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~isPartOf:"Applied economics letters"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"Journal of economic surveys"
~isPartOf:"Journal of international financial markets, institutions & money"
~isPartOf:"Journal of international money and finance"
~isPartOf:"Oxford bulletin of economics and statistics"
~language:"eng"
~language:"est"
~language:"ind"
~language:"kor"
~person:"Franses, Philip Hans"
~person:"Koopman, Siem Jan"
~person:"MacDonald, Ronald"
~subject:"ARCH model"
~subject:"Autokorrelation"
~subject:"Economic growth"
~subject:"Monetäre Wechselkurstheorie"
~subject:"Rationale Erwartung"
~subject:"Supply chain"
~subject:"Theory"
~subject:"United Kingdom"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Forschungsbericht"
~type_genre:"Government document"
~type_genre:"Handbuch"
~type_genre:"Konferenzschrift"
~type_genre:"Systematic review"
~type_genre:"Übersichtsarbeit"
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ARCH model
Autokorrelation
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Monetäre Wechselkurstheorie
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Theory
United Kingdom
Theorie
37
Time series analysis
19
Zeitreihenanalyse
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Franses, Philip Hans
Koopman, Siem Jan
MacDonald, Ronald
McAleer, Michael
17
Taylor, Mark P.
16
Pesaran, M. Hashem
15
Baillie, Richard
13
Caporale, Guglielmo Maria
13
Chang, Tsangyao
13
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12
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12
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12
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12
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11
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11
Hall, Stephen G.
11
Hatemi-J, Abdulnasser
11
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11
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8
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8
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8
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8
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8
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Applied economics letters
Journal of applied econometrics
Journal of economic surveys
Journal of international financial markets, institutions & money
Journal of international money and finance
Oxford bulletin of economics and statistics
International journal of forecasting
20
Economics letters
19
Journal of econometrics
10
Econometric reviews
9
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9
Applied financial economics
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
7
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6
The Manchester School of Economic and Social Studies
6
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5
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5
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4
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4
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Bulletin of economic research
3
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3
Macroeconomic dynamics
3
Open economies review
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
The economic journal : the journal of the Royal Economic Society
3
De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association
2
Econometrics : open access journal
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Economica
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2
Journal of macroeconomics
2
Scottish journal of political economy : the journal of the Scottish Economic Society
2
Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
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Advances in econometrics
1
Annals of financial economics
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Applied mathematical finance
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Bank i kredyt
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British review of economic issues
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ECONIS (ZBW)
43
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1
Forecasting annual inflation in Suriname
Ooft, Gavin
;
Bhaghoe, Sailesh
;
Franses, Philip Hans
- In:
Journal of international financial markets, …
73
(
2021
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012802134
Saved in:
2
Inclusion of older annual data into time series models for recent quarterly data
Franses, Philip Hans
- In:
Applied economics letters
28
(
2021
)
19
,
pp. 1717-1721
Persistent link: https://www.econbiz.de/10012652580
Saved in:
3
The term structure of exchange rate predictability : commonality, scapegoat, and disagreement
Cao, Shuo
;
Huang, Huichou
;
Liu, Ruirui
;
MacDonald, Ronald
- In:
Journal of international money and finance
95
(
2019
),
pp. 379-401
Persistent link: https://www.econbiz.de/10012139588
Saved in:
4
Volatility co-movements and spillover effects within the Eurozone economies : a multivariate GARCH approach using the financial stress index
MacDonald, Ronald
;
Sogiakas, Vasilios
;
Tsopanakis, Andreas
- In:
Journal of international financial markets, …
52
(
2018
),
pp. 17-36
Persistent link: https://www.econbiz.de/10011986183
Saved in:
5
Global credit risk : world, country and industry factors
Schwaab, Bernd
;
Koopman, Siem Jan
;
Lucas, André
- In:
Journal of applied econometrics
32
(
2017
)
2
,
pp. 296-317
Persistent link: https://www.econbiz.de/10011689783
Saved in:
6
Joint Bayesian analysis of oarameters and states in nonlinear non‐Gaussian state space models
Barra, István
;
Hoogerheide, Lennart
;
Koopman, Siem Jan
; …
- In:
Journal of applied econometrics
32
(
2017
)
5
,
pp. 1003-1026
Persistent link: https://www.econbiz.de/10011862307
Saved in:
7
Microstructure order flow : statistical and economic evaluation of nonlinear forecasts
Cerrato, Mario
;
Kim, Hyunsok
;
MacDonald, Ronald
- In:
Journal of international financial markets, …
39
(
2015
),
pp. 40-52
Persistent link: https://www.econbiz.de/10011475587
Saved in:
8
Evaluating macroeconomic forecasts : a concise review of some recent developments
Franses, Philip Hans
;
McAleer, Michael
;
Legerstee, Rianne
- In:
Journal of economic surveys
28
(
2014
)
2
,
pp. 195-208
Persistent link: https://www.econbiz.de/10011293027
Saved in:
9
Forecasting interest rates with shifting endpoints
Dijk, Dick van
;
Koopman, Siem Jan
;
Wel, Michel van der
; …
- In:
Journal of applied econometrics
29
(
2014
)
5
,
pp. 693-712
Persistent link: https://www.econbiz.de/10010414859
Saved in:
10
Generalized autoregressive score models with applications
Creal, Drew
;
Koopman, Siem Jan
;
Lucas, André
- In:
Journal of applied econometrics
28
(
2013
)
5
,
pp. 777-795
Persistent link: https://www.econbiz.de/10010351100
Saved in:
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