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subject:"Arbeitslosigkeit"
~isPartOf:"Econometric reviews"
~isPartOf:"Economic modelling"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Journal of forecasting"
~person:"Bekiros, Stelios"
~person:"Poon, Aubrey"
~person:"Xu, Qifa"
~subject:"Asymmetry"
~subject:"Bayesian inference"
~subject:"Forecasting model"
~subject:"Group selection"
~subject:"Nationaleinkommen"
~subject:"Regressionsanalyse"
~subject:"Risk measure"
~subject:"Schätztheorie"
~subject:"Theory"
~subject:"Time series analysis"
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Arbeitslosigkeit
Asymmetry
Bayesian inference
Forecasting model
Group selection
Nationaleinkommen
Regressionsanalyse
Risk measure
Schätztheorie
Theory
Time series analysis
Estimation
12
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12
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8
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6
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5
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Phillips curve
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Bekiros, Stelios
Poon, Aubrey
Xu, Qifa
Gupta, Rangan
12
Gil-Alaña, Luis A.
7
Herwartz, Helmut
7
Kumbhakar, Subal
7
Jawadi, Fredj
6
Caporale, Guglielmo Maria
5
Chan, Joshua
5
Tiwari, Aviral Kumar
5
Zhang, Yaojie
5
Arčabić, Vladimir
4
Cross, Jamie
4
Jiang, Cuixia
4
Karathanasopoulos, Andreas
4
Lee, Hyejin
4
Narayan, Paresh Kumar
4
Serletis, Apostolos
4
Ullah, Aman
4
Wang, Yudong
4
Österholm, Pär
4
Aguiar-Conraria, Luís
3
Bu, Ruijun
3
Chan, Ngai Hang
3
Chauvet, Marcelle
3
Chen, Shyh-Wei
3
Egger, Peter
3
Everaert, Gerdie
3
Franses, Philip Hans
3
Hassler, Uwe
3
Härdle, Wolfgang
3
Ireland, Peter N.
3
Langot, François
3
Lee, Chien-chiang
3
Lee, Junsoo
3
Lux, Thomas
3
Lütkepohl, Helmut
3
Maasoumi, Esfandiar
3
Malley, James R.
3
Martín-Arroyo, Antonio S.
3
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Econometric reviews
Economic modelling
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Journal of economic dynamics & control
Journal of forecasting
The North American journal of economics and finance : a journal of financial economics studies
3
Applied economics
2
CAMP working paper series
2
Finance research letters
2
Working paper
2
CAMA working paper series
1
Economics letters
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
FRB of Cleveland Working Paper
1
Federal Reserve Bank of Cleveland working paper series
1
Global finance journal
1
International journal of finance & economics : IJFE
1
International review of economics & finance : IREF
1
International review of financial analysis
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
1
Journal of financial stability
1
Quantitative finance and economics
1
Strathclyde discussion papers in economics
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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University of Milan Bicocca Department of Economics, Management, and Statistics Working Paper
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ECONIS (ZBW)
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1
A new Bayesian model for contagion and interdependence
Poon, Aubrey
;
Zhu, Dan
- In:
Econometric reviews
41
(
2022
)
7
,
pp. 806-826
Persistent link: https://www.econbiz.de/10013364908
Saved in:
2
A time-varying Phillips curve with global factors : are global factors important?
Kabundi, Alain
;
Poon, Aubrey
;
Wu, Ping
- In:
Economic modelling
126
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014462575
Saved in:
3
Bayesian mixed-frequency quantile vector autoregression : eliciting tail risks of monthly US GDP
Iacopini, Matteo
;
Poon, Aubrey
;
Rossini, Luca
;
Zhu, Dan
- In:
Journal of economic dynamics & control
157
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014495378
Saved in:
4
Forecasting expected shortfall and value at risk with a joint elicitable mixed data sampling model
Xu, Qifa
;
Chen, Lu
;
Jiang, Cuixia
;
Liu, Yezheng
- In:
Journal of forecasting
41
(
2022
)
3
,
pp. 407-421
Persistent link: https://www.econbiz.de/10013166148
Saved in:
5
Mixed data sampling expectile regression with applications to measuring financial risk
Xu, Qifa
;
Chen, Lu
;
Jiang, Cuixia
;
Yu, Keming
- In:
Economic modelling
91
(
2020
),
pp. 469-486
Persistent link: https://www.econbiz.de/10012429122
Saved in:
6
On the contribution of international shocks in Australian business cycle fluctuations
Cross, Jamie
;
Poon, Aubrey
- In:
Empirical economics : a journal of the Institute for …
59
(
2020
)
6
,
pp. 2613-2637
Persistent link: https://www.econbiz.de/10012491245
Saved in:
7
Group penalized unrestricted mixed data sampling model with application to forecasting US GDP growth
Xu, Qifa
;
Zhuo, Xingxuan
;
Jiang, Cuixia
;
Liu, Xi
;
Liu, …
- In:
Economic modelling
75
(
2018
),
pp. 221-236
Persistent link: https://www.econbiz.de/10012101481
Saved in:
8
The transmission mechanism of Malaysian monetary policy : a time-varying vector autoregression approach
Poon, Aubrey
- In:
Empirical economics : a journal of the Institute for …
55
(
2018
)
2
,
pp. 417-444
Persistent link: https://www.econbiz.de/10011949804
Saved in:
9
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
Saved in:
10
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
Saved in:
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