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subject:"United States"
type_genre:"Article in journal"
~person:"Payne, James E."
~subject:"Prognoseverfahren"
~subject:"Volatility"
~type_genre:"Aufsatz in Zeitschrift"
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United States
Prognoseverfahren
Volatility
Estimation
42
Schätzung
42
Cointegration
13
Kointegration
13
USA
12
Theorie
7
Theory
7
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6
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Article
16
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Article in journal
Aufsatz in Zeitschrift
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English
16
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All
Payne, James E.
Gupta, Rangan
115
Bahmani-Oskooee, Mohsen
52
Gil-Alaña, Luis A.
43
Wohar, Mark E.
43
Caporale, Guglielmo Maria
38
Pierdzioch, Christian
38
Ma, Feng
35
McMillan, David G.
33
Balcilar, Mehmet
31
Zaremba, Adam
29
Bollerslev, Tim
28
Narayan, Paresh Kumar
27
McAleer, Michael
26
Todorov, Viktor
26
Xuan Vinh Vo
26
Bouri, Elie
25
Apergēs, Nikolaos
24
Wang, Yudong
24
Tiwari, Aviral Kumar
23
Zhang, Yaojie
23
Kumar, Dilip
21
Moosa, Imad A.
20
Hsing, Yu
19
Salisu, Afees A.
19
Kang, Sang Hoon
18
Mensi, Walid
18
Brooks, Robert
17
Koopman, Siem Jan
17
Marcellino, Massimiliano
17
Bali, Turan G.
16
Belke, Ansgar
16
Hegerty, Scott W.
16
Jawadi, Fredj
16
Nonejad, Nima
16
Serletis, Apostolos
16
Tauchen, George Eugene
16
Wei, Yu
16
Yoon, Seong-min
16
Andersen, Torben
15
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Applied financial economics
2
Applied economics
1
Applied economics letters
1
Atlantic economic journal : AEJ
1
Defence and peace economics
1
Economia internazionale
1
Economic modelling
1
Journal of economics and finance
1
Journal of entrepreneurship and public policy : JEPP
1
Journal of legal economics
1
Progress in economics research
1
Public finance review : PFR
1
Review of financial economics : RFE
1
Southern economic journal
1
The journal of applied business research
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ECONIS (ZBW)
16
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1
Comovements in military spending : evidence from a dynamic factor model with time-varying stochastic volatility
Isomitdinov, Hasan
;
Lee, Junsoo
;
Payne, James E.
- In:
Defence and peace economics
34
(
2023
)
1
,
pp. 13-35
Persistent link: https://www.econbiz.de/10013549837
Saved in:
2
Monetary policy rules and the equity risk premium : evidence from the US experience
Apergēs, Nikolaos
;
Payne, James E.
- In:
Review of financial economics : RFE
36
(
2018
)
4
,
pp. 287-299
Persistent link: https://www.econbiz.de/10011948609
Saved in:
3
An empirical note on entrepreneurship and unemployment : further evidence form U.S. States
Apergēs, Nikolaos
;
Payne, James E.
- In:
Journal of entrepreneurship and public policy : JEPP
5
(
2016
)
1
,
pp. 73-81
Persistent link: https://www.econbiz.de/10011568516
Saved in:
4
A time-series analysis of US entrepreneurship : evidence from fractional integration
Gil-Alaña, Luis A.
;
Payne, James E.
- In:
Applied economics letters
22
(
2015
)
7/9
,
pp. 521-524
Persistent link: https://www.econbiz.de/10010528813
Saved in:
5
Precious metal markets, stock markets and the macroeconomic environment : FAVAR model approach
Apergēs, Nikolaos
;
Christou, Christina
;
Payne, James E.
- In:
Applied financial economics
24
(
2014
)
10/12
,
pp. 691-703
Persistent link: https://www.econbiz.de/10010402658
Saved in:
6
Dynamics of US State cigarette consumption : evidence from panel error correction modeling
Apergis, Nicolas
;
Goel, Rajeev K.
;
Payne, James E.
- In:
Atlantic economic journal : AEJ
42
(
2014
)
1
,
pp. 3-20
Persistent link: https://www.econbiz.de/10010364861
Saved in:
7
Comovements among U.S. state housing prices : evidence from fractional cointegration
Barros, Carlos Pestana
;
Gil-Alaña, Luis A.
;
Payne, James E.
- In:
Economic modelling
29
(
2012
)
3
,
pp. 936-942
Persistent link: https://www.econbiz.de/10009545491
Saved in:
8
New evidence on modeling the Phillips Curve and time-varying volatility
Saunoris, James W.
;
Payne, James E.
- In:
Economia internazionale
60
(
2007
)
3
,
pp. 355-364
Persistent link: https://www.econbiz.de/10003634088
Saved in:
9
The transmission of shocks across real estate investment trust (REIT) markets
Payne, James E.
;
Mohammadi, Hassan
- In:
Applied financial economics
14
(
2004
)
17
,
pp. 1211-1217
Persistent link: https://www.econbiz.de/10002415091
Saved in:
10
Random walks, cointegration, and the transmission of shocks across global real estate and equity markets
Payne, James E.
;
Sahu, Anandi Prasad
- In:
Journal of economics and finance
28
(
2004
)
2
,
pp. 198-210
Persistent link: https://www.econbiz.de/10002417663
Saved in:
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