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ECONIS (ZBW)
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1
Analysts versus the random walk in financial forecasting : evidence from the Czech National Bank's Financial Market Inflation Expectations survey
Kladívko, Kamil
;
Österholm, Pär
- In:
Applied economics
56
(
2024
)
17
,
pp. 2077-2088
Persistent link: https://www.econbiz.de/10014475262
Saved in:
2
Interpolation and correlation
Franses, Philip Hans
- In:
Applied economics
54
(
2022
)
14
,
pp. 1562-1567
Persistent link: https://www.econbiz.de/10012875525
Saved in:
3
Performance analysis of nowcasting of GDP growth when allowing for conditional heteroscedasticity and non-Gaussianity
Javed, Farrukh
;
Kiss, Tamás
;
Österholm, Pär
- In:
Applied economics
54
(
2022
)
58
,
pp. 6669-6686
Persistent link: https://www.econbiz.de/10013494234
Saved in:
4
The home price-income relationship for US states
Miles, William
;
Jung, Samuel Moon
;
Vijverberg, Chu-Ping Chen
- In:
Applied economics
56
(
2024
)
34
,
pp. 4128-4139
Persistent link: https://www.econbiz.de/10014559271
Saved in:
5
Flexible markov-switching models with evolving regime-specific parameters : an application to Brazilian business cycles
Gomes, Fábio A.
;
Melo, Lívia C. M.
;
Soave, Gian Paulo
- In:
Applied economics
56
(
2024
)
14
,
pp. 1705-1722
Persistent link: https://www.econbiz.de/10014473203
Saved in:
6
Vine copula Granger causality in quantiles
Jang, Hyuna
;
Kim, Jong-Min
;
Noh, Hohsuk
- In:
Applied economics
56
(
2024
)
10
,
pp. 1109-1118
Persistent link: https://www.econbiz.de/10014446535
Saved in:
7
Persistence and long memory in monetary policy spreads
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Applied economics
56
(
2024
)
20
,
pp. 2422-2433
Persistent link: https://www.econbiz.de/10014521131
Saved in:
8
Score function scaling for QAR plus Beta-t-EGARCH : an empirical application to the S&P 500
Ayala, Astrid Loretta
;
Blazsek, Szabolcs
;
Licht, Adrian
- In:
Applied economics
56
(
2024
)
31
,
pp. 3684-3697
Persistent link: https://www.econbiz.de/10014528626
Saved in:
9
Persistence in the private debt-t- GDP ratio : evidence from 43 OECD countries
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Applied economics
53
(
2021
)
43
,
pp. 5018-5027
Persistent link: https://www.econbiz.de/10012609922
Saved in:
10
Linear time-varying regression with copula-DCC-asymmetric-GARCH models for volatility : the co-movement between industrial electricity demand and financial factors
Kim, Yunsun
;
Hwang, Sun Young
;
Kim, Jong-Min
;
Kim, Sahm
- In:
Applied economics
55
(
2023
)
3
,
pp. 255-272
Persistent link: https://www.econbiz.de/10013494421
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11
Nonlinear dynamical analysis of metal futures price fluctuations : a recurrence quantification analysis approach
Sun, Xiaotian
;
Fang, Wei
;
Gao, Xiangyun
;
An, Sufang
;
Wu, Tao
- In:
Applied economics
55
(
2023
)
10
,
pp. 1142-1155
Persistent link: https://www.econbiz.de/10013499028
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12
Reliability study of stock index forecasting in volatile and trending cities using public sentiment : based on word2Vec and LSTM models
Ma, Yuanyuan
;
Liu, Chenglong
;
Zhang, Jie Tian
;
Liu, Yanze
- In:
Applied economics
55
(
2023
)
43
,
pp. 5013-5032
Persistent link: https://www.econbiz.de/10014334940
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13
Relationship between ETFs and underlying indices : a fractional cointegration approach
Saha, Kunal
;
Madhavan, Vinodh
;
Chandrashekhar, G. R.
- In:
Applied economics
55
(
2023
)
27
,
pp. 3184-3193
Persistent link: https://www.econbiz.de/10014299141
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14
Regional synchronization during economic contraction : the case of the US and Japan
Muto, Makoto
;
Onozaki, Tamotsu
;
Saiki, Yoshitaka
- In:
Applied economics
55
(
2023
)
30
,
pp. 3472-3486
Persistent link: https://www.econbiz.de/10014299164
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15
On stylized facts of cryptocurrencies returns and their relationship with other assets, with a focus on the impact of COVID-19
Cremaschini, Alessandro
;
Punzón, Antonio
;
Martellucci, …
- In:
Applied economics
55
(
2023
)
32
,
pp. 3675-3688
Persistent link: https://www.econbiz.de/10014299197
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16
What drives trend-following profits in stocks? : the role of the trading signals' volatility
Zoicas-Ienciu, Adrian
;
Pochea, Maria Miruna
- In:
Applied economics
55
(
2023
)
32
,
pp. 3788-3805
Persistent link: https://www.econbiz.de/10014299215
Saved in:
17
Unemployment and COVID-19 : an analysis of change in persistence
Bermejo Muñoz, Lorenzo
;
Malmierca-Ordoqui, Maria
; …
- In:
Applied economics
55
(
2023
)
39
,
pp. 4511-4521
Persistent link: https://www.econbiz.de/10014301998
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18
A dual perspective inflation analysis of China with large dimensional data : an application of large VARs model
Nong, Hao
;
Wu, Xianghua
;
Jiang, Yuanying
- In:
Applied economics
55
(
2023
)
50
,
pp. 5939-5955
Persistent link: https://www.econbiz.de/10014335840
Saved in:
19
Estimates of Trade Based Money Laundering within the European Union
Saenz, Mariana
;
Lewer, Joshua J.
