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subject:"Time series analysis"
~subject:"Volatility"
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Search: subject_exact:"Autoregressive DL Model"
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Time series analysis
Volatility
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Applied economics letters
Journal of econometrics
59
Economic modelling
53
International Journal of Energy Economics and Policy : IJEEP
51
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40
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
36
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1
Does a shrinking labor force reduce FDI inflows in OECD countries?
Mitra, Rajarshi
;
Abedin, Md. Thasinul
- In:
Applied economics letters
29
(
2022
)
17
,
pp. 1654-1658
Persistent link: https://www.econbiz.de/10013412250
Saved in:
2
Income thresholds in the remittances-growth association? : a case study of Fiji
Kumar, Nikeel Nishkar
;
Patel, Arvind
- In:
Applied economics letters
29
(
2022
)
19
,
pp. 1815-1823
Persistent link: https://www.econbiz.de/10013412311
Saved in:
3
Multivariate unobserved component model for an oil-exporting economy : the case of Russia
Polbin, Andrej
- In:
Applied economics letters
28
(
2021
)
8
,
pp. 681-685
Persistent link: https://www.econbiz.de/10012501591
Saved in:
4
Co-movement between residential and commercial housing prices : evidence from a new database
Cuestas, Juan Carlos
;
Monfort, Mercedes
- In:
Applied economics letters
28
(
2021
)
5
,
pp. 402-407
Persistent link: https://www.econbiz.de/10012485040
Saved in:
5
Fractional frequency flexible Fourier form (FFFFF) for panel cointegration test
Olayeni, Richard Olaolu
;
Tiwari, Aviral Kumar
;
Wohar, …
- In:
Applied economics letters
28
(
2021
)
6
,
pp. 482-486
Persistent link: https://www.econbiz.de/10012485054
Saved in:
6
Price discovery and volatility spillover in spot and futures markets : evidences from steel-related commodities in China
Kim, Kyoungsu
;
Lim, Seok
- In:
Applied economics letters
26
(
2019
)
5
,
pp. 351-357
Persistent link: https://www.econbiz.de/10012204211
Saved in:
7
Rank tests for price convergence in Australian beverage markets
Shum, Paul
;
Woo, Kai-yin
;
Lee, Shu-kam
- In:
Applied economics letters
25
(
2018
)
12
,
pp. 862-866
Persistent link: https://www.econbiz.de/10012130458
Saved in:
8
Remittances and misery index in Turkey : is there a link?
Akçay, Selçuk
- In:
Applied economics letters
25
(
2018
)
13
,
pp. 895-899
Persistent link: https://www.econbiz.de/10012131116
Saved in:
9
The effects of exchange rate volatility on exports : evidence from Armenia
Barseghyan, Gayane
;
Hambardzumyan, Hayk
- In:
Applied economics letters
25
(
2018
)
18
,
pp. 1266-1268
Persistent link: https://www.econbiz.de/10012135379
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10
Why you should use high frequency data to test the impact of exchange rate on trade
Shaar, Karam
;
Khaled, Mohammed S.
- In:
Applied economics letters
25
(
2018
)
18
,
pp. 1292-1295
Persistent link: https://www.econbiz.de/10012135386
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11
Multivariate filter estimation and ARDL model analysis of China's potential output
Dong, Qi
;
Liu, Xiangbo
- In:
Applied economics letters
25
(
2018
)
18
,
pp. 1327-1332
Persistent link: https://www.econbiz.de/10012135401
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12
Oil prices and economic activity : evidence for G-7 economies based on a wavelet approach
Redin, Dulce
;
Rodriguez, Ignacio
;
Cuñado Eizaguirre, Juncal
- In:
Applied economics letters
25
(
2018
)
5
,
pp. 305-308
Persistent link: https://www.econbiz.de/10011854488
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13
Fractional integration and cointegration in merger and acquisitions in the US petroleum industry
Monge, Manuel
;
Gil-Alaña, Luis A.
- In:
Applied economics letters
23
(
2016
)
10/12
,
pp. 701-704
Persistent link: https://www.econbiz.de/10011628404
Saved in:
14
Does the unemployment invariance hypothesis hold for Romania?
