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~isPartOf:"Economics letters"
~subject:"Asymmetric information"
~subject:"Cointegration"
~subject:"United States"
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Asymmetric information
Cointegration
United States
Theorie
1,181
Theory
1,181
Estimation theory
310
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310
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293
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292
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289
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Schmitz, Patrick W.
6
Baghestani, Hamid
4
Kugler, Peter
4
Bahmani-Oskooee, Mohsen
3
Christou, Christina
3
Femminis, Gianluca
3
Gil-Alaña, Luis A.
3
Gupta, Rangan
3
Kim, Jae-cheol
3
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3
Saak, Alexander E.
3
Taylor, Mark P.
3
Thomas, Lionel
3
Tu, Yundong
3
Westerlund, Joakim
3
Zhou, Deqing
3
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3
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2
Baltagi, Badi H.
2
Bonroy, Olivier
2
Boone, Jan
2
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2
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2
Caglayan, Mustafa
2
Castelnuovo, Efrem
2
Chami, Ralph
2
Chintrakarn, Pandej
2
Colombo, Luca
2
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2
De Meza, David E.
2
DeVita, Glauco
2
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2
Egger, Peter
2
Fachin, Stefano
2
Fishman, Arthur
2
Fountas, Stilianos
2
Gabriel, Vasco J.
2
Gençay, Ramazan
2
Gong, Qiang
2
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Economics letters
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565
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435
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382
The review of financial studies
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350
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International Journal of Energy Economics and Policy : IJEEP
342
Journal of economic theory
335
Journal of banking & finance
321
The journal of finance : the journal of the American Finance Association
296
Applied economics letters
274
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250
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249
NBER Working Paper
231
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227
International journal of economics and financial issues : IJEFI
224
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207
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Finance research letters
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187
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185
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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International journal of economics and finance
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176
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Finance and economics discussion series
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175
Journal of international money and finance
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ECONIS (ZBW)
491
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1
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491
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1
The varying spillover of U.S. systemic risk : a functional-coefficient cointegration approach
Li, Li
;
Tu, Yundong
- In:
Economics letters
212
(
2022
),
pp. 1-4
Persistent link: https://www.econbiz.de/10013442021
Saved in:
2
News and narratives : a cointegration analysis of Russian economic policy uncertainty
Boitani, Andrea
;
Dragomirescu-Gaina, Catalin
- In:
Economics letters
226
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014313308
Saved in:
3
Modelling systems with a mixture of I(d) and I(0) variables using the fractionally co-integrated VAR
model
Yao, Xingzhi
;
Izzeldin, Marwan
;
Li, Zhenxiong
- In:
Economics letters
181
(
2019
),
pp. 160-163
Persistent link: https://www.econbiz.de/10012121857
Saved in:
4
On transformed linear cointegration models
Lin, Yingqian
;
Tu, Yundong
- In:
Economics letters
198
(
2021
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012605792
Saved in:
5
Forecasting national recessions of the United States with state-level climate risks : evidence from
model
averaging in Markov-switching models
Cepni, Oguzhan
;
Christou, Christina
;
Gupta, Rangan
- In:
Economics letters
227
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014335747
Saved in:
6
Systematic risk in pairs trading and dynamic parameterization
Li, Yiyun
;
Law, Keith K. F.
- In:
Economics letters
202
(
2021
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012607236
Saved in:
7
Normalising cointegrating relationships subject to long-run exclusion
Kurita, Takamitsu
- In:
Economics letters
192
(
2020
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012508580
Saved in:
8
A hybrid time-varying parameter Bayesian VAR analysis of Okun’s law in the United States
Karlsson, Sune
;
Österholm, Pär
- In:
Economics letters
197
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012511133
Saved in:
9
Forecasting US recessions : the role of economic uncertainty
Ercolani, Valerio
;
Natoli, Filippo
- In:
Economics letters
193
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012509097
Saved in:
10
Factor-augmented vector autoregression with narrative identification : an application to monetary policy in the US
De Nora, Giorgia
- In:
Economics letters
229
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014456276
Saved in:
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