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Forecasting economic activity using preselected predictors : the case of Cyprus

Anaxagorou, Christiana; Pashourtidou, Nicoletta - In: Cyprus economic policy review 16 (2022) 1, pp. 11-36

Persistent link: https://www.econbiz.de/10014247048

Evaluación de diferentes métodos para la estimación del PIB potencial : el caso de México

Corona, Francisco; Orraca Romano, Pedro Paulo; … - In: Estudios económicos 37 (2022) 2, pp. 285-313

Persistent link: https://www.econbiz.de/10014280112

Revisiting granger causality of CO2 on global warming : a quantile factor approach

Chen, Liang; Dolado, Juan J.; Gonzalo, Jesús; Ramos, Andrey - 2022

Persistent link: https://www.econbiz.de/10015110779

Efficient bias robust regression for time series factor models

Martin, R. Douglas; Xia, Daniel Z. - In: The journal of asset management : a major new, … 23 (2022) 3, pp. 215-234

Persistent link: https://www.econbiz.de/10013199106

Is infrastructure capital really productive? : non-parametric modeling and data-driven model selection in a crosssectionally dependent panel framework

Musolesi, Antonio; Prete, Giada Andrea; Simioni, Michel - 2022

Persistent link: https://www.econbiz.de/10013202870

Trading strategies and return patterns in commodity futures markets

Rothenberger, Marcel - 2022

This thesis analyzes commodity futures pricing, trading activities in commodity futures contracts and their use for investment strategies. The aim of this thesis is to fill important gaps in the research field of commodity markets and to highlight special characteristics of commodity futures. It...

Persistent link: https://www.econbiz.de/10013268074

Testing mispricing-augmented factor models in an emerging market : a quest for parsimony

Ali, Fahad - In: Borsa Istanbul Review 22 (2022) 2, pp. 272-284

examine the performance of UMO-augmented factor models - the Capital Asset Pricing Model, Carhart's four-factor model, and … Fama and French's three-, five- and six-factor models - to find out which of these models or their subsets is most …

Persistent link: https://www.econbiz.de/10013184079

An automated prior robustness analysis in Bayesian model comparison

Chan, Joshua; Jacobi, Liana; Zhu, Dan - In: Journal of applied econometrics 37 (2022) 3, pp. 583-602

Persistent link: https://www.econbiz.de/10013186701

Essays in Bayesian macroeconometrics and forecasting

Hauber, Philipp - 2022

Persistent link: https://www.econbiz.de/10013187811

Is infrastructure capital really productive? : non-parametric modeling and data-driven model selection in a cross-sectionally dependent panel framework

Musolesi, Antonio; Prete, Giada Andrea; Simioni, Michel - 2022

Persistent link: https://www.econbiz.de/10013171132

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