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isPartOf:"Applied financial economics"
subject:"United Kingdom"
~isPartOf:"Economic research paper / Loughborough University, Department of Economics / Loughborough University, Department of Economics"
~isPartOf:"The Manchester School"
~subject:"Time series analysis"
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United Kingdom
Time series analysis
Estimation
567
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121
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121
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93
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Mills, Terence C.
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3
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Applied financial economics
Economic research paper / Loughborough University, Department of Economics / Loughborough University, Department of Economics
The Manchester School
Discussion paper series / IZA
243
Applied economics
202
Journal of econometrics
124
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122
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114
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102
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100
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International review of economics & finance : IREF
54
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Journal of applied econometrics
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Journal of forecasting
52
Oxford bulletin of economics and statistics
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International journal of finance & economics : IJFE
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ECONIS (ZBW)
116
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1
Does the employment effect of national minimum wage vary by non-employment rate? : a regression discontinuity approach
Xu, Lei
;
Zhu, Yu
- In:
The Manchester School
91
(
2023
)
1
,
pp. 18-36
Persistent link: https://www.econbiz.de/10013472812
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2
Interest rate, price level, and the inflation rate : evidence from the UK during the gold standard regimes
Choudhry, Taufiq
- In:
The Manchester School
92
(
2024
)
1
,
pp. 20-39
Persistent link: https://www.econbiz.de/10014440945
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3
Reviewing demand regimes in open economies with Penn World Table data
Marques, André de Mattos
- In:
The Manchester School
90
(
2022
)
6
,
pp. 730-751
Persistent link: https://www.econbiz.de/10013414312
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4
Analyzing the degree of persistence of economic policy uncertainty using linear and non-linear fourier quantile unit root tests
Peng, Yi-Ting
;
Chang, Tsangyao
;
Ranjbar, Omid
- In:
The Manchester School
90
(
2022
)
4
,
pp. 453-471
Persistent link: https://www.econbiz.de/10013275644
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5
Volatility forecasting performance of two-scale realized volatility
Garg, S.
;
Vipul
- In:
Applied financial economics
24
(
2014
)
16/18
,
pp. 1111-1121
Persistent link: https://www.econbiz.de/10010418949
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6
The impact of truancy on educational attainment during compulsory schooling : a bivariate ordered probit estimator with mixed effects
Buscha, Franz
;
Conte, Anna
- In:
The Manchester School
82
(
2014
)
1
,
pp. 103-127
Persistent link: https://www.econbiz.de/10010419582
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7
Revisiting purchasing power parity in African countries : panel stationary test with sharp and smooth breaks
Bahmani-Oskooee, Mohsen
;
Chang, Tsangyao
;
Wu, Tsungpao
- In:
Applied financial economics
24
(
2014
)
22/24
,
pp. 1429-1438
Persistent link: https://www.econbiz.de/10010460119
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8
Forecasting stock return volatility at the quarterly frequency : an evaluation of time series approaches
Reeves, Jonathan J.
;
Xie, Xuan
- In:
Applied financial economics
24
(
2014
)
4/6
,
pp. 347-356
Persistent link: https://www.econbiz.de/10010399705
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9
Modelling the volatility of the Dow Jones Islamic Market World Index using a fractionally integrated time-varying GARCH (FITVGARCH) model
Nasr, Adnen Ben
;
Ajmi, Ahdi Noomen
;
Gupta, Rangan
- In:
Applied financial economics
24
(
2014
)
13/15
,
pp. 993-1004
Persistent link: https://www.econbiz.de/10010415355
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10
Time-varying betas of sectoral returns to market returns and exchange rate movements
Karlsson, Hyunjoo Kim
;
Hacker, Scott
- In:
Applied financial economics
23
(
2013
)
13/15
,
pp. 1155-1168
Persistent link: https://www.econbiz.de/10010204788
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