- In:
Applied economics
55
(
2023
)
51
,
pp. 5991-6003
Persistent link: https://www.econbiz.de/10014335882
Saved in:
20
Heterogeneity, aggregation and long memory in lottery sales : some empirical evidence for Brazil
Resende, Marcelo
- In:
Applied economics
55
(
2023
)
53
,
pp. 6223-6249
Persistent link: https://www.econbiz.de/10014381561
Saved in:
21
40 years of economic reform : the case of Pudong New Area Open Economic Zone in Shanghai
Seiler, Volker
;
Gilroy, Bernard Michael
;
Peitz, Christian
; …
- In:
Applied economics
55
(
2023
)
16
,
pp. 1845-1858
Persistent link: https://www.econbiz.de/10013555035
Saved in:
22
Leader-follower dynamics in real historical time : a Markovian test of non-linear causality between sail and steam (co-)development
Damásio, Bruno
;
Mendonça, Sandro
- In:
Applied economics
55
(
2023
)
17
,
pp. 1908-1918
Persistent link: https://www.econbiz.de/10013555059
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23
Long memory and efficiency of Bitcoin during COVID-19
Wu, Xiang
;
Wu, Liang
;
Chen, Shujuan
- In:
Applied economics
54
(
2022
)
4
,
pp. 375-389
Persistent link: https://www.econbiz.de/10012874043
Saved in:
24
Time-series residual momentum strategies
Kim, Saejoon
- In:
Applied economics
54
(
2022
)
5
,
pp. 580-594
Persistent link: https://www.econbiz.de/10012874231
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25
Time-series momentum in individual stocks : is it there and where to look?
Fang, Jiali
;
Wei, Hao
;
Wongchoti, Udomsak
- In:
Applied economics
54
(
2022
)
18
,
pp. 2048-2066
Persistent link: https://www.econbiz.de/10012875717
Saved in:
26
On the extraction of cyber risks from structured products
Verlaine, Michel
- In:
Applied economics
54
(
2022
)
22
,
pp. 2570-2581
Persistent link: https://www.econbiz.de/10013171105
Saved in:
27
Re-Investigating the degree of persistence of U.S. economic policy uncertainty using the Fourier non-linear quantile unit root test
Peng, Yi-Ting
;
Chang, Tsangyao
;
Ranjbar, Omid
- In:
Applied economics
54
(
2022
)
39
,
pp. 4586-4595
Persistent link: https://www.econbiz.de/10013411001
Saved in:
28
Fourier DF unit root test for R&D intensity of G7 countries
Cai, Yifei
;
Saadaoui, Jamel
- In:
Applied economics
54
(
2022
)
42
,
pp. 4900-4914
Persistent link: https://www.econbiz.de/10013411066
Saved in:
29
The trend and cycle components of China's housing prices : a new decomposition method
Tan, Zhengxun
;
Liu, Juan
;
Chen, Peng
- In:
Applied economics
53
(
2021
)
28
,
pp. 3288-3305
Persistent link: https://www.econbiz.de/10012517088
Saved in:
30
Non-normal errors or nonlinearity? : performance of unit root tests
Lee, Hyejin
;
Hur, Mansik
- In:
Applied economics
53
(
2021
)
52
,
pp. 6094-6103
Persistent link: https://www.econbiz.de/10012650385
Saved in:
31
Using statistical process monitoring to identify us business cycle change points and turning points
Enck, David
;
Beruvides, Mario
;
Tercero-Gómez, Víctor G.
