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Panel data nowcasting : the case of price-earnings ratios
Babii, Andrii
;
Ball, Ryan T.
;
Ghysels, Eric
;
Striaukas, …
- In:
Journal of applied econometrics
39
(
2024
)
2
,
pp. 292-307
Persistent link: https://www.econbiz.de/10014517329
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2
High-dimensional granger causality tests with an application to VIX and news
Babii, Andrii
;
Ghysels, Eric
;
Striaukas, Jonas
- In:
Journal of financial econometrics
22
(
2024
)
3
,
pp. 605-635
Persistent link: https://www.econbiz.de/10015045166
Saved in:
3
Machine learning time series regressions with an application to nowcasting
Babii, Andrii
;
Ghysels, Eric
;
Striaukas, Jonas
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 1094-1106
Persistent link: https://www.econbiz.de/10013539458
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4
Machine learning panel data regressions with heavy-tailed dependent data : theory and application
Babii, Andrii
;
Ball, Ryan T.
;
Ghysels, Eric
;
Striaukas, …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471811
Saved in:
5
Econometrics of machine learning methods in economic forecasting
Babii, Andrii
;
Ghysels, Eric
;
Striaukas, Jonas
- In:
Handbook of research methods and applications in …
,
(pp. 246-273)
.
2024
Persistent link: https://www.econbiz.de/10015189620
Saved in:
6
Dutch disease, real effective exchange rate misalignments and their effect on GDP growth in EU
Comunale, Mariarosaria
- In:
Journal of international money and finance
73
(
2017
),
pp. 350-370
Persistent link: https://www.econbiz.de/10011787740
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7
A panel VAR analysis of macro-financial imbalances in the EU
Comunale, Mariarosaria
- In:
Journal of international money and finance
121
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013433254
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8
Current account and real effective exchange rate misalignments in Central Eastern EU countries : an update using the macroeconomic balance approach
Comunale, Mariarosaria
- In:
Economic systems
42
(
2018
)
3
,
pp. 414-436
Persistent link: https://www.econbiz.de/10012125425
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9
New synchronicity indices between real and financial cycles : Is there any link to structural characteristics and recessions in European Union countries?
Comunale, Mariarosaria
- In:
International Journal of Finance & Economics
25
(
2020
)
4
,
pp. 617-641
Persistent link: https://www.econbiz.de/10012189258
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10
Long‐run determinants and misalignments of the real effective exchange rate in the EU
Comunale, Mariarosaria
- In:
Scottish Journal of Political Economy
66
(
2018
)
5
,
pp. 649-672
Persistent link: https://www.econbiz.de/10012097573
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