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isPartOf:"Applied economics"
~accessRights:"restricted"
~subject:"Shock"
~subject:"Time series analysis"
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Shock
Time series analysis
Markov chain
32
Markov-Kette
32
Estimation
19
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19
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13
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13
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9
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Alam, Md Rafayet
1
Beruvides, Mario
1
Carlo, Thiago Carlomagno
1
Chen, Hsin-Fu
1
Cheng, Jen-chi
1
Chiang, Shu-Mei
1
Cordero-Franco, Alvaro E.
1
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Mukhriz Izraf Azman Aziz
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Umar, Zaghum
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Xuan Vinh Vo
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Applied economics
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
22
International journal of forecasting
13
Energy economics
12
Economic modelling
9
Journal of econometrics
9
Journal of economic dynamics & control
9
Economics letters
8
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
8
Computational economics
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Journal of forecasting
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International review of economics & finance : IREF
5
Econometric reviews
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Macroeconomic dynamics
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Applied economics letters
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The North American journal of economics and finance : a journal of financial economics studies
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Discussion paper / Centre for Economic Policy Research
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Essays in honour of Fabio Canova
2
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2
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2
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Agricultural economics : the journal of the International Association of Agricultural Economists
1
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Asia-Pacific journal of risk and insurance : APJRI
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Central European journal of operations research
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DLSU business & economics review
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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
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:
3
Leader-follower dynamics in real historical time : a Markovian test of non-linear causality between sail and steam (co-)development
Damásio, Bruno
;
Mendonça, Sandro
- In:
Applied economics
55
(
2023
)
17
,
pp. 1908-1918
Persistent link: https://www.econbiz.de/10013555059
Saved in:
4
Impact of oil demand and supply shocks on food-grain prices : a Markov-switching approach
Forhad, Abdur Rahman
;
Alam, Md Rafayet
- In:
Applied economics
54
(
2022
)
10
,
pp. 1199-1211
Persistent link: https://www.econbiz.de/10012875135
Saved in:
5
ASEAN-5 forex rates and crude oil : Markov regime-switching analysis
Mukhriz Izraf Azman Aziz
;
Umar, Zaghum
;
Gubareva, Mariya
; …
- In:
Applied economics
54
(
2022
)
54
,
pp. 6234-6253
Persistent link: https://www.econbiz.de/10013411364
Saved in:
6
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:
7
Using statistical process monitoring to identify us business cycle change points and turning points
Enck, David
;
Beruvides, Mario
;
Tercero-Gómez, Víctor G.
; …
- In:
Applied economics
53
(
2021
)
46
,
pp. 5319-5336
Persistent link: https://www.econbiz.de/10012626873
Saved in:
8
Volatility forecasting : long memory, regime switching and heteroscedasticity
Ma, Feng
;
Lu, Xinjie
;
Yang, Ke
;
Zhang, Yaojie
- In:
Applied economics
51
(
2019
)
38
,
pp. 4151-4163
Persistent link: https://www.econbiz.de/10012196974
Saved in:
9
Transmission effects of the U.S. and China monetary policy shocks on the world
Chiang, Shu-Mei
;
Liu, Hung-Chun
;
Huang, Chien-Ming
; …
- In:
Applied economics
51
(
2019
)
46
,
pp. 5063-5075
Persistent link: https://www.econbiz.de/10012197184
Saved in:
10
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
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