; …
- In:
Applied economics
53
(
2021
)
46
,
pp. 5319-5336
Persistent link: https://www.econbiz.de/10012626873
Saved in:
32
Measuring systemic risk with a dynamic copula-based approach
Jang, Hyun Jin
;
Pan, Xiao
;
Park, Sumin
- In:
Applied economics
53
(
2021
)
50
,
pp. 5843-5863
Persistent link: https://www.econbiz.de/10012627102
Saved in:
33
Functional ARCH directional dependence via copula for intraday volatility from high-frequency financial time series
Kim, Jong-Min
;
Hwang, Sun Young
- In:
Applied economics
53
(
2021
)
4
,
pp. 506-520
Persistent link: https://www.econbiz.de/10012416072
Saved in:
34
How technological emergence, saturation, and rejuvenation are re-shaping the e-commerce landscape and disrupting consumption? : a time series analysis
Fahmy, Hany
- In:
Applied economics
53
(
2021
)
6
,
pp. 742-759
Persistent link: https://www.econbiz.de/10012416086
Saved in:
35
Comparison of optimization algorithms for selecting the fractional frequency in Fourier form unit root tests
Omay, Tolga
;
Emirmahmutoglu, Furkan
;
Shahzad, Syed …
- In:
Applied economics
53
(
2021
)
7
,
pp. 761-780
Persistent link: https://www.econbiz.de/10012416087
Saved in:
36
Deep time series forecasting for enhanced index tracking
Kim, Saejoon
- In:
Applied economics
53
(
2021
)
17
,
pp. 1916-1934
Persistent link: https://www.econbiz.de/10012500905
Saved in:
37
The risks of cryptocurrencies with long memory in volatility, non-normality and behavioural insights
Siu, Tak Kuen
- In:
Applied economics
53
(
2021
)
17
,
pp. 1991-2014
Persistent link: https://www.econbiz.de/10012500918
Saved in:
38
The role of high-frequency data in volatility forecasting : evidence from the China stock market
Liu, Min
;
Lee, Chien-chiang
;
Choo, Wei Chong
- In:
Applied economics
53
(
2021
)
22
,
pp. 2500-2526
Persistent link: https://www.econbiz.de/10012501284
Saved in:
39
Analyzing the hysteresis properties and growth stability of renewable energy production of the U.S.
Lee, Chien-chiang
;
Ranjbar, Omid
;
Lee, Chi-Chuan
- In:
Applied economics
53
(
2021
)
24
,
pp. 2752-2770
Persistent link: https://www.econbiz.de/10012501412
Saved in:
40
Persistence, mean reversion, and non-linearities in inflation rates in the GCC countries : an eclectic approach
Osman, Mohamed
- In:
Applied economics
53
(
2021
)
8
,
pp. 913-923
Persistent link: https://www.econbiz.de/10012425441
Saved in:
41
Macroeconomic forecasting for Pakistan in a data-rich environment
Syed, Ateeb Akhter Shah
;
Lee, Kevin Haeseung
- In:
Applied economics
53
(
2021
)
9
,
pp. 1077-1091
Persistent link: https://www.econbiz.de/10012425450
Saved in:
42
An augmented P-Star model of Indian inflation
Holzschuh, Peter
;
Mishra, Ankita
;
Misra, Jayant
;
Moosa, …
- In:
Applied economics
52
(
2020
)
26
,
pp. 2795-2806
Persistent link: https://www.econbiz.de/10012221453
Saved in:
43
Forecasting core inflation : the case of South Africa
Ruch, Franz
;
Balcilar, Mehmet
;
Gupta, Rangan
;
Modise, …
- In:
Applied economics
52
(
2020
)
28
,
pp. 3004-3022
Persistent link: https://www.econbiz.de/10012221472
Saved in:
44
UK tourism arrivals and departures : seasonality, persistence and time trends
Gil-Alaña, Luis A.
;
Ruiz-Alba, José L.
;
Ayestarán, Raquel
- In:
Applied economics
52
(
2020
)
46
,
pp. 5077-5087
Persistent link: https://www.econbiz.de/10012306541
Saved in:
45
Market returns and risk factors for the emerging economies
Talukdar, Bakhtear
;
Parhizgari, Ali M.
- In:
Applied economics
52
(
2020
)
48
,
pp. 5230-5243
Persistent link: https://www.econbiz.de/10012307212
Saved in:
46
Long memory and efficiency of Bitcoin under heavy tails
Wu, Liang
;
Chen, Shujuan
- In:
Applied economics
52
(
2020
)
48
,
pp. 5298-5309
Persistent link: https://www.econbiz.de/10012307228
Saved in:
47
Commonalities across commercial real estate indexes
Yunus, Nafeesa
- In:
Applied economics
52
(
2020
)
30
,
pp. 3274-3290
Persistent link: https://www.econbiz.de/10012258835
Saved in:
48
Testing PPP hypothesis under temporary structural breaks and asymmetric dynamic adjustments
Omay, Tolga
;
Shahbaz, Muhammed
;
Hasanov, Mübariz
- In:
Applied economics
52
(
2020
)
32
,
pp. 3479-3497
Persistent link: https://www.econbiz.de/10012258948
Saved in:
49
Improving market timing of time series momentum in the Chinese stock market
Qin, Yafeng
;
Pan, Guoyao
;
Bai, Min
- In:
Applied economics
52
(
2020
)
43
,
pp. 4711-4725
Persistent link: https://www.econbiz.de/10012298683
Saved in:
50
Modelling with flexibility through the business cycle : using a panel smooth transition model to test for the lipstick effect
Li, Wenying
;
Zhen, Chen
;
Dorfman, Jeffrey H.
- In:
Applied economics
52
(
2020
)
25
,
pp. 2694-2704
Persistent link: https://www.econbiz.de/10012211084
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