Similar Search Results

Variance decomposition of stock returns and dividend imputation system

Wu, Ping X. - 1998

Persistent link: https://www.econbiz.de/10000983162

Variance decomposition of stock returns and dividend imputation system

Wu, Ping X. - In: Applied financial economics 9 (1999) 6, pp. 539-543

Persistent link: https://www.econbiz.de/10001525261

Incorporating Short Data into Large Mixed-Frequency VARs for Regional Nowcasting

Koop, Gary; McIntyre, Stuart; Mitchell, James; Poon, Aubrey - 2023

Interest in regional economic issues coupled with advances in administrative data is driving the creation of new regional economic data. Many of these data series could be useful for nowcasting regional economic activity, but they suffer from a short (albeit constantly expanding) time series...

Persistent link: https://www.econbiz.de/10014357101

Estimating the ordering of variables in a VAR using a Plackett-Luce prior

Wu, Ping; Koop, Gary - In: Economics letters 230 (2023), pp. 1-5

Persistent link: https://www.econbiz.de/10014460378

A time-varying Phillips curve with global factors : are global factors important?

Kabundi, Alain; Poon, Aubrey; Wu, Ping - In: Economic modelling 126 (2023), pp. 1-8

Persistent link: https://www.econbiz.de/10014462575

Incorporating short data into large mixed-frequency VARs for regional nowcasting

Koop, Gary; McIntyre, Stuart; Mitchell, James; Poon, Aubrey - 2023

Persistent link: https://www.econbiz.de/10014295389

Incorporating short data into large mixed- frequency VARs for regional nowcasting

Koop, Gary; McIntyre, Stuart; Mitchell, James; Poon, Aubrey - 2023

Persistent link: https://www.econbiz.de/10014316254