Search Results - subject:"time varying parameter model"

Marfatia, Hardik A.; Gupta, Rangan; Lesame, Keagile - In: Journal of risk and financial management : JRFM 14 (2021) 9, pp. 1-18

approach and estimate a time-varying parameter model to investigate the dynamic impact of forward guidance (FG) and large …

Persistent link: https://www.econbiz.de/10012628426

Vinayagathasan, Thanablasingam; Meng, Xiancai - In: Romanian journal of economic forecasting 24 (2021) 3, pp. 20-34

Persistent link: https://www.econbiz.de/10012655427

Ji, Jia - In: Applied economics letters 30 (2023) 5, pp. 602-607

Persistent link: https://www.econbiz.de/10013553734

Dhital, Saroj; Jiang, Senyuan; Reese, Jillian - In: Journal of macroeconomics 77 (2023), pp. 1-38

Persistent link: https://www.econbiz.de/10014424564

Xu, Dinghai - 2020

Persistent link: https://www.econbiz.de/10012211693

Ellington, Michael; Martin, Christopher Ian; Wang, Bingsong - 2019

Persistent link: https://www.econbiz.de/10012168798

Korobilis, Dimitris - 2019

Persistent link: https://www.econbiz.de/10012601794

Cepni, Oguzhan; Gupta, Rangan; Onay, Yigit - In: Journal of forecasting 41 (2022) 8, pp. 1725-1740

Persistent link: https://www.econbiz.de/10013465745

Delis, Panagiotis; Degiannakis, Stavros; Filis, George - In: Journal of forecasting 41 (2022) 2, pp. 361-382

Persistent link: https://www.econbiz.de/10012817777

Xu, Dinghai - In: International review of economics & finance : IREF 77 (2022), pp. 159-169

Persistent link: https://www.econbiz.de/10013330750

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