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~accessRights:"restricted"
~isPartOf:"Applied economics"
~isPartOf:"IMF Working Papers"
~isPartOf:"IMF working papers"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Journal of macroeconomics"
~isPartOf:"Working paper series / European Central Bank"
~language:"eng"
~subject:"Inflation"
~subject:"Kapitaleinkommen"
~subject:"Stochastischer Prozess"
~subject:"nominal exchange rate"
~subject:"real exchange rates"
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Inflation
Kapitaleinkommen
Stochastischer Prozess
nominal exchange rate
real exchange rates
Structural break
65
Strukturbruch
65
Estimation
59
Schätzung
59
Theorie
35
Theory
35
Time series analysis
32
Zeitreihenanalyse
32
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30
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30
Welt
29
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29
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24
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24
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21
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20
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20
Markov chain
19
Markov-Kette
19
Capital income
15
structural breaks
15
Aktienmarkt
14
Börsenkurs
14
Cointegration
14
Exchange rate
14
Exchange rate policy
14
Kointegration
14
Share price
14
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14
Wechselkurs
14
Wechselkurspolitik
14
China
13
Economic growth
13
Forecasting model
13
Prognoseverfahren
13
Wirtschaftswachstum
13
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12
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Ahmad, Wasim
1
Albulescu, Claudiu Tiberiu
1
Aloui, Chaker
1
Aristidou, Chrystalleni
1
Aubin, Christian
1
Baharumshah, Ahmad Zubaidi
1
Bhargava, Vivek
1
Boroumand, Raphaël Homayoun
1
Chang, Chia-Chien
1
Charles, Sébastien
1
Chatzikonstanti, Vasiliki
1
Chaudhry, Mukesh
1
D’Adamo, Gaetano
1
Fang, Hao
1
Gomes, Fábio A.
1
Goutte, Stéphane
1
Goyeau, Daniel
1
Gupta, Smarth
1
Hammerschmid, Regina
1
Ho, Kin-Yip
1
Hood, Matthew
1
Jammazi, Rania
1
Kumar, Dilip
1
Kutan, Ali Mustafa
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Lee, Yen-Hsien
1
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1
Liu, Wai-man
1
Lohre, Harald
1
Luo, Jing
1
Luo, Shikong
1
Malagon, Juliana
1
Malik, Farooq
1
Melo, Lívia C. M.
1
Moreno, David
1
Nalban, Valeriu
1
Porcher, Simon
1
Porcher, Thomas
1
Ren, Ying-hua
1
Rodríguez, Rosa
1
Rovelli, Riccardo
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Applied economics
IMF Working Papers
IMF working papers
International review of economics & finance : IREF
Journal of macroeconomics
Working paper series / European Central Bank
Economic modelling
12
Finance research letters
10
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
10
International journal of theoretical and applied finance
9
International review of financial analysis
9
Journal of economic dynamics & control
9
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
8
Economics letters
7
Energy economics
7
Insurance / Mathematics & economics
6
Review of quantitative finance and accounting
6
The European journal of finance
6
The North American journal of economics and finance : a journal of financial economics studies
6
Computational economics
5
Empirical economics : a quarterly journal of the Institute for Advanced Studies
5
Journal of banking & finance
5
Journal of forecasting
5
Pacific-Basin finance journal
5
Applied economics letters
4
International journal of finance & economics : IJFE
4
International journal of financial engineering
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Journal of quantitative economics
4
Macroeconomics and finance in emerging market economies
4
Mathematics of operations research
4
Quantitative finance
4
Research in international business and finance
4
Annals of finance
3
Discussion paper / Centre for Economic Policy Research
3
Empirica : journal of european economics
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
European journal of operational research : EJOR
3
International journal of economics and finance
3
International journal of forecasting
3
Journal of economic studies
3
Journal of international money and finance
3
Open economies review
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23
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1
Flexible markov-switching models with evolving
regime
-specific parameters : an application to Brazilian business cycles
Gomes, Fábio A.
;
Melo, Lívia C. M.
;
Soave, Gian Paulo
- In:
Applied economics
56
(
2024
)
14
,
pp. 1705-1722
Persistent link: https://www.econbiz.de/10014473203
Saved in:
2
Is French (dis)inflation explained by conflicting-claims theory? : evidence from cointegration with structural break
Charles, Sébastien
- In:
Applied economics
56
(
2024
)
6
,
pp. 728-743
Persistent link: https://www.econbiz.de/10014440122
Saved in:
3
Intraday high-frequency pairs trading strategies for energy futures : evidence from China
Luo, Jing
;
Lin, Yucheng
;
Wang, Sijia
- In:
Applied economics
55
(
2023
)
56
,
pp. 6646-6660
Persistent link: https://www.econbiz.de/10014382721
Saved in:
4
Trend reversal and alpha generation by hedge funds
Bhargava, Vivek
;
Chaudhry, Mukesh
- In:
Applied economics
55
(
2023
)
35
,
pp. 4037-4059
Persistent link: https://www.econbiz.de/10014299422
Saved in:
5
Are Islamic bonds a good safe haven for stocks? : implications for portfolio management in a time-varying
regime
-switching copula framework
Shahzad, Syed Jawad Hussain
;
Aloui, Chaker
;
Jammazi, Rania
- In:
Applied economics
51
(
2019
)
3
,
pp. 219-238
Persistent link: https://www.econbiz.de/10012160482
Saved in:
6
Let's take a smooth break : stock return predictability revisited
Luo, Shikong
;
Yan, Xinyan
;
Yang, Haoyi
- In:
International review of economics & finance : IREF
75
(
2021
),
pp. 300-314
Persistent link: https://www.econbiz.de/10012692492
Saved in:
7
Black swan events and COVID-19 outbreak : sector level evidence from the US, UK, and European stock markets
Ahmad, Wasim
;
Kutan, Ali Mustafa
;
Gupta, Smarth
- In:
International review of economics & finance : IREF
75
(
2021
),
pp. 546-557
Persistent link: https://www.econbiz.de/10012692797
Saved in:
8
Asymmetric effects of uncertainty shocks : normal times and financial disruptions are different
Nalban, Valeriu
;
Smădu, Andra
- In:
Journal of macroeconomics
69
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013274624
Saved in:
9
The meta-Phillips Curve : modelling U.S. inflation in the presence of
regime
change
Aristidou, Chrystalleni
- In:
Journal of macroeconomics
57
(
2018
),
pp. 367-379
Persistent link: https://www.econbiz.de/10012128006
Saved in:
10
Regime
shifts and stock return predictability
Hammerschmid, Regina
;
Lohre, Harald
- In:
International review of economics & finance : IREF
56
(
2018
),
pp. 138-160
Persistent link: https://www.econbiz.de/10012033680
Saved in:
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