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Microdata imputations and macrodata implications : evidence from the Ifo Business Survey
Seiler, Christian; Heumann, Christian - In: Economic modelling 35 (2013), pp. 722-733
Persistent link: https://www.econbiz.de/10010336673
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Improving estimation of the fractionally differencing parameter in the SARFIMA model using tapered periodogram
Ye, Xunyu; Gao, Ping; Li, Handong - In: Economic modelling 46 (2015), pp. 167-179
Persistent link: https://www.econbiz.de/10011436579
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Modeling high-frequency volatility with three-state FIGARCH models
Shi, Yanlin; Ho, Kin-Yip - In: Economic modelling 51 (2015), pp. 473-483
Persistent link: https://www.econbiz.de/10011476127
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Forecasting gold futures market volatility using macroeconomic variables in the United States
Fang, Libing; Yu, Honghai; Xiao, Wen - In: Economic modelling 72 (2018), pp. 249-259
Persistent link: https://www.econbiz.de/10012100333
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High-dimensional covariance forecasting based on principal component analysis of high-frequency data
Jian, Zhihong; Deng, Pingjun; Zhu, Zhican - In: Economic modelling 75 (2018), pp. 422-431
Persistent link: https://www.econbiz.de/10012101548
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Forecasting structural change and fat-tailed events in Australian macroeconomic variables
Cross, Jamie; Poon, Aubrey - In: Economic modelling 58 (2016), pp. 34-51
Persistent link: https://www.econbiz.de/10011647028
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Detecting nonlinear dependencies in eurozone peripheral equity markets : a multistep filtering approach
Avdoulas, Christos; Bekiros, Stelios; Boubaker, Sabri - In: Economic modelling 58 (2016), pp. 580-587
Persistent link: https://www.econbiz.de/10011647569
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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
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Breaks or long range dependence in the energy futures volatility : out-of-sample forecasting and VaR analysis
Charfeddine, Lanouar - In: Economic modelling 53 (2016), pp. 354-374
Persistent link: https://www.econbiz.de/10011641058
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Jumps in equilibrium prices and asymmetric news in foreign exchange markets
El Ouadghiri, Imane; Uctum, Remzi - In: Economic modelling 54 (2016), pp. 218-234
Persistent link: https://www.econbiz.de/10011642112