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~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Zeitreihenanalyse"
~type_genre:"Aufsatz in Zeitschrift"
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Zeitreihenanalyse
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Bai, Ye
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Balcilar, Mehmet
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Bloor, Chris
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Camilleri, Silvio John
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Gil-Alaña, Luis A.
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The North American journal of economics and finance : a journal of financial economics studies
Journal of econometrics
51
International journal of forecasting
35
Economics letters
30
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Economic modelling
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Journal of economic dynamics & control
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Econometrics : open access journal
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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International Journal of Energy Economics and Policy : IJEEP
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International review of economics & finance : IREF
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CBN journal of applied statistics
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Journal of time series econometrics
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International journal of economics and finance
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1
Inter-regional dependence of J-REIT stock prices : a heteroscedasticity-robust time series approach
Motegi, Kaiji
;
Iitsuka, Yoshitaka
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014246819
Saved in:
2
A fractional cointegration var analysis of exchange rate dynamics
Gil-Alaña, Luis A.
;
Carcel, Hector
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012658798
Saved in:
3
Do stock markets lead or lag macroeconomic variables? : evidence from select European countries
Camilleri, Silvio John
;
Scicluna, Nicolanne
;
Bai, Ye
- In:
The North American journal of economics and finance : a …
48
(
2019
),
pp. 170-186
Persistent link: https://www.econbiz.de/10012120227
Saved in:
4
Do precious metal prices help in forecasting South African inflation?
Balcilar, Mehmet
;
Katzke, Nico
;
Gupta, Rangan
- In:
The North American journal of economics and finance : a …
40
(
2017
),
pp. 63-72
Persistent link: https://www.econbiz.de/10011878788
Saved in:
5
Real-time conditional forecasts with Bayesian VARs : an application to New Zealand
Bloor, Chris
;
Matheson, Troy
- In:
The North American journal of economics and finance : a …
22
(
2011
)
1
,
pp. 26-42
Persistent link: https://www.econbiz.de/10009266787
Saved in:
6
Comparing the New Keynesian Phillips Curve with time series models to forecast inflation
Rumler, Fabio
;
Valderrama, María Teresa
- In:
The North American journal of economics and finance : a …
21
(
2010
)
2
,
pp. 126-144
Persistent link: https://www.econbiz.de/10009267847
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