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Nowcasting inflation in India with daily crowd-sourced prices using dynamic factors and mixed frequency models
Yadav, Varun; Das, Abhiman - In: Applied economics letters 30 (2023) 2, pp. 167-177
Persistent link: https://www.econbiz.de/10013553042
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Prediction accuracy of volatility using the score-driven Meixner distribution : an application to the Dow Jones
Blazsek, Szabolcs; Licht, Adrian - In: Applied economics letters 29 (2022) 2, pp. 111-117
Persistent link: https://www.econbiz.de/10012803390
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Bidirectional relationship between investor sentiment and excess returns : new evidence from the wavelet perspective
Marczak, Martyna; Beissinger, Thomas - In: Applied economics letters 23 (2016) 16/18, pp. 1305-1311
Persistent link: https://www.econbiz.de/10011702560
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On IVX-based structural break tests in univariate predictive regressions
Fei, Yijie - In: Applied economics letters 31 (2024) 16, pp. 1535-1545
Persistent link: https://www.econbiz.de/10015075480
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News implied volatility and aggregate economic activity : evidence from the Japanese government bond market
Goshima, Keiichi; Ishijima, Hiroshi; Shintani, Mototsugu - In: Applied economics letters 31 (2024) 6, pp. 568-573
Persistent link: https://www.econbiz.de/10014470544
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Inflation is still a monetary phenomenon : a wavelet analysis of inflation, oil prices and money supply
El-Gamal, Mahmoud A. - In: Applied economics letters 31 (2024) 2, pp. 164-169
Persistent link: https://www.econbiz.de/10014448283
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Forecasting exchange rate markets' volatility of G7 countries : will stock market volatility help?
Zhang, Feipeng; Zhang, Zhao - In: Applied economics letters 30 (2023) 7, pp. 991-999
Persistent link: https://www.econbiz.de/10014303619
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Time-varying ARFIMA-GARCH model with symmetric thresholds : applications to inflation
Tan, Zhengxun; Liu, Juan - In: Applied economics letters 28 (2021) 5, pp. 373-377
Persistent link: https://www.econbiz.de/10012485002
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Nowcasting domestic demand using a dynamic factor model : the case of Ireland
Egan, Paul - In: Applied economics letters 30 (2023) 19, pp. 2711-2716
Persistent link: https://www.econbiz.de/10014368525
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Does the level of the yield curve predict inflation?
Kaya, Hüseyin - In: Applied economics letters 21 (2014) 7/9, pp. 477-480
Persistent link: https://www.econbiz.de/10010414286