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Neutral networks to detect nonlinearities in time series : analysis of business cycle in France and the United Kingdom

Kiani, Khurshid M. - In: Applied econometrics and international development 9 (2009) 1, pp. 67-76

Persistent link: https://www.econbiz.de/10008667241

Can signal extraction help predict risk premia in foreign exchange rates

Kiani, Khurshid M. - In: Economic modelling 33 (2013), pp. 926-939

Persistent link: https://www.econbiz.de/10010195543

Does Phillips curve model help predict inflation in a small open economy? : an empirical investigation

Kiani, Khurshid M. - In: Inflation, deflation and disinflation, (pp. 65-87). 2012

Persistent link: https://www.econbiz.de/10009614638

On modelling and forecasting predictable components in European stock markets

Kiani, Khurshid M. - In: Computational economics 48 (2016) 3, pp. 487-502

Persistent link: https://www.econbiz.de/10011712528

On business cycle fluctuations in USA macroeconomic time series

Kiani, Khurshid M. - In: Economic modelling 53 (2016), pp. 179-186

Persistent link: https://www.econbiz.de/10011640993

Asymmetric business cycle fluctuations in Caribbean economies

Kiani, Khurshid M. - In: International journal of economic perspectives : IJEP 5 (2011) 2, pp. 121-140

Persistent link: https://www.econbiz.de/10011587461

A test of perfect collusion under imperfect information : a case of Indian minerals market

Zeidan, Rodrigo; Kiani, Khurshid M.; Resende, Marcelo - In: Progress in economics research 23 (2011), pp. 201-214

Persistent link: https://www.econbiz.de/10009581574

Forecast performance of neural networks and business cycle asymmetries

Kiani, Khurshid M.; Bidarkota, Prasad V.; Kastens, Terry L. - In: Applied financial economics letters 1 (2005) 4, pp. 205-210

Persistent link: https://www.econbiz.de/10003016823

No Predictable Components in G7 Stock Returns

Bidarkota, Prasad V. - 2011

We search for time-varying predictable components in monthly excess stock index returns over the risk free rates in the G7 countries. The predictable components provide an estimate of the expected excess returns. Our unobserved components model improves on Conrad and Kaul (1988) by taking into...

Persistent link: https://www.econbiz.de/10013119256