Oţoiu, Adrian
;
Ţiţan, Emilia
- In:
Applied economics letters
23
(
2016
)
10/12
,
pp. 884-887
Persistent link: https://www.econbiz.de/10011629185
Saved in:
15
Dealing with an error correction model when trade balances are trend-stationary
Cantavella-Jordá, Manuel
- In:
Applied economics letters
21
(
2014
)
13/15
,
pp. 882-886
Persistent link: https://www.econbiz.de/10010418326
Saved in:
16
Real interest rate parity in OECD countries : new evidence from time series and panel cointegration techniques
Magonis, George
;
Tsopanakis, Andreas
- In:
Applied economics letters
20
(
2013
)
4/6
,
pp. 476-479
Persistent link: https://www.econbiz.de/10009709366
Saved in:
17
Size properties of Lagrange Multiplier cointegration tests in the presence of structural breaks
Tam, Pui Sun
- In:
Applied economics letters
19
(
2012
)
10/12
,
pp. 1061-1064
Persistent link: https://www.econbiz.de/10009655112
Saved in:
18
Testing for multivariate cointegration in the presence of structural breaks : p-values and critical values
Giles, David E. A.
;
Godwin, Ryan T.
- In:
Applied economics letters
19
(
2012
)
16/18
,
pp. 1561-1565
Persistent link: https://www.econbiz.de/10009684132
Saved in:
19
Residual-based block bootstrap for cointegration testing
Amador, Rosa Badillo
;
Belaire-Franch, Jorge
;
Reverte, …
- In:
Applied economics letters
17
(
2010
)
10/12
,
pp. 999-1003
Persistent link: https://www.econbiz.de/10008698432
Saved in:
20
Cointegration tests of PPP : do they also exhibit erratic behaviour?
Caporale, Guglielmo Maria
;
Hanck, Christoph
- In:
Applied economics letters
16
(
2009
)
1/3
,
pp. 9-15
Persistent link: https://www.econbiz.de/10003822534
Saved in:
21
Time series evidence on the linkage between the volatility and growth of output
Beaumont, Paul Michael
;
Norrbin, Stefan C.
;
Yigit, F. Pinar
- In:
Applied economics letters
15
(
2008
)
1/3
,
pp. 45-48
Persistent link: https://www.econbiz.de/10003724936
Saved in:
22
A test for the export-led growth hypothesis in possible integrated vector autoregressions
Huang, Tai-hsin
;
Wang, Mei-hui
- In:
Applied economics letters
14
(
2007
)
13/15
,
pp. 999-1003
Persistent link: https://www.econbiz.de/10003606724
Saved in:
23
A recursive cointegration test using the Kalman filter and its application to fiscal equilibrium in the Dominican Republic
Prazmowski, Peter A.
- In:
Applied economics letters
12
(
2005
)
3
,
pp. 155-160
Persistent link: https://www.econbiz.de/10002621336
Saved in:
24
A cautionary note on cointegration testing
Sumner, Michael T.
- In:
Applied economics letters
11
(
2004
)
5
,
pp. 275-278
Persistent link: https://www.econbiz.de/10002032692
Saved in:
25
Frequency domain principal components estimation of fractionally cointegrated processes
Morana, Claudio
- In:
Applied economics letters
11
(
2004
)
13
,
pp. 837-842
Persistent link: https://www.econbiz.de/10002354224
Saved in:
26
Estimating cointegrating vectors using near unit root variables
Smallwood, Aaron D.
;
Norrbin, Stefan C.
- In:
Applied economics letters
11
(
2004
)
12
,
pp. 781-784
Persistent link: https://www.econbiz.de/10002244549
Saved in:
27
Spurious rejection by cointegration tests incorporating structural change in the cointegrating relationship
Cook, Steven
- In:
Applied economics letters
11
(
2004
)
14
,
pp. 879-884
Persistent link: https://www.econbiz.de/10002437902
Saved in:
28
Some frequency domain properties of fractionally cointegrated processes
Morana, Claudio
- In:
Applied economics letters
11
(
2004
)
14
,
pp. 891-894
Persistent link: https://www.econbiz.de/10002437968
Saved in:
29
Behaviour of cointegration tests in the presence of structural breaks in variance
Noh, Jaesun
;
Kim, Tae-hwan
- In:
Applied economics letters
10
(
2003
)
15
,
pp. 999-1002
Persistent link: https://www.econbiz.de/10001876763
Saved in:
30
Unemployment and real oil prices in Australia : a fractionally cointegrated approach
Gil-Alaña, Luis A.
- In:
Applied economics letters
10
(
2003
)
4
,
pp. 201-204
Persistent link: https://www.econbiz.de/10001748959
Saved in:
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