Narrow search
Showing 1 - 10 of 521
Cover Image
Default estimation, correlated defaults, and expert information
Kiefer, Nicholas M. - In: Journal of applied econometrics 26 (2011) 2, pp. 173-192
Persistent link: https://www.econbiz.de/10008936922
Cover Image
Global credit risk : world, country and industry factors
Schwaab, Bernd; Koopman, Siem Jan; Lucas, André - In: Journal of applied econometrics 32 (2017) 2, pp. 296-317
Persistent link: https://www.econbiz.de/10011689783
Cover Image
Multiple event incidence and duration analysis for credit data incorporating non-stochastic loan maturity
Watkins, John G. T.; Vasnev, Andrey L.; Gerlach, Richard - In: Journal of applied econometrics 29 (2014) 4, pp. 627-648
Persistent link: https://www.econbiz.de/10010414868
Cover Image
Exchange rates and monetary fundamentals : what do we learn from long-horizon regressions?
Kilian, Lutz - In: Journal of applied econometrics 14 (1999) 5, pp. 491-510
Persistent link: https://www.econbiz.de/10001421490
Cover Image
Can inflation data improve the real-time reliability of output gap estimates?
Planas, Christophe; Rossi, Alessandro - In: Journal of applied econometrics 19 (2004) 1, pp. 121-133
Persistent link: https://www.econbiz.de/10001924696
Cover Image
Exchange rates and macroeconomic fundamentals : evidence of instabilities from time-varying factor loadings
Hillebrand, Eric; Mikkelsen, Jakob Guldbæk; Spreng, Lars; … - In: Journal of applied econometrics 38 (2023) 6, pp. 857-877
Persistent link: https://www.econbiz.de/10014432197
Cover Image
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
Cover Image
Constructing density forecasts from quantile regressions : multimodality in macrofinancial dynamics
Mitchell, James; Poon, Aubrey; Zhu, Dan - In: Journal of applied econometrics 39 (2024) 5, pp. 790-812
Persistent link: https://www.econbiz.de/10015156775
Cover Image
Tests for equal forecast accuracy under heteroskedasticity
Harvey, David I.; Leybourne, Stephen James; Zu, Yang - In: Journal of applied econometrics 39 (2024) 5, pp. 850-869
Persistent link: https://www.econbiz.de/10015156787
Cover Image
Testing for differences in survey-based density expectations : a compositional data approach
Dovern, Jonas; Glas, Alexander; Kenny, Geoff - In: Journal of applied econometrics 39 (2024) 6, pp. 1104-1122
Persistent link: https://www.econbiz.de/10015156822