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Chauvet, Marcelle
12
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5
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4
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3
González-Rivera, Gloria
2
Akay, Ozgur (Ozzy)
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Chauvet, M.
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International journal of forecasting
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of empirical finance
2
Brazilian review of econometrics : the review of the Brazilian Econometric Society
1
Economics letters
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Macroeconomic dynamics
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Revista brasileira de economia : RBE ; revista da Escola de Pós-Graduação em Economia da Fundação Getúlio Vargas
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Hedge fund contagion and risk-adjusted returns: A Markov-switching dynamic factor approach
Akay, Ozgur (Ozzy)
;
Senyuz, Zeynep
;
Yoldas, Emre
- In:
Journal of empirical finance
22
(
2013
),
pp. 16-29
Persistent link: https://www.econbiz.de/10010123050
Saved in:
2
Autocontours: Dynamic Specification Testing
González-Rivera, Gloria
;
Senyuz, Zeynep
;
Yoldas, Emre
- In:
Journal of business & economic statistics : JBES ; a …
29
(
2011
)
1
,
pp. 186-186
Persistent link: https://www.econbiz.de/10008817705
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3
Threshold asymmetries in equity return distributions : statistical tests and investment implications
Yoldas, Emre
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
16
(
2012
)
5
,
pp. 1-35
Persistent link: https://www.econbiz.de/10010077651
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4
Autocontour-based evaluation of multivariate predictive densities
González-Rivera, Gloria
;
Yoldas, Emre
- In:
International journal of forecasting
28
(
2012
)
2
,
pp. 328-343
Persistent link: https://www.econbiz.de/10009830611
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5
Factor analysis of permanent and transitory dynamics of the US economy and the stock market
Senyuz, Zeynep
- In:
Journal of applied econometrics
26
(
2011
)
6
,
pp. 975-999
Persistent link: https://www.econbiz.de/10009290254
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6
A monthly indicator of Brazilian GDP
Chauvet, Marcelle
- In:
Brazilian review of econometrics : the review of the …
21
(
2001
)
1
,
pp. 1-47
Persistent link: https://www.econbiz.de/10009089424
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7
Coincident and leading indicators of the stock market
Chauvet, M.
;
Potter, S.
- In:
Journal of empirical finance
7
(
2000
)
1
,
pp. 87
Persistent link: https://www.econbiz.de/10007242669
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8
Forecasting recessions using the yield curve
Chauvet, Marcelle
;
Potter, Simon
- In:
Journal of forecasting
24
(
2005
)
2
,
pp. 77-104
Persistent link: https://www.econbiz.de/10006877901
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9
Markov switching in disaggregate unemployment rates
Chauvet, Marcelle
;
Juhn, Chinhui
;
Potter, Simon
- In:
Empirical economics : a journal of the Institute for …
27
(
2002
)
2
,
pp. 205-232
Persistent link: https://www.econbiz.de/10006267419
Saved in:
10
SUNSPOTS, ANIMAL SPIRITS, AND ECONOMIC FLUCTUATIONS
Chauvet, Marcelle
;
Guo, Jang-Ting
- In:
Macroeconomic dynamics
7
(
2003
)
1
,
pp. 140
Persistent link: https://www.econbiz.de/10006030444
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