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Time-varying general dynamic factor models and the measurement of financial connectedness

Barigozzi, Matteo; Hallin, Marc; Soccorsi, Stefano - 2019

Persistent link: https://www.econbiz.de/10012064799

Time-varying general dynamic factor models and the measurement of financial connectedness

Barigozzi, Matteo; Hallin, Marc; Soccorsi, Stefano - 2019

Persistent link: https://www.econbiz.de/10012183847

Are house prices in South Africa really nonstationary? : evidence from SPSM-based panel KSS test with a Fourier function

Chang, Tsangyao; Wu, Tsung-Pao; Gupta, Rangan - In: Applied economics 47 (2015) 1/3, pp. 32-53

Persistent link: https://www.econbiz.de/10010463953

Accounting for nonlinearity, asymmetry, heterogeneity, and cross-sectional dependence in energy modeling : US state-level panel analysis

Liddle, Brantley - In: Economies : open access journal 5 (2017) 3, pp. 1-11

This paper provides an example of several modeling and econometric advances used in the panel estimation of energy demand elasticities. The paper models the demand of total, industrial, and transport energy consumption and residential and commercial electricity consumption by analyzing US...

Persistent link: https://www.econbiz.de/10011754843

Are insurance premiums stationary in China?

Pan, Guochen; Chen, Sen-Sung; Chang, Tsangyao - In: The Chinese economy 49 (2016) 1, pp. 45-55

Persistent link: https://www.econbiz.de/10011619735

Empirical analyses of the relationship between real exchange rate and real interest rate differentials in inflation targeting countries

Breitenbach, Marthinus C.; Zerihun, Mulatu Fekadu; … - In: African journal of business and economic research : AJBER 15 (2020) 1, pp. 7-25

Persistent link: https://www.econbiz.de/10012666018

Homogeneous vs. heterogeneous transition functions in panel smooth transition regressions

Demetrescu, Matei; Leppin, Julian Sebastian; Reitz, Stefan - In: Econometric reviews 40 (2021) 2, pp. 177-196

Persistent link: https://www.econbiz.de/10012483806