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Using the hybrid Phillips curve with memory to forecast US infllation
Chu, Shiou-Yen; Shane, Christopher - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 21 (2017) 4, pp. 1-16
Persistent link: https://www.econbiz.de/10011755440
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P-star model for India : a nonlinear approach
Chaubal, Aditi - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 22 (2018) 5, pp. 1-28
Persistent link: https://www.econbiz.de/10011966087
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Consumption, aggregate wealth and expected stock returns : a quantile cointegration approach
Quineche, Ricardo - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 26 (2022) 5, pp. 693-703
Persistent link: https://www.econbiz.de/10013554939
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Long-memory modeling and forecasting : evidence from the U.S. historical series of inflation
Boubaker, Heni; Canarella, Giorgio; Gupta, Rangan; … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 25 (2021) 5, pp. 289-310
Persistent link: https://www.econbiz.de/10012806531
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Regimes and long memory in realized volatility
Goldman, Elena; Nam, Jouahn; Tsurumi, Hiroki; Jun, Wang - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 17 (2013) 5, pp. 521-549
Persistent link: https://www.econbiz.de/10010228559
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Stochastic model specification in Markov switching vector error correction models
Hauzenberger, Niko; Huber, Florian; Pfarrhofer, Michael; … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 25 (2021) 2, pp. 1-17
Persistent link: https://www.econbiz.de/10012507433
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Forecasting exchange rates using neural networks for technical trading rules
Franses, Philip Hans (contributor);  … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 2 (1997) 4, pp. 115-131
Persistent link: https://www.econbiz.de/10001769675
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Improving model performance with the integrated wavelet denoising method
Chen, Yi-Ting; Sun, Edward W.; Yu, Min-Teh - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 19 (2015) 4, pp. 445-467
Persistent link: https://www.econbiz.de/10011339420
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The rescaled VAR model with an application to mixed-frequency macroeconomic forecasting
Giusto, Andrea; İşcan, Talan Behçet - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 22 (2018) 4, pp. 1-16
Persistent link: https://www.econbiz.de/10011965177
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Time-varying asymmetry and tail thickness in long series of daily financial returns
Mazur, Błażej; Pipień, Mateusz - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 22 (2018) 5, pp. 1-21
Persistent link: https://www.econbiz.de/10011965380