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subject:"Kointegration"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~subject:"Börsenkurs"
~subject:"Forecasting model"
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Search: subject_exact:"Change-point analysis"
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Kointegration
Börsenkurs
Forecasting model
Structural break
13
Strukturbruch
13
Capital income
5
Cointegration
5
Estimation
5
Kapitaleinkommen
5
Schätzung
5
Structural breaks
4
Prognoseverfahren
3
Volatility
3
Volatilität
3
Aktienmarkt
2
Budget deficit
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Einheitswurzeltest
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Financial crisis
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Finanzkrise
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Haushaltsdefizit
2
Public debt
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Share price
2
Stock market
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Time series analysis
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USA
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Unit root test
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United States
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VAR model
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VAR-Modell
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Zeitreihenanalyse
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Öffentliche Schulden
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1950-2000
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1999-2011
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ARCH model
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ARCH-Modell
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ARDL
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Africa
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Afrika
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Alsamara, Mouyad
1
Arouri, Mohamed
1
Barkat, Karim
1
Caporale, Guglielmo Maria
1
Chen, Naiwei
1
Dissou, Yazid
1
Gil-Alaña, Luis A.
1
Hammoudeh, Shawkat
1
Hong, Hui
1
Huang, MeiChi
1
Hunnes, John A.
1
Jamal, Abul M. M.
1
Jarallah, Shaif
1
Lahiani, Amine
1
Malik, Farooq
1
Mrabet, Zouhair
1
Nafie, Yousra
1
Nguyen, Duc Khuong
1
O'Brien, Fergal
1
Poza, Carlos
1
Quayes, Shakil
1
Ryan, James
1
Zakamulin, Valeriy
1
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
Economic modelling
37
Applied economics
34
Energy economics
26
International journal of forecasting
23
Journal of econometrics
20
Applied economics letters
17
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
15
Economics letters
13
Journal of forecasting
13
International review of economics & finance : IREF
12
International Journal of Energy Economics and Policy : IJEEP
11
The North American journal of economics and finance : a journal of financial economics studies
11
CESifo working papers
10
Discussion paper / Tinbergen Institute
9
CBN journal of applied statistics
8
Journal of applied econometrics
8
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
8
Research in international business and finance
8
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
8
Cambridge working papers in economics
7
Empirical economics : a quarterly journal of the Institute for Advanced Studies
7
International journal of economics and finance
7
International review of financial analysis
7
Journal of international money and finance
7
The empirical economics letters : a monthly international journal of economics
7
Theoretical and applied economics : GAER review
7
Econometrics : open access journal
6
Economics working paper series ...
6
Finance research letters
6
International journal of economics and financial issues : IJEFI
6
Journal of banking & finance
6
Journal of empirical finance
6
Journal of international financial markets, institutions & money
6
Journal of policy modeling : JPMOD ; a social science forum of world issues
6
Oxford bulletin of economics and statistics
6
CREATES research paper
5
Department of Economics discussion paper series / University of Oxford
5
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
5
Economic research
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ECONIS (ZBW)
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1
On the link between current account and fiscal imbalances in the presence of structural breaks : empirical evidence from Egypt
Dissou, Yazid
;
Nafie, Yousra
- In:
The quarterly review of economics and finance : journal …
79
(
2021
),
pp. 15-27
Persistent link: https://www.econbiz.de/10012654039
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2
Stock earnings and bond yields in the US 1871-2017 : the story of a changing relationship
Zakamulin, Valeriy
;
Hunnes, John A.
- In:
The quarterly review of economics and finance : journal …
79
(
2021
),
pp. 182-197
Persistent link: https://www.econbiz.de/10012655036
Saved in:
3
Volatility spillover between exchange rate and stock returns under volatility shifts
Malik, Farooq
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 605-613
Persistent link: https://www.econbiz.de/10012655581
Saved in:
4
Persistence, non-linearities and structural breaks in European stock market indices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Poza, Carlos
- In:
The quarterly review of economics and finance : journal …
77
(
2020
),
pp. 50-61
Persistent link: https://www.econbiz.de/10012430865
Saved in:
5
The switching impact of financial stability and economic growth in Qatar : evidence from an oil-rich country
Alsamara, Mouyad
;
Mrabet, Zouhair
;
Jarallah, Shaif
; …
- In:
The quarterly review of economics and finance : journal …
73
(
2019
),
pp. 205-216
Persistent link: https://www.econbiz.de/10012296720
Saved in:
6
Stock return predictability and model instability : evidence from mainland China and Hong Kong
Hong, Hui
;
Chen, Naiwei
;
O'Brien, Fergal
;
Ryan, James
- In:
The quarterly review of economics and finance : journal …
68
(
2018
),
pp. 132-142
Persistent link: https://www.econbiz.de/10012034528
Saved in:
7
Impact of demographic change on stock prices
Quayes, Shakil
;
Jamal, Abul M. M.
- In:
The quarterly review of economics and finance : journal …
60
(
2016
),
pp. 172-179
Persistent link: https://www.econbiz.de/10011627404
Saved in:
8
Bubble-like housing boom-bust cycles : evidence from the predictive power of households’ expectations
Huang, MeiChi
- In:
The quarterly review of economics and finance : journal …
54
(
2014
)
1
,
pp. 2-16
Persistent link: https://www.econbiz.de/10010468805
Saved in:
9
Long memory and structural breaks in modeling the return and volatility dynamics of precious metals
Arouri, Mohamed
;
Hammoudeh, Shawkat
;
Lahiani, Amine
; …
- In:
The quarterly review of economics and finance : journal …
52
(
2012
)
2
,
pp. 207-218
Persistent link: https://www.econbiz.de/10009700518
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