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type_genre:"Article in journal"
~isPartOf:"Journal of applied econometrics"
~subject:"Forecasting model"
~subject:"Zins"
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Forecasting model
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Article in journal
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Crespo Cuaresma, Jesús
1
Dungey, Mardi H.
1
Feldkircher, Martin
1
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1
Hjalmarsson, Erik
1
Huber, Florian
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Journal of applied econometrics
International journal of forecasting
30
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23
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16
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15
CBN journal of applied statistics
11
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9
International journal of economics and financial issues : IJEFI
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International review of economics & finance : IREF
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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International journal of finance & economics : IJFE
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The empirical economics letters : a monthly international journal of economics
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Journal of international money and finance
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Global business review
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
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ECONIS (ZBW)
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Long-run predictability tests are even worse than you thought
Hjalmarsson, Erik
;
Kiss, Tamás
- In:
Journal of applied econometrics
37
(
2022
)
7
,
pp. 1334-1355
Persistent link: https://www.econbiz.de/10013473977
Saved in:
2
The demand for money at the zero interest rate bound
Watanabe, Tsutomu
;
Tomoyoshi, Yabu
- In:
Journal of applied econometrics
38
(
2023
)
6
,
pp. 968-976
Persistent link: https://www.econbiz.de/10014432204
Saved in:
3
Forecasting with global vector autoregressive models : a Bayesian approach
Crespo Cuaresma, Jesús
;
Feldkircher, Martin
;
Huber, Florian
- In:
Journal of applied econometrics
31
(
2016
)
7
,
pp. 1371-1391
Persistent link: https://www.econbiz.de/10011687530
Saved in:
4
Simple identification and specification of cointegrated VARMA models
Kascha, Christian
;
Trenkler, Carsten
- In:
Journal of applied econometrics
30
(
2015
)
4
,
pp. 675-702
Persistent link: https://www.econbiz.de/10011332854
Saved in:
5
Modelling large open economies with international linkages : the USA and Euro area
Dungey, Mardi H.
;
Osborn, Denise R.
- In:
Journal of applied econometrics
29
(
2014
)
3
,
pp. 377-393
Persistent link: https://www.econbiz.de/10010414890
Saved in:
6
Permanent vs transitory components and economic fundamentals
Garratt, Anthony
;
Robertson, Donald
;
Wright, Stephen
- In:
Journal of applied econometrics
21
(
2006
)
4
,
pp. 521-542
Persistent link: https://www.econbiz.de/10003338662
Saved in:
7
Nonlinear dynamics of interest rate and inflation
Lanne, Markku
- In:
Journal of applied econometrics
21
(
2006
)
8
,
pp. 1157-1168
Persistent link: https://www.econbiz.de/10003406261
Saved in:
8
Exchange rates and monetary fundamentals : what do we learn from long-horizon regressions?
Kilian, Lutz
- In:
Journal of applied econometrics
14
(
1999
)
5
,
pp. 491-510
Persistent link: https://www.econbiz.de/10001421490
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