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subject:"United States"
type_genre:"Article in journal"
~person:"Chang, Tsangyao"
~person:"Salisu, Afees A."
~subject:"Zeitreihenanalyse"
~type_genre:"Bibliografie enthalten"
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Search: subject_exact:"Estimation"
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United States
Zeitreihenanalyse
Estimation
134
Schätzung
134
Einheitswurzeltest
51
Unit root test
51
Kaufkraftparität
50
Purchasing power parity
50
Cointegration
31
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31
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29
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28
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28
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44
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Article in journal
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2
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44
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Chang, Tsangyao
Salisu, Afees A.
Gil-Alaña, Luis A.
93
Gupta, Rangan
73
Caporale, Guglielmo Maria
51
Bahmani-Oskooee, Mohsen
43
Tiwari, Aviral Kumar
30
Wohar, Mark E.
27
Moosa, Imad A.
26
Bollerslev, Tim
19
Balcilar, Mehmet
18
Koopman, Siem Jan
17
Miller, Stephen M.
16
McAleer, Michael
15
Payne, James E.
15
Serletis, Apostolos
15
Apergēs, Nikolaos
14
Heckman, James J.
14
Hsing, Yu
14
Österholm, Pär
14
Koop, Gary
13
McMillan, David G.
13
Ramírez, Miguel D.
13
Ranjbar, Omid
13
Swanson, Norman R.
13
Tauchen, George Eugene
13
Cebula, Richard J.
12
Chan, Joshua
12
Marcellino, Massimiliano
12
Narayan, Paresh Kumar
12
Neumark, David
12
Sarno, Lucio
12
Todorov, Viktor
12
Diebold, Francis X.
11
Engle, Robert F.
11
Hegerty, Scott W.
11
Li, Jia
11
Andersen, Torben
10
Bali, Turan G.
10
Belke, Ansgar
10
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Applied economics letters
5
The empirical economics letters : a monthly international journal of economics
4
Applied economics
3
Economic modelling
2
Finance research letters
2
International journal of finance & economics : IJFE
2
International review of economics & finance : IREF
2
Romanian journal of economic forecasting
2
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1
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1
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1
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1
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1
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ECONIS (ZBW)
44
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1
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:
2
Time-varying causal impacts of the continental US weather risks on food price
Cai, Yifei
;
Chang, Hao Wen
;
Chang, Tsangyao
;
Țăran, …
- In:
Applied economics letters
31
(
2024
)
14
,
pp. 1298-1304
Persistent link: https://www.econbiz.de/10014558853
Saved in:
3
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:
4
Firm-level business uncertainty and the predictability of the aggregate US stock market volatility during the COVID-19 pandemic
Demirer, Rıza
;
Gupta, Rangan
;
Salisu, Afees A.
;
Van …
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 295-302
Persistent link: https://www.econbiz.de/10014428071
Saved in:
5
Climate risks and U.S. stock-market tail risk : a forecasting experiment using over a century of data
Salisu, Afees A.
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
International review of finance : the official journal …
23
(
2023
)
2
,
pp. 228-244
Persistent link: https://www.econbiz.de/10014326299
Saved in:
6
Modeling exchange rate -interest rate differential nexus in BRICS : the role asymmetry and structural breaks
Sani, Zainab
;
Salisu, Afees A.
;
Onyia, Eucharia
;
Anih, …
- In:
Economics and Business Letters : EBL
9
(
2020
)
2
,
pp. 73-83
Persistent link: https://www.econbiz.de/10012216768
Saved in:
7
A moving average heterogeneous autoregressive model for forecasting the realized volatility of the US stock market : evidence from over a century of data
Salisu, Afees A.
;
Gupta, Rangan
;
Ogbonna, Ahamuefula E.
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 384-400
Persistent link: https://www.econbiz.de/10012814585
Saved in:
8
A firm level analysis of asymmetric response of U.S. stock returns to exchange rate movements
Salisu, Afees A.
;
Isah, Kazeem
;
Ogbonnaya-Orji, Nnenna
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 1220-1239
Persistent link: https://www.econbiz.de/10012815021
Saved in:
9
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:
10
Predictability of tail risks of Canada and the U.S. over a century : the role of spillovers and oil tail risks
Salisu, Afees A.
;
Gupta, Rangan
;
Pierdzioch, Christian
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013413542
Saved in:
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