Search Results - subject:"Common Features"

Common shocks, common transmission mechanisms and time-varying connectedness among Dow Jones Islamic stock market indices and global risk factors

Ben Haddad, Hedi; Mezghani, Imed; Al Dohaiman, Mohammed - In: Economic systems 44 (2020) 2, pp. 1-19

Persistent link: https://www.econbiz.de/10012593468

Dimension reduction for high dimensional vector autoregressive models

Cubadda, Gianluca; Hecq, Alain W. J. - 2022

Persistent link: https://www.econbiz.de/10013257768

Points of (dis)parity : expectation disconfirmation from common attributes in consumer choice

Evangelidis, Ioannis; Van Osselaer, Stijn M. J. - In: Journal of marketing research : JMR 55 (2018) 1, pp. 1-13

Persistent link: https://www.econbiz.de/10011819620

Reduced rank regression models in economics and finance

Cubadda, Gianluca; Hecq, Alain W. J. - 2021

Persistent link: https://www.econbiz.de/10013257759

Short-run and long-run co-movements in the income-consumption relationship

Au, Alan Kai Ming; Yeung, Matthew C. H. - In: Theoretical economics letters 8 (2018) 5, pp. 814-819

Persistent link: https://www.econbiz.de/10011882280

Commodity prices and global economic activity: a derived-demand approach

Duarte, Angelo José Mont'Alverne; Gaglianone, Wagner Piazza - 2020

Persistent link: https://www.econbiz.de/10012404423

Influence of the sanctions' regime on the regional development : evidence from Belgorod

Vaganova, Oksana V.; Titov, Anton B.; Solovjeva, Nataliya E. - In: International journal of economic perspectives : IJEP 11 (2017) 3, pp. 1889-1894

Persistent link: https://www.econbiz.de/10012212109

Microfounded forecasting

Gaglianone, Wagner Piazza; Issler, João Victor - 2014

Persistent link: https://www.econbiz.de/10010471911

Applying a microfounded-forecasting approach to predict Brazilian inflation

Gaglianone, Wagner Piazza; Issler, João Victor; … - In: Empirical economics : a journal of the Institute for … 53 (2017) 1, pp. 137-163

Persistent link: https://www.econbiz.de/10011935918

Testing Common Nonlinear Features in Nonlinear Vector Autoregressive Models

Li, Dao; He, Changli - 2013

This paper studies a special class of vector smooth-transition autoregressive (VS- TAR) models containing common nonlinear features (CNFs). To test the existence of CNFs in a VSTAR model, a triangular representation for such a system containing CNFs is proposed. A procedure of testing CNFs in a...

Persistent link: https://www.econbiz.de/10012654377

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