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~isPartOf:"Economic modelling"
~language:"eng"
~person:"Lien, Da-hsiang Donald"
~person:"Phillips, Peter C. B."
~person:"Tiwari, Aviral Kumar"
~type_genre:"Article in journal"
~type_genre:"Article"
~type_genre:"Conference paper"
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State space model
7
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5
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4
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Lien, Da-hsiang Donald
Phillips, Peter C. B.
Tiwari, Aviral Kumar
Shahbaz, Muhammad
23
Arouri, Mohamed
19
Lee, Chien-chiang
19
Narayan, Paresh Kumar
18
Anwar, Sajid
16
Whalley, John
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Afonso, Oscar
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Hall, Stephen G.
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Jawadi, Fredj
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Uddin, Mohammed Gazi Salah
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10
Chevallier, Julien
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9
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9
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Economic modelling
Econometric theory
66
Journal of econometrics
66
The journal of futures markets
51
International review of economics & finance : IREF
42
Energy economics
41
Applied economics
30
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
28
Finance research letters
20
The North American journal of economics and finance : a journal of financial economics studies
20
Economics letters
17
Econometric reviews
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International review of financial analysis
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Research in international business and finance
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8
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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New Zealand economic papers
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Oxford bulletin of economics and statistics
6
Review of quantitative finance and accounting
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Technological forecasting & social change : an international journal
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of international financial markets, institutions & money
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Theoretical economics letters
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ECONIS (ZBW)
17
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1
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10
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17
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1
Comparing asymmetric price efficiency in regional ESG markets before and during COVID-19
Naeem, Muhammad Abubakr
;
Yousaf, Imran
;
Sitara Karim
; …
- In:
Economic modelling
118
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014229252
Saved in:
2
Effects of economic policy uncertainty : a regime switching connectedness approach
Lien, Da-hsiang Donald
;
Zhang, Jiewen
;
Yu, Xiaojian
- In:
Economic modelling
113
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013349173
Saved in:
3
Peer effects and shadow education
Pan, Zheng
;
Lien, Da-hsiang Donald
;
Wang, Hao
- In:
Economic modelling
111
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013349058
Saved in:
4
The relationship between exchange rates and interest rates in a small open emerging economy : the case of Romania
Andrieş, Alin Marius
;
Căpraru, Bogdan
;
Ihnatov, Iulian
; …
- In:
Economic modelling
67
(
2017
),
pp. 261-274
Persistent link: https://www.econbiz.de/10011813828
Saved in:
5
Stock returns and inflation in Pakistan
Tiwari, Aviral Kumar
;
Dar, Arif Billah
;
Bhanja, Niyati
; …
- In:
Economic modelling
47
(
2015
),
pp. 23-31
Persistent link: https://www.econbiz.de/10011437015
Saved in:
6
Analyzing time-frequency relationship between interest rate, stock price and exchange rate through continuous wavelet
Andrieş, Alin Marius
;
Ihnatov, Iulian
;
Tiwari, Aviral Kumar
- In:
Economic modelling
41
(
2014
),
pp. 227-238
Persistent link: https://www.econbiz.de/10010438349
Saved in:
7
Causality between consumer price and producer price : evidence from Mexico
Tiwari, Aviral Kumar
;
Suresh, K. G.
;
Arouri, Mohamed
; …
- In:
Economic modelling
36
(
2014
),
pp. 432-440
Persistent link: https://www.econbiz.de/10010415794
Saved in:
8
A frequency domain causality investigation between futures and spot prices of Indian commodity markets
Joseph, Anto
;
Sisodia, Garima
;
Tiwari, Aviral Kumar
- In:
Economic modelling
40
(
2014
),
pp. 250-258
Persistent link: https://www.econbiz.de/10010425645
Saved in:
9
New evidence from the random walk hypothesis for BRICS stock indices: a wavelet unit root test approach
Tiwari, Aviral Kumar
;
Phouphet Kyophilavong
- In:
Economic modelling
43
(
2014
),
pp. 38-41
Persistent link: https://www.econbiz.de/10010500991
Saved in:
10
Revisiting the inflation-output gap relationship for France using a wavelet transform approach
Tiwari, Aviral Kumar
;
Oros, Cornel
;
Albulescu, Claudiu …
- In:
Economic modelling
37
(
2014
),
pp. 464-475
Persistent link: https://www.econbiz.de/10010417628
Saved in:
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