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~isPartOf:"Business and Economic Research : BER"
~isPartOf:"Economic modelling"
~subject:"Cointegration"
~subject:"Forecasting model"
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Ramírez, Miguel D.
4
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1
An empirical analysis of the effect of agricultural sector determinants on economic growth in Sri Lanka
Anusha, P.
;
Vijesandiran, S.
- In:
Business and Economic Research : BER
12
(
2022
)
2
,
pp. 155-167
Persistent link: https://www.econbiz.de/10013474011
Saved in:
2
Financial development and macroeconomic performance : a cointegration approach
Ferreira, Cândida
- In:
Business and Economic Research : BER
11
(
2021
)
4
,
pp. 104-121
Persistent link: https://www.econbiz.de/10012804963
Saved in:
3
Asymmetric macroeconomic shocks and asset price behaviors in selected African countries
Saliu, Mojeed Olanrewaju
;
Ogunleye, Edward Oladipo
- In:
Business and Economic Research : BER
11
(
2021
)
2
,
pp. 90-122
Persistent link: https://www.econbiz.de/10012626023
Saved in:
4
Testing for integration and cointegration when time series are observed with noise
Gianfreda, Angelica
;
Maranzano, Paolo
;
Parisio, Lucia
; …
- In:
Economic modelling
125
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014463618
Saved in:
5
Are low frequency macroeconomic variables important for high frequency electricity prices?
Foroni, Claudia
;
Ravazzolo, Francesco
;
Rossini, Luca
- In:
Economic modelling
120
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014384007
Saved in:
6
Forecasting dividend growth : the role of adjusted earnings yield
Yu, Deshui
;
Huang, Difang
;
Li, Chen
;
Li, Luyang
- In:
Economic modelling
120
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014384127
Saved in:
7
Bootstrap cointegration tests in ARDL models
Bertelli, Stefano
;
Vacca, Gianmarco
;
Zoia, Maria Grazia
- In:
Economic modelling
116
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014512301
Saved in:
8
Real-time macroeconomic monitoring using mixed frequency data : evidence from China
Zhang, Wei
;
He, Jie
;
Ge, Chanyuan
;
Xue, Rui
- In:
Economic modelling
117
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014229194
Saved in:
9
Improving the accuracy of tail risk forecasting models by combining several realized volatility estimators
Naimoli, Antonio
;
Gerlach, Richard
;
Storti, Giuseppe
- In:
Economic modelling
107
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013367470
Saved in:
10
Asymmetric multivariate HAR models for realized covariance matrix : a study based on volatility timing strategies
Qu, Hui
;
Zhang, Yi
- In:
Economic modelling
106
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013347668
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