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subject:"Theorie"
subject:"Zeitreihenanalyse"
~accessRights:"restricted"
~person:"Acemoglu, Daron"
~person:"Chang, Tsangyao"
~person:"Cumby, Robert E."
~person:"Jawadi, Fredj"
~person:"Jordà, Òscar"
~person:"Jovanovic, Boyan"
~source:"econis"
~subject:"Business cycle"
~subject:"Devisenmarkt"
~subject:"Interest rate"
~subject:"Shock"
~type:"article"
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Theorie
Zeitreihenanalyse
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Estimation
57
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57
Time series analysis
21
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17
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16
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13
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36
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Acemoglu, Daron
Chang, Tsangyao
Cumby, Robert E.
Jawadi, Fredj
Jordà, Òscar
Jovanovic, Boyan
Gupta, Rangan
60
Gil-Alaña, Luis A.
46
Serletis, Apostolos
21
Tiwari, Aviral Kumar
20
Bahmani-Oskooee, Mohsen
17
Caporale, Guglielmo Maria
16
Apergēs, Nikolaos
15
Ma, Feng
14
Wohar, Mark E.
14
Jalles, João Tovar
13
Salisu, Afees A.
13
Li, Jia
12
Moosa, Imad A.
12
Narayan, Paresh Kumar
12
Nonejad, Nima
12
Balcilar, Mehmet
11
Chan, Joshua
11
Kumbhakar, Subal
11
Miller, Stephen M.
11
Mumtaz, Haroon
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Ranjbar, Omid
11
Demirer, Rıza
10
Hammoudeh, Shawkat
10
Lee, Chien-chiang
10
Liu, Xiaochun
10
Marcellino, Massimiliano
10
Pierdzioch, Christian
10
Tsionas, Efthymios G.
10
Yin, Libo
10
Afonso, António
9
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9
Herwartz, Helmut
9
Huber, Florian
9
Ji, Qiang
9
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9
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9
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9
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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1
Has the COVID-19 pandemic shock transmitted to the U.S. stock market : evidence using bootstrap (a)symmetric fourier granger causality test in quantiles
Peng, Yi-Ting
;
Chang, Tsangyao
;
Ranjbar, Omid
;
Xiang, Feiyun
- In:
The North American journal of economics and finance : a …
72
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014534846
Saved in:
2
Measuring the persistence degree of shocks to the US tourism markets : new evidence for COVID-19 pandemic period
Peng, Yi-Ting
;
Chang, Tsangyao
;
Ranjbar, Omid
;
Li, Fangjhy
- In:
Applied economics letters
31
(
2024
)
5
,
pp. 422-431
Persistent link: https://www.econbiz.de/10014469924
Saved in:
3
Analyzing the degree of persistence of economic policy uncertainty using linear and non-linear fourier quantile unit root tests
Peng, Yi-Ting
;
Chang, Tsangyao
;
Ranjbar, Omid
- In:
The Manchester School
90
(
2022
)
4
,
pp. 453-471
Persistent link: https://www.econbiz.de/10013275644
Saved in:
4
Structural breaks in an endogenous growth model
Cogley, Timothy
;
Jovanovic, Boyan
- In:
The review of economic studies : RES
89
(
2022
)
2
,
pp. 666-694
Persistent link: https://www.econbiz.de/10013188852
Saved in:
5
Re-Investigating the degree of persistence of U.S. economic policy uncertainty using the Fourier non-linear quantile unit root test
Peng, Yi-Ting
;
Chang, Tsangyao
;
Ranjbar, Omid
- In:
Applied economics
54
(
2022
)
39
,
pp. 4586-4595
Persistent link: https://www.econbiz.de/10013411001
Saved in:
6
Does higher unemployment lead to greater criminality? : revisiting the debate over the business cycle
Jawadi, Fredj
;
Mallick, Sushanta Kumar
;
Cheffou, …
- In:
Journal of economic behavior & organization : JEBO
182
(
2021
),
pp. 448-471
Persistent link: https://www.econbiz.de/10012598402
Saved in:
7
Causal relationships between inflation and inflation uncertainty
Barnett, William A.
;
Jawadi, Fredj
;
Ftiti, Zied
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
24
(
2020
)
5
,
pp. 1-26
Persistent link: https://www.econbiz.de/10012406029
Saved in:
8
Assessing downside and upside risk spillovers across conventional and socially responsible stock markets
Ben Ameur, Hachmi
;
Jawadi, Fredj
;
Jawadi, Nabila
; …
- In:
Economic modelling
88
(
2020
),
pp. 200-210
Persistent link: https://www.econbiz.de/10012417068
Saved in:
9
The effects of quasi-random monetary experiments
Jordà, Òscar
;
Schularick, Moritz
;
Taylor, Alan M.
- In:
Journal of monetary economics
112
(
2020
),
pp. 22-40
Persistent link: https://www.econbiz.de/10012494782
Saved in:
10
Analyzing slowdown and meltdowns in the African countries : new evidence using Fourier quantile unit root test
Lee, Yi-Lung
;
Ranjbar, Omid
;
Jahangard, Fateme
;
Chang, …
- In:
International review of economics & finance : IREF
65
(
2020
),
pp. 187-198
Persistent link: https://www.econbiz.de/10012385339
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