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~isPartOf:"Journal of international financial markets, institutions & money"
~isPartOf:"Oxford bulletin of economics and statistics"
~isPartOf:"The Manchester School of Economic and Social Studies"
~language:"eng"
~language:"est"
~language:"ind"
~language:"kor"
~person:"Franses, Philip Hans"
~person:"Leybourne, Stephen James"
~person:"MacDonald, Ronald"
~subject:"ARCH model"
~subject:"Economic growth"
~subject:"Entwicklungsländer"
~subject:"Großbritannien"
~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
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23
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10
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Franses, Philip Hans
Leybourne, Stephen James
MacDonald, Ronald
Taylor, Mark P.
12
Banerjee, Anindya
9
Cuthbertson, Keith
9
Hall, Stephen G.
8
Stewart, Mark B.
8
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7
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6
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6
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6
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6
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6
Arulampalam, Wiji
5
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5
Fung, Hung-gay
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Green, Christopher J.
5
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5
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5
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4
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4
Chiang, Thomas C.
4
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4
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4
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Journal of international financial markets, institutions & money
Oxford bulletin of economics and statistics
The Manchester School of Economic and Social Studies
Economics letters
20
International journal of forecasting
12
Econometric reviews
11
Journal of forecasting
10
Applied economics
9
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
Journal of econometrics
9
Applied financial economics
8
Journal of applied econometrics
8
Econometric theory
7
Journal of international money and finance
7
The econometrics journal
7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
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5
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4
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4
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3
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3
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Journal of the Royal Statistical Society
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Journal of time series econometrics
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Scottish journal of political economy : the journal of the Scottish Economic Society
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The Manchester School
2
The review of economics and statistics
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ECONIS (ZBW)
28
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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
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:
3
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:
4
Unit root testing under a local break in trend using partial information on the break date
Harvey, David I.
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Oxford bulletin of economics and statistics
76
(
2014
)
1
,
pp. 93-111
Persistent link: https://www.econbiz.de/10010439613
Saved in:
5
Regression-based tests for a change in persistence
Leybourne, Stephen James
;
Kim, Tae-hwan
;
Taylor, Robert
- In:
Oxford bulletin of economics and statistics
68
(
2006
)
5
,
pp. 595-621
Persistent link: https://www.econbiz.de/10003379177
Saved in:
6
Robust inference on average economic growth
Boswijk, Herman Peter
;
Franses, Philip Hans
- In:
Oxford bulletin of economics and statistics
68
(
2006
)
3
,
pp. 345-370
Persistent link: https://www.econbiz.de/10003327363
Saved in:
7
Practioners's corner : test for a break in level when the order of integration is unknown
Harvey, David I.
;
Leybourne, Stephen James
;
Newbold, Paul
- In:
Oxford bulletin of economics and statistics
66
(
2004
)
1
,
pp. 133-146
Persistent link: https://www.econbiz.de/10002069710
Saved in:
8
Models of exchange rate expectations : how much heterogeneity?
Bénassy-Quéré, Agnès
;
Larribeau, Sophie
;
MacDonald, …
- In:
Journal of international financial markets, …
13
(
2003
)
2
,
pp. 113-136
Persistent link: https://www.econbiz.de/10001950037
Saved in:
9
Selecting a nonlinear time series model using weighted tests od equal forecasr accuracy
Dijk, Dick van
;
Franses, Philip Hans
- In:
Oxford bulletin of economics and statistics
65
(
2003
)
suppl
,
pp. 727-744
Persistent link: https://www.econbiz.de/10001860094
Saved in:
10
Innovational outlier unit root tests with an endogenously determined break in level
Harvey, David I.
;
Leybourne, Stephen James
;
Newbold, Paul
- In:
Oxford bulletin of economics and statistics
63
(
2001
)
5
,
pp. 559-575
Persistent link: https://www.econbiz.de/10001627803
Saved in:
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