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~subject:"Time series analysis"
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Time series analysis
Theorie
68
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33
Preiskonvergenz
24
Price convergence
24
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22
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22
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bank lending
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credit market tightness
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Shintani, Mototsugu
19
Tomoyoshi, Yabu
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3
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Guo, Zheng-feng
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Guo, Zi-Yi
2
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2
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ECONIS (ZBW)
20
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Forecasting interval-valued returns of crude oil : a novel kernel-based approach
Yang, Kun
;
Xu, Xueqing
;
Wei, Yunjie
;
Wang, Shouyang
- In:
Journal of forecasting
43
(
2024
)
8
,
pp. 2937-2953
Persistent link: https://www.econbiz.de/10015110584
Saved in:
2
Nonlinear forecasting analysis using diffusion indexes : an application to Japan
Shintani, Mototsugu
- In:
Journal of money, credit and banking : JMCB
37
(
2005
)
3
,
pp. 517-538
Persistent link: https://www.econbiz.de/10003012730
Saved in:
3
A nonparametric measure of convergence towards purchasing power parity
Shintani, Mototsugu
- In:
Journal of applied econometrics
21
(
2006
)
5
,
pp. 589-604
Persistent link: https://www.econbiz.de/10003360450
Saved in:
4
Johansen test with Fourier-type smooth nonlinear trends in cointegrating relations
Kurita, Takamitsu
;
Shintani, Mototsugu
-
2023
Persistent link: https://www.econbiz.de/10014383879
Saved in:
5
Nonparametric lag selection for nonlinear additive autoregressive models
Guo, Zheng-feng
;
Shintani, Mototsugu
- In:
Economics letters
111
(
2011
)
2
,
pp. 131-134
Persistent link: https://www.econbiz.de/10009242396
Saved in:
6
Consistent co-trending rank selection when both stochastic and non-linear deterministic trends are present
Guo, Zheng-feng
;
Shintani, Mototsugu
- In:
The econometrics journal
16
(
2013
)
3
,
pp. 473-484
Persistent link: https://www.econbiz.de/10010253630
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7
Exchange rate pass-through and inflation : a nonlinear time series analysis
Shintani, Mototsugu
;
Terada Hagiwara, Akiko
;
Tomoyoshi, Yabu
-
2012
Persistent link: https://www.econbiz.de/10009775880
Saved in:
8
The inf-t test for a unit root against asymmetric exponential smooth transition autoregressive models
Shintani, Mototsugu
- In:
The Japanese economic review : the journal of the …
64
(
2013
)
1
,
pp. 3-15
Persistent link: https://www.econbiz.de/10009720872
Saved in:
9
Testing for flexible nonlinear trends with an integrated or stationary noise component
Perron, Pierre
;
Shintani, Mototsugu
;
Tomoyoshi, Yabu
-
2015
Persistent link: https://www.econbiz.de/10010501938
Saved in:
10
Exchange rate pass-through and inflation : a nonlinear time series analysis
Shintani, Mototsugu
;
Terada Hagiwara, Akiko
;
Tomoyoshi, Yabu
- In:
Journal of international money and finance
32
(
2013
),
pp. 512-527
Persistent link: https://www.econbiz.de/10009732848
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