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source:"econis"
subject:"Estimation"
~person:"Koop, Gary"
~person:"Narayan, Paresh Kumar"
~person:"Tzavalis, Elias"
~subject:"Markov chain"
~type:"article"
~type_genre:"Article in journal"
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Estimation
Markov chain
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99
Theory
99
Time series analysis
33
Zeitreihenanalyse
33
Schätzung
32
Forecasting model
25
Prognoseverfahren
25
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24
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24
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14
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10
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Aufsatz in Zeitschrift
36
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2
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English
36
Author
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Koop, Gary
Narayan, Paresh Kumar
Tzavalis, Elias
Gil-Alaña, Luis A.
33
Tsionas, Efthymios G.
30
Caporale, Guglielmo Maria
29
Kumbhakar, Subal
29
Serletis, Apostolos
26
Gupta, Rangan
22
Elliott, Robert J.
19
Bahmani-Oskooee, Mohsen
18
Moosa, Imad A.
15
Wohar, Mark E.
15
Chang, Tsangyao
14
Koopman, Siem Jan
14
Siu, Tak Kuen
14
Engsted, Tom
13
Fabozzi, Frank J.
13
Kim, Chang-jin
13
Peel, David
13
Apergēs, Nikolaos
12
Bollerslev, Tim
12
Chan, Joshua
12
Creedy, John
12
Franses, Philip Hans
12
Ghysels, Eric
12
MacDonald, Ronald
12
Psaradakis, Zacharias G.
12
Sola, Martin
12
Wirjanto, Tony S.
12
Asai, Manabu
11
Blundell, Richard W.
11
Cavazos-Cadena, Rolando
11
Feinberg, Eugene A.
11
Jawadi, Fredj
11
Li, Yong
11
Marcellino, Massimiliano
11
McAleer, Michael
11
Pesaran, M. Hashem
11
Phillips, Peter C. B.
11
Taylor, Mark P.
11
Timmermann, Allan
11
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Journal of econometrics
9
International review of economics & finance : IREF
3
Journal of empirical finance
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
Applied economics
1
Australian economic papers
1
Econometric reviews
1
Economic modelling
1
Emerging markets review
1
Energy economics
1
International journal of finance & economics : IJFE
1
International review of financial analysis
1
Journal of applied econometrics
1
Journal of banking & finance
1
Journal of economic dynamics & control
1
Journal of economics and finance : JEF
1
Journal of forecasting
1
Journal of money, credit and banking : JMCB
1
Journal of productivity analysis
1
Review of development economics
1
The European journal of finance
1
The econometrics journal
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
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1
Predicting future exchange rate changes based on interest rates and holding-period returns differentials net of the forward risk premium effects
Elias, Nikolaos
;
Smyrnakis, Dimitris
;
Tzavalis, Elias
- In:
International review of economics & finance : IREF
79
(
2022
),
pp. 694-715
Persistent link: https://www.econbiz.de/10013345794
Saved in:
2
The influence of real interest rates and risk premium effects on the ability of the nominal term structure to forecast inflation
Argyropoulos, Efthymios
;
Tzavalis, Elias
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 785-796
Persistent link: https://www.econbiz.de/10012655704
Saved in:
3
Can country-specific interest rate factors explain the forward premium anomaly?
Argyropoulos, Efthymios
;
Elias, Nikolaos
;
Smyrnakis, …
- In:
Journal of economics and finance : JEF
45
(
2021
)
2
,
pp. 252-269
Persistent link: https://www.econbiz.de/10012496681
Saved in:
4
Predicting exchange rate returns
Narayan, Paresh Kumar
;
Sharma, Susan Sunila
;
Dinh Hoang …
- In:
Emerging markets review
42
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012414387
Saved in:
5
Asset price bubbles and economic welfare
Narayan, Paresh Kumar
;
Sharma, Susan Sunila
;
Dinh Hoang …
- In:
International review of financial analysis
44
(
2016
),
pp. 139-148
Persistent link: https://www.econbiz.de/10011623974
Saved in:
6
Large Bayesian VARMAs
Chan, Joshua
;
Eisenstat, Eric
;
Koop, Gary
- In:
Journal of econometrics
192
(
2016
)
2
,
pp. 374-390
Persistent link: https://www.econbiz.de/10011704723
Saved in:
7
A sequential purchasing power parity test for panels of large cross-sections and implications for investors
Westerlund, Joakim
;
Narayan, Paresh Kumar
- In:
The European journal of finance
21
(
2015
)
13/15
,
pp. 1317-1333
Persistent link: https://www.econbiz.de/10011419881
Saved in:
8
A unit root model for trending time-series energy variables
Narayan, Paresh Kumar
;
Liu, Ruipeng
- In:
Energy economics
50
(
2015
),
pp. 391-402
Persistent link: https://www.econbiz.de/10011564140
Saved in:
9
Real term structure forecasts of consumption growth
Argyropoulos, Efthymios
;
Tzavalis, Elias
- In:
Journal of empirical finance
33
(
2015
),
pp. 208-222
Persistent link: https://www.econbiz.de/10011556880
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
Saved in:
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