Narrow search
Showing 1 - 10 of 43
Cover Image
Oil shocks and stock volatility : new evidence via a Bayesian, graph-based VAR approach
Yin, Libo; Ma, Xiyuan - In: Applied economics 52 (2020) 11, pp. 1163-1180
Persistent link: https://www.econbiz.de/10012197521
Cover Image
A Bayesian approach to model changes in volatility in the Mexican stock exchange index
Cabrera, Gustavo; Coronado, Semei; Rojas, Omar; Romero, … - In: Applied economics 50 (2018) 15, pp. 1716-1724
Persistent link: https://www.econbiz.de/10011848848
Cover Image
Cross-country growth regressions : problems of heterogeneity, stability and interpretation
Maddala, Gangadharrao S.; Wu, S. - In: Applied economics 32 (2000) 5, pp. 635-642
Persistent link: https://www.econbiz.de/10001520654
Cover Image
The heterogeneity of carbon Kuznets curves for advanced countries : comparing homogeneous, heterogeneous and shrinkage/Bayesian estimators
Mazzanti, Massimiliano; Musolesi, Antonio - In: Applied economics 45 (2013) 25/27, pp. 3827-3842
Persistent link: https://www.econbiz.de/10010345851
Cover Image
Estimating country-specific environmental Kuznets curves from panel data : a Bayesian shrinkage approach
Jobert, Thomas; Karanfil, Fatih; Tykhonenko, Anna - In: Applied economics 46 (2014) 13/15, pp. 1449-1464
Persistent link: https://www.econbiz.de/10010412509
Cover Image
Modelling and forecasting COVID-19 stock returns using asymmetric GARCH-ICAPM with mixture and heavy-tailed distributions
Rewat Khanthaporn; Wichitaksorn, Nuttanan - In: Applied economics 55 (2023) 51, pp. 6042-6061
Persistent link: https://www.econbiz.de/10014335891
Cover Image
The impact of COVID-19 on economic growth : evidence from a Bayesian Panel Vector Autoregressive (BPVAR) model
Apergis, Emmanuel; Apergēs, Nikolaos - In: Applied economics 53 (2021) 58, pp. 6739-6751
Persistent link: https://www.econbiz.de/10012697965
Cover Image
Volatility spillovers across financial markets : the role of oil price uncertainty
Lee, Seojin; Kim, Young Min - In: Applied economics letters 30 (2023) 17, pp. 2342-2347
Persistent link: https://www.econbiz.de/10014365776
Cover Image
How to predict the economic growth rates of a country? : a DSGE model with the accumulation of human capital
Mu, Junlin; Yan, Lipeng - In: Applied economics letters 30 (2023) 11, pp. 1540-1560
Persistent link: https://www.econbiz.de/10014304416
Cover Image
Finite-sample size distortion of the AESTAR unit root test : GARCH, corrected variance-covariance matrix estimators and adjusted critical values
Cook, Steven - In: Applied economics letters 23 (2016) 4/6, pp. 318-323
Persistent link: https://www.econbiz.de/10011430513