiz.de/10001769690
Saved in:
19
A check on the robustness of Hamilton's Markov switching model approach to the economic analysis of the business cycle
Boldin, Michael David
(
contributor
)
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
1
(
1996
)
1
,
pp. 35-46
Persistent link: https://www.econbiz.de/10001769607
Saved in:
20
Forecasting using first-available versus fully revised economic time-series data
Swanson, Norman R.
(
contributor
)
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
1
(
1996
)
1
,
pp. 47-64
Persistent link: https://www.econbiz.de/10001769610
Saved in:
21
A randomwalk or color chaos on the stock market : Time-frequency analysis of S&P indexes
Chen, Ping
(
contributor
)
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
1
(
1996
)
2
,
pp. 87-103
Persistent link: https://www.econbiz.de/10001769614
Saved in:
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