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~language:"eng"
~type_genre:"Article in journal"
~type_genre:"Lehrbuch"
~isPartOf:"Applied economics"
~isPartOf:"Journal of international money and finance"
~subject:"Time series analysis"
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Time series analysis
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2,194
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2,193
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1,492
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Gil-Alaña, Luis A.
19
Moosa, Imad A.
14
Gupta, Rangan
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Peel, David
7
Bhaskara Rao, Buddhavarapu
5
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Emirmahmutoglu, Furkan
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2
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Applied economics
Journal of international money and finance
Journal of econometrics
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International journal of forecasting
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Economics letters
439
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Econometric theory
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Finance research letters
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International Journal of Energy Economics and Policy : IJEEP
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Macroeconomic dynamics
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
56
International journal of economics and financial issues : IJEFI
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Journal of money, credit and banking : JMCB
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ECONIS (ZBW)
387
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1
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:
2
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:
3
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:
4
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:
5
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:
6
The effects of uncertainty on the dynamics of stock market interdependence : evidence from the time-varying cointegration of the G7 stock markets
Babaei, Hamid
;
Hübner, Georges
;
Muller, Aline
- In:
Journal of international money and finance
139
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014478229
Saved in:
7
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
Saved in:
8
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:
9
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:
10
Global financial cycles since 1880
Potjagailo, Galina
;
Wolters, Maik H.
- In:
Journal of international money and finance
131
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014248868
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