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QARMA-Beta-t-EGARCH versus ARMA-GARCH : an application to S & P 500
Blazsek, Szabolcs; Mendoza, Vicente - In: Applied economics 48 (2016) 10/12, pp. 1119-1129
Persistent link: https://www.econbiz.de/10011432926
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Would information on consumer confidence have helped to predict UK household expenditure during the recent economic crisis?
Gausden, Robert; Hasan, Mohammad S. - In: Applied economics 48 (2016) 16/18, pp. 1695-1709
Persistent link: https://www.econbiz.de/10011456726
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What determines simultaneous asset bubbles? : an empirical analysis
Drescher, Christian; Herz, Bernhard - In: Applied economics 48 (2016) 1/3, pp. 35-51
Persistent link: https://www.econbiz.de/10011412565
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A graphical representation of an estimated DSGE model
Jones, Callum; Kulish, Mariano - In: Applied economics 48 (2016) 4/6, pp. 483-489
Persistent link: https://www.econbiz.de/10011412923
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The evolution of stock market efficiency in the US : a non-Bayesian time-varying model approach
Ito, Mikio; Noda, Akihiko; Wada, Tatsuma - In: Applied economics 48 (2016) 7/9, pp. 621-635
Persistent link: https://www.econbiz.de/10011412970
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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
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Fiscal policy dynamics under a consolidation constraint : evidence from a sign-restricted SVAR with orthogonalized business cycle and monetary policy for Australia
Inchauspe, Julian - In: Applied economics 53 (2021) 34, pp. 3992-4016
Persistent link: https://www.econbiz.de/10012589552
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Forecasting the intra-day effective bid ask spread by combining density forecasts
Fall, Malick; Louhichi, Waël; Viviani, Jean-Laurent - In: Applied economics 53 (2021) 50, pp. 5772-5792
Persistent link: https://www.econbiz.de/10012627098
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SFA robustness to violated distributional assumptions : theory, simulations and empirical evidence
Bělín, Matěj; Hanousek, Jan - In: Applied economics 53 (2021) 39, pp. 4544-4559
Persistent link: https://www.econbiz.de/10012609835
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Decomposing the immigration-trade link using price and quantity margins : the role of education
Ferragina, Anna Maria; Iandolo, Stefano; Taymaz, Erol - In: Applied economics 53 (2021) 41, pp. 4734-4749
Persistent link: https://www.econbiz.de/10012609873