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subject:"Exchange rate"
subject:"Time series analysis"
~person:"Baharumshah, Ahmad Zubaidi"
~person:"Beckmann, Joscha"
~subject:"Zeitreihenanalyse"
~type_genre:"Aufsatz in Zeitschrift"
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Exchange rate
Time series analysis
Zeitreihenanalyse
Estimation
60
Schätzung
60
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22
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20
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19
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Baharumshah, Ahmad Zubaidi
Beckmann, Joscha
Gil-Alaña, Luis A.
81
Bahmani-Oskooee, Mohsen
75
Caporale, Guglielmo Maria
43
Gupta, Rangan
43
Tiwari, Aviral Kumar
28
Chang, Tsangyao
24
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21
Hsing, Yu
16
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16
Wohar, Mark E.
16
Narayan, Paresh Kumar
15
Bollerslev, Tim
14
Koopman, Siem Jan
14
Arize, Augustine Chuck
13
Ramírez, Miguel D.
13
Tauchen, George Eugene
13
Hegerty, Scott W.
12
McMillan, David G.
12
Papell, David H.
12
Pierdzioch, Christian
12
Ranjbar, Omid
12
Salisu, Afees A.
12
Balcilar, Mehmet
11
Belke, Ansgar
11
Li, Jia
11
McAleer, Michael
11
Rashid, Abdul
11
Österholm, Pär
11
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10
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10
Ma, Feng
10
Malindretos, John
10
Shahbaz, Muhammad
10
Su, Chi-Wei
10
Todorov, Viktor
10
Cheung, Yin-Wong
9
Chinn, Menzie David
9
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International review of economics & finance : IREF
2
Malaysian journal of economic studies
2
The North American journal of economics and finance : a journal of financial economics studies
2
Applied economics
1
Applied financial economics
1
Asian economic journal : journal of the East Asian Economic Association
1
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1
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Economics and finance in Indonesia : EFI
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ECONIS (ZBW)
26
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1
The role of expectations for currency crisis dynamics : the case of the Turkish lira
Beckmann, Joscha
;
Czudaj, Robert
- In:
Journal of forecasting
42
(
2023
)
3
,
pp. 625-642
Persistent link: https://www.econbiz.de/10014292220
Saved in:
2
Is the exchange rate a shock absorber? : the shocks matter
Beckmann, Joscha
;
Breitenlechner, Max
;
Scharler, Johann
- In:
International review of economics & finance : IREF
89
(
2024
)
2
,
pp. 114-130
Persistent link: https://www.econbiz.de/10014446730
Saved in:
3
Exchange rates and fundamentals : further evidence based on asymmetric causality test
Soon, Siew-Voon
;
Baharumshah, Ahmad Zubaidi
- In:
International economics : a journal published by CEPII …
165
(
2021
),
pp. 67-84
Persistent link: https://www.econbiz.de/10013254147
Saved in:
4
The dollar-euro exchange rate and monetary fundamentals
Beckmann, Joscha
;
Glycopantis, Dionysius
;
Pilbeam, Keith
- In:
Empirical economics : a journal of the Institute for …
54
(
2018
)
4
,
pp. 1389-1410
Persistent link: https://www.econbiz.de/10011949558
Saved in:
5
A melting pot : gold price forecasts under model and parameter uncertainty
Baur, Dirk G.
;
Beckmann, Joscha
;
Czudaj, Robert
- In:
International review of financial analysis
48
(
2016
),
pp. 282-291
Persistent link: https://www.econbiz.de/10011624523
Saved in:
6
Forecasting exchange rates under parameter and model uncertainty
Beckmann, Joscha
;
Schüssler, Rainer
- In:
Journal of international money and finance
60
(
2016
),
pp. 267-288
Persistent link: https://www.econbiz.de/10011660878
Saved in:
7
Impact of exchange rate volatility on trade : empirical evidence for the East Asian economies
Wooi, Hooy Chee
;
Baharumshah, Ahmad Zubaidi
- In:
Malaysian journal of economic studies
52
(
2015
)
1
,
pp. 75-95
Persistent link: https://www.econbiz.de/10011452461
Saved in:
8
Foreign exchange market interventions and the dollar-yen exchange rate in the long run
Beckmann, Joscha
;
Belke, Ansgar
;
Kühl, Michael
- In:
Applied economics
47
(
2015
)
37/39
,
pp. 4037-4055
Persistent link: https://www.econbiz.de/10011294668
Saved in:
9
Regime shifts and the Canada/US exchange rate in a multivariate framework
Beckmann, Joscha
;
Czudaj, Robert
- In:
Economics letters
123
(
2014
)
2
,
pp. 206-211
Persistent link: https://www.econbiz.de/10010400293
Saved in:
10
The forward pricing function of industrial metal futures : evidence from cointegration and smooth transition regression analysis
Beckmann, Joscha
;
Czudaj, Robert
- In:
International review of applied economics
27
(
2013
)
4
,
pp. 472-490
Persistent link: https://www.econbiz.de/10009781087
Saved in:
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