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~isPartOf:"Journal of applied econometrics"
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Clements, Michael P.
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Journal of applied econometrics
International journal of forecasting
1,611
Journal of forecasting
1,045
NBER working paper series
742
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597
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548
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The North American journal of economics and finance : a journal of financial economics studies
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Journal of economic dynamics & control
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Working paper / Department of Econometrics and Business Statistics, Monash University
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Basic income studies : BIS ; an international journal on basic income research
170
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ECONIS (ZBW)
190
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1
Identification and forecasting of bull and bear markets using multivariate returns
Liu, Jia
;
Maheu, John M.
;
Song, Yong
- In:
Journal of applied econometrics
39
(
2024
)
5
,
pp. 723-745
Persistent link: https://www.econbiz.de/10015156772
Saved in:
2
Fast and order-invariant inference in Bayesian VARs with nonparametric shocks
Huber, Florian
;
Koop, Gary
- In:
Journal of applied econometrics
39
(
2024
)
7
,
pp. 1301-1320
Persistent link: https://www.econbiz.de/10015156859
Saved in:
3
Replicating the results in "a new model of trend inflation" using particle Markov chain Monte Carlo
Nonejad, Nima
- In:
Journal of applied econometrics
31
(
2016
)
7
,
pp. 1478-1483
Persistent link: https://www.econbiz.de/10011691534
Saved in:
4
General Bayesian time-varying parameter vector autoregressions for modeling government bond yields
Fischer, Manfred M.
;
Hauzenberger, Niko
;
Huber, Florian
; …
- In:
Journal of applied econometrics
38
(
2023
)
1
,
pp. 69-87
Persistent link: https://www.econbiz.de/10014287924
Saved in:
5
On Markov error-correction models, with an application to stockprices and dividends
Psaradakis, Zacharias G.
;
Sola, Martin
;
Spagnolo, Fabio
- In:
Journal of applied econometrics
19
(
2004
)
1
,
pp. 69-88
Persistent link: https://www.econbiz.de/10001924673
Saved in:
6
Markov switching causality and the money-output relationship
Psaradakis, Zacharias G.
;
Ravn, Morten O.
;
Sola, Martin
- In:
Journal of applied econometrics
20
(
2005
)
5
,
pp. 665-683
Persistent link: https://www.econbiz.de/10003121629
Saved in:
7
How well do Markov switching models describe actual business cycles? : The case of synchronization
Smith, Penelope A.
;
Summers, Peter M.
- In:
Journal of applied econometrics
20
(
2005
)
2
,
pp. 253-274
Persistent link: https://www.econbiz.de/10002729123
Saved in:
8
Nonlinearity and the permanent effects of regressions
Kim, Chang-jin
;
Morley, James C.
;
Piger, Jeremy Max
- In:
Journal of applied econometrics
20
(
2005
)
2
,
pp. 291-309
Persistent link: https://www.econbiz.de/10002729148
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9
Testing the unbiased forward exchange rate hypothesis using a Markov switching model and instrumental variables
Spagnolo, Fabio
;
Psaradakis, Zacharias G.
;
Sola, Martin
- In:
Journal of applied econometrics
20
(
2005
)
3
,
pp. 423-437
Persistent link: https://www.econbiz.de/10002807278
Saved in:
10
Inferring the private information content of trades : a regime-switching approach
Nyholm, Ken
- In:
Journal of applied econometrics
18
(
2003
)
4
,
pp. 457-470
Persistent link: https://www.econbiz.de/10001779861
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