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person:"Newbold, Paul"
subject:"Zeitreihenanalyse"
~isPartOf:"Applied economics"
~isPartOf:"CAMA working paper series"
~isPartOf:"Cambridge working papers in economics"
~isPartOf:"Economic research paper / Loughborough University, Department of Economics"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Journal of empirical finance"
~person:"Dungey, Mardi H."
~person:"Ghose, Devajyoti"
~person:"Kapetanios, George"
~person:"Karanasos, Menelaos"
~person:"Leybourne, Stephen James"
~subject:"Bayes-Statistik"
~subject:"Bewertung"
~subject:"Estimation"
~subject:"Time varying parameters"
~subject:"Zustandsraummodell"
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Zeitreihenanalyse
Bayes-Statistik
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Theorie
29
Theory
29
Time series analysis
17
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Newbold, Paul
Dungey, Mardi H.
Ghose, Devajyoti
Kapetanios, George
Karanasos, Menelaos
Leybourne, Stephen James
Chan, Joshua
15
Harvey, Andrew C.
12
Pesaran, M. Hashem
12
Harvey, David I.
9
Gil-Alaña, Luis A.
7
Koop, Gary
7
Linton, Oliver
7
Moosa, Imad A.
7
Mills, Terence C.
6
Pagan, Adrian R.
6
Wong, Benjamin
6
Castelnuovo, Efrem
5
Chambers, Marcus J.
5
Haque, Qazi
5
Strachan, Rodney W.
5
Timmermann, Allan
5
Bahmani-Oskooee, Mohsen
4
Paccagnini, Alessia
4
Serletis, Apostolos
4
Tzavalis, Elias
4
Aguiar-Conraria, Luís
3
Attanasio, Orazio P.
3
Brown, Sarah
3
Busetti, Fabio
3
Caggiano, Giovanni
3
Caporale, Guglielmo Maria
3
Chan, Joshua C. C.
3
Cho, Dooyeon
3
Chudik, Alexander
3
Corsetti, Giancarlo
3
Grant, Angelia L.
3
Gupta, Rangan
3
Görtz, Christoph
3
Hautsch, Nikolaus
3
Ireland, Peter N.
3
Johnson, Paul A.
3
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Journal of economic dynamics & control
Journal of empirical finance
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
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6
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5
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ECONIS (ZBW)
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1
Time varying cointegration and the UK great ratios
Kapetanios, George
;
Millard, Stephen Patrick
;
Petrova, …
-
2018
Persistent link: https://www.econbiz.de/10012203995
Saved in:
2
Date-stamping multiple bubble regimes
Harvey, David I.
;
Leybourne, Stephen James
;
Whitehouse, …
- In:
Journal of empirical finance
58
(
2020
),
pp. 226-246
Persistent link: https://www.econbiz.de/10012430678
Saved in:
3
A time-varying parameter structural model of the UK economy
Kapetanios, George
;
Masolo, Riccardo M.
;
Petrova, Katerina
- In:
Journal of economic dynamics & control
106
(
2019
),
pp. 1-26
Persistent link: https://www.econbiz.de/10012131985
Saved in:
4
Exponent of cross-sectional dependence : estimation and inference
Bailey, Natalia
;
Kapetanios, George
;
Pesaran, M. Hashem
-
2012
Persistent link: https://www.econbiz.de/10009579875
Saved in:
5
On the correspondence between data revision and trend-cycle decomposition
Dungey, Mardi H.
;
Jacobs, Jan
;
Tian, Jing
;
Van Norden, Simon
-
2012
Persistent link: https://www.econbiz.de/10009561165
Saved in:
6
Improving the accuracy of asset price bubble start and end date estimators
Harvey, David I.
;
Leybourne, Stephen James
;
Sollis, Robert
- In:
Journal of empirical finance
40
(
2017
),
pp. 121-138
Persistent link: https://www.econbiz.de/10011744469
Saved in:
7
Tests for explosive financial bubbles in the presence of non-stationary volatility
Harvey, David I.
;
Leybourne, Stephen James
;
Sollis, Robert
- In:
Journal of empirical finance
38
(
2016
),
pp. 548-574
Persistent link: https://www.econbiz.de/10011663370
Saved in:
8
A time varying DSGE model with financial frictions
Galvão, Ana Beatriz C.
;
Giraitis, Liudas
;
Kapetanios, …
- In:
Journal of empirical finance
38
(
2016
),
pp. 690-716
Persistent link: https://www.econbiz.de/10011663775
Saved in:
9
Inflation convergence in the EMU
Karanasos, Menelaos
;
Koutroumpis, P.
;
Karavias, Y.
; …
- In:
Journal of empirical finance
39
(
2016
),
pp. 241-253
Persistent link: https://www.econbiz.de/10011664324
Saved in:
10
Shifts in volatility driven by large stock market shocks
Dendramis, Yiannis
;
Kapetanios, George
;
Tzavalis, Elias
- In:
Journal of economic dynamics & control
55
(
2015
),
pp. 130-147
Persistent link: https://www.econbiz.de/10011587216
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