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Testing fractional integration with monthly data
Gil-Alaña, Luis A. - In: Economic modelling 16 (1999) 4, pp. 613-629
Persistent link: https://www.econbiz.de/10001426392
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Masking of volatility by seasonal adjustment methods
Hayat, Aziz; Bhatti, Muhammad Ishaq - In: Economic modelling 33 (2013), pp. 676-688
Persistent link: https://www.econbiz.de/10010194430
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Testing of seasonal integration and cointegration with fractionally integrated techniques : an application to the Danish labour demand
Gil-Alaña, Luis A. - In: Economic modelling 25 (2008) 2, pp. 326-339
Persistent link: https://www.econbiz.de/10003724848
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Improving estimation of the fractionally differencing parameter in the SARFIMA model using tapered periodogram
Ye, Xunyu; Gao, Ping; Li, Handong - In: Economic modelling 46 (2015), pp. 167-179
Persistent link: https://www.econbiz.de/10011436579
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The January effect in the foreign exchange market : evidence for seasonal equity carry trades
Girardin, Eric; Namin, Fatemeh Salimi - In: Economic modelling 81 (2019), pp. 422-439
Persistent link: https://www.econbiz.de/10012202131
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The distribution of index futures realised volatility under seasonality and microstructure noise
Alemany, Nuria; Aragó, Vicent; Salvador, Enrique - In: Economic modelling 93 (2020), pp. 398-414
Persistent link: https://www.econbiz.de/10012430196
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Property rights reform and capital adequacy ratios of rural credit cooperatives in China
Wang, Jiamei; Chen, Haibin; Zhang, Heng; Luo, Jianchao; … - In: Economic modelling 106 (2022), pp. 1-13
Persistent link: https://www.econbiz.de/10013347665
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Trade-offs in stabilisation : areal-financial CGE analysis with reference to India
Naastepad, Carola W. M. - In: Economic modelling 19 (2002) 2, pp. 221-244
Persistent link: https://www.econbiz.de/10001654165
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Can land transfer relax credit constraints? : evidence from China
Chen, Conghui; Liu, Bing; Wang, Ziyou - In: Economic modelling 122 (2023), pp. 1-10
Persistent link: https://www.econbiz.de/10014388719
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The impact of late payments on SMEs’ access to finance : evidence from credit rationing and loan terms
Kaya, Orcun - In: Economic modelling 141 (2024), pp. 1-12
Persistent link: https://www.econbiz.de/10015191464