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Nonlinear time series analysis of business cycles

Dijk, Dick van - 2006 - 1st ed

Dating business cycle turning points / Marcelle Chauvet, James D. Hamilton -- A new framework to analyze business cycle synchronization / Jeffrey A. Modisett, Judge David J. Dreyer -- Non-linearity and instability in the Euro area / Massimiliano Marcellino -- Nonlinear modelling of...

Persistent link: https://www.econbiz.de/10012049646

Moments, shocks and spillovers in Markov-switching VAR models

Kole, Erik; Dijk, Dick van - In: Journal of econometrics 236 (2023) 2, pp. 1-26

Persistent link: https://www.econbiz.de/10014365495

Market set-up in advance of Federal Reserve policy decisions

Dijk, Dick van; Lumsdaine, Robin L.; Wel, Michel van der - 2014

Persistent link: https://www.econbiz.de/10010239989

Nonlinear analysis of electricity prices

Dijk, Dick van (contributor) - 2006

Persistent link: https://www.econbiz.de/10003558991

Forecasting value-at-risk under temporal and portfolio aggregation

Kole, Erik; Markwat, Thijs; Opschoor, Anne; Dijk, Dick van - In: Journal of financial econometrics : official journal of … 15 (2017) 4, pp. 649-677

Persistent link: https://www.econbiz.de/10011987663

Combining density forecasts using focused scoring rules

Opschoor, Anne; Dijk, Dick van; Wel, Michel van der - In: Journal of applied econometrics 32 (2017) 7, pp. 1298-1313

Persistent link: https://www.econbiz.de/10011862725

How to identify and forecast bull and bear markets?

Kole, Erik; Dijk, Dick van - In: Journal of applied econometrics 32 (2017) 1, pp. 120-139

Persistent link: https://www.econbiz.de/10011688491

Forecasting day-ahead electricity prices : utilizing hourly prices

Raviv, Eran; Bouwman, Kees E.; Dijk, Dick van - In: Energy economics 50 (2015), pp. 227-239

Persistent link: https://www.econbiz.de/10011564052

Market set‐up in advance of federal reserve policy rate decisions

Dijk, Dick van; Lumsdaine, Robin L.; Wel, Michel van der - In: The economic journal : the journal of the Royal … 126 (2016) 592, pp. 618-653

Persistent link: https://www.econbiz.de/10011620467

Getting the most out of macroeconomic information for predicting excess stock returns

Çakmaklı, Cem; Dijk, Dick van - In: International journal of forecasting 32 (2016) 3, pp. 650-668

Persistent link: https://www.econbiz.de/10011621754

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