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Forecasting in the presence of in-sample and out-of-sample breaks
Xu, Jiawen; Perron, Pierre - In: Empirical economics : a quarterly journal of the … 64 (2023) 6, pp. 3001-3035
Persistent link: https://www.econbiz.de/10014329022
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Global and local components of output gaps
Eckert, Florian; Mühlebach, Nina - In: Empirical economics : a quarterly journal of the … 65 (2023) 5, pp. 2301-2331
Persistent link: https://www.econbiz.de/10014388930
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Modeling fractional cointegration between high and low stock prices in Asian countries
Afzal, Alia; Sibbertsen, Philipp - In: Empirical economics : a quarterly journal of the … 60 (2021) 2, pp. 661-682
Persistent link: https://www.econbiz.de/10012490321
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Dynamic cross-correlation and dynamic contagion of stock markets : a sliding windows approach with the DCCA correlation coefficient
Tilfani, Oussama; Ferreira, Paulo; El Boukfaoui, My Youssef - In: Empirical economics : a quarterly journal of the … 60 (2021) 3, pp. 1127-1156
Persistent link: https://www.econbiz.de/10012490509
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Multivariate time-varying parameter modelling for stock markets
Neslihanoglu, Serdar; Bekiros, Stelios; McColl, John H.; … - In: Empirical economics : a quarterly journal of the … 61 (2021) 2, pp. 947-972
Persistent link: https://www.econbiz.de/10012616913
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Persistence and efficiency of OECD stock markets : linear and nonlinear fractional integration approaches
Adekoya, Oluwasegun B. - In: Empirical economics : a quarterly journal of the … 61 (2021) 3, pp. 1415-1433
Persistent link: https://www.econbiz.de/10012616954
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Bayesian estimation of the long-run trend of the US economy
Kim, Jaeho; Chon, Sora - In: Empirical economics : a quarterly journal of the … 62 (2022) 2, pp. 461-485
Persistent link: https://www.econbiz.de/10012819475
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An extended wavelet approach of the money-output link in the United States
Mutascu, Mihai; Sokic, Alexandre - In: Empirical economics : a quarterly journal of the … 64 (2023) 4, pp. 1647-1665
Persistent link: https://www.econbiz.de/10014253715
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Revisiting the nexus of the financial development and economic development : new international evidence using a wavelet approach
Karlsson, Hyunjoo Kim; Månsson, Kristofer; Hacker, Scott - In: Empirical economics : a quarterly journal of the … 60 (2021) 5, pp. 2323-2350
Persistent link: https://www.econbiz.de/10012585566
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Measuring uncertainty : a streamlined application for the Ecuadorian economy
Avellán, Guillermo; González-Astudillo, Manuel; … - In: Empirical economics : a quarterly journal of the … 62 (2022) 4, pp. 1517-1542
Persistent link: https://www.econbiz.de/10013197237