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Trend inflation estimates for Thailand from disaggregated data
Pym Manopimoke; Vorada Limjaroenrat - In: Economic modelling 65 (2017), pp. 75-94
Persistent link: https://www.econbiz.de/10011813600
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An efficient estimate and forecast of the implied volatility surface : a nonlinear Kalman filter approach
Chen, Si; Zhou, Zhen; Li, Shenghong - In: Economic modelling 58 (2016), pp. 655-664
Persistent link: https://www.econbiz.de/10011647943
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Sudden changes in extreme value volatility estimator : modeling and forecasting with economic significance analysis
Kumar, Dilip - In: Economic modelling 49 (2015), pp. 354-371
Persistent link: https://www.econbiz.de/10011439594
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New estimates of time-varying currency betas : a trivariate BEKK approach
Jayasinghe, Prabhath; Tsui, Albert K.; Zhang, Zhaoyong - In: Economic modelling 42 (2014), pp. 128-139
Persistent link: https://www.econbiz.de/10010478223
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Forecasting structural change and fat-tailed events in Australian macroeconomic variables
Cross, Jamie; Poon, Aubrey - In: Economic modelling 58 (2016), pp. 34-51
Persistent link: https://www.econbiz.de/10011647028
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Can Google data help predict French youth unemployment?
Fondeur, Yannick; Karamé, Frédéric - In: Economic modelling 30 (2013), pp. 117-125
Persistent link: https://www.econbiz.de/10009703714
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Econometric issues in the estimation of the natural rate of interest
Buncic, Daniel - In: Economic modelling 132 (2024), pp. 1-18
Persistent link: https://www.econbiz.de/10014547947
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A wavelet decomposition approach to crude oil price and exchange rate dependence
Reboredo, Juan Carlos; Rivera-Castro, Miguel A. - In: Economic modelling 32 (2013), pp. 42-57
Persistent link: https://www.econbiz.de/10009760777
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Oil prices and the macroeconomy reconsideration for Germany : using continuous wavelet
Tiwari, Aviral Kumar - In: Economic modelling 30 (2013), pp. 636-642
Persistent link: https://www.econbiz.de/10009708824
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Detecting nonlinear dependencies in eurozone peripheral equity markets : a multistep filtering approach
Avdoulas, Christos; Bekiros, Stelios; Boubaker, Sabri - In: Economic modelling 58 (2016), pp. 580-587
Persistent link: https://www.econbiz.de/10011647569