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Time series analysis
5,189
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64
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55
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29
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23
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22
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17
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17
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Journal of econometrics
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International journal of economics and finance
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ECONIS (ZBW)
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41
Public debt dynamics and fiscal sustainability in selected North African countries : new evidence from recurrent explosive behavior tests and quantile unit root analysis
Chekouri, Sidi Mohammed
;
Chibi, Abderrahim
; …
- In:
Economic change & restructuring
57
(
2024
)
2
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014491760
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42
Risk-neutral skewness and stock market returns : a time-series analysis
Li, Xiaowei
;
Wu, Zhengyu
;
Zhang, Hao
;
Zhang, Lu
- In:
The North American journal of economics and finance : a …
70
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014491948
Saved in:
43
How do everyday-low-price supermarkets adjust their prices?
He, Guojun
;
LaFrance, Jeffrey T.
;
Perloff, Jeffrey M.
; …
- In:
Review of industrial organization
64
(
2024
)
1
,
pp. 117-146
Persistent link: https://www.econbiz.de/10014502796
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44
Re-examining asymmetric dynamics in the relationship between macroeconomic variables and stock market indices : empirical evidence from Malaysia
Mohnot, Rajesh
;
Banerjee, Arindam
;
Ballaj, Hanane
; …
- In:
The journal of risk finance : JRF
25
(
2024
)
1
,
pp. 19-34
Persistent link: https://www.econbiz.de/10014504672
Saved in:
45
Score-driven location plus scale models : asymptotic theory and an application to forecasting Dow Jones volatility
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 61-82
Persistent link: https://www.econbiz.de/10014506888
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46
On policy evaluation with aggregate time-series instruments
Arkhangelsky, Dmitry
;
Korovkin, Vasily
-
2024
Persistent link: https://www.econbiz.de/10014507747
Saved in:
47
A long run look at FBS football attendance
Natke, Paul A.
;
Falls, Gregory A.
;
Xiao, Linlan
- In:
International journal of sport finance
19
(
2024
)
1
,
pp. 52-73
Persistent link: https://www.econbiz.de/10014508050
Saved in:
48
Multivariate models for the prediction of stock returns in an emerging market economy : comparison of parametric and non-parametric models
Bonga-Bonga, Lumengo
;
Mwamba, Muteba John
- In:
Macroeconomics and finance in emerging market economies
17
(
2024
)
1
,
pp. 25-41
Persistent link: https://www.econbiz.de/10014511846
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49
A study on India : the dynamic brunt of macroeconomic variables on movement of exchange rate
Subburayan, Baranidharan
- In:
International journal of business forecasting and …
9
(
2024
)
2
,
pp. 133-159
Persistent link: https://www.econbiz.de/10014512027
Saved in:
50
Regional convergence of total factor productivity in Japanese industries : evidence from the twenty-first century industry data
Otsuka, Akihiro
- In:
Asia-Pacific journal of regional science
8
(
2024
)
1
,
pp. 165-184
Persistent link: https://www.econbiz.de/10014512969
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