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~person:"Chang, Tsangyao"
~person:"Stock, James H."
~subject:"Stock market"
~subject:"United States"
~type_genre:"Article in journal"
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Search: subject:"Zeitreihenanalyse"
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63
Zeitreihenanalyse
63
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29
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29
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26
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26
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Chang, Tsangyao
Stock, James H.
Gil-Alaña, Luis A.
50
Gupta, Rangan
29
Caporale, Guglielmo Maria
21
Franses, Philip Hans
13
Watson, Mark W.
11
Ferreira, Paulo
10
Tiwari, Aviral Kumar
10
Wohar, Mark E.
10
Payne, James E.
9
Canova, Fabio
8
Cuñado Eizaguirre, Juncal
8
Kim, Chang-jin
8
Koopman, Siem Jan
8
Miller, Stephen M.
8
Piger, Jeremy Max
8
Balcilar, Mehmet
7
Crespo Cuaresma, Jesús
7
Dijk, Dick van
7
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7
Lesage, James P.
7
Potter, Simon M.
7
Rothman, Philip
7
Tauchen, George Eugene
7
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6
Ghysels, Eric
6
Günay, Samet
6
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6
Lee, Bong-soo
6
McNown, Robert F.
6
Peel, David
6
Rasche, Robert H.
6
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5
Aloui, Chaker
5
Baghestani, Hamid
5
Bessler, David A.
5
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5
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5
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5
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NBER macroeconomics annual
2
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1
Applied economics letters
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
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1
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1
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1
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1
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1
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1
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1
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ECONIS (ZBW)
17
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1
Re-Investigating the degree of persistence of U.S. economic policy uncertainty using the Fourier non-linear quantile unit root test
Peng, Yi-Ting
;
Chang, Tsangyao
;
Ranjbar, Omid
- In:
Applied economics
54
(
2022
)
39
,
pp. 4586-4595
Persistent link: https://www.econbiz.de/10013411001
Saved in:
2
Revisiting the term of interest rates: evidence from USA
Kuo, Pao-Lan
;
Chiu, Chien-Liang
;
Chang, Tsangyao
;
Wang, …
- In:
The empirical economics letters : a monthly …
18
(
2019
)
11
,
pp. 1141-1150
Persistent link: https://www.econbiz.de/10012372785
Saved in:
3
Testing hysteresis effect in U.S. state unemployment : new evidence using a nonlinear quantile unit root test
Bahmani-Oskooee, Mohsen
;
Chang, Tsangyao
;
Ranjbar, Omid
- In:
Applied economics letters
25
(
2018
)
4
,
pp. 249-253
Persistent link: https://www.econbiz.de/10011854429
Saved in:
4
Stock market interactions between the BRICS and the United States : evidence from asymmetric granger causality tests in the frequency domain
Chang, Tsangyao
;
Ranjbar, Omid
;
Jooste, Charl
- In:
Iranian economic review : journal of University of Tehran
21
(
2017
)
2
,
pp. 297-320
Persistent link: https://www.econbiz.de/10011730696
Saved in:
5
The co-movement and causality between the U.S. housing and stock markets in the time and frequency domains
Li, Xiao-Lin
;
Chang, Tsangyao
;
Miller, Stephen M.
; …
- In:
International review of economics & finance : IREF
38
(
2015
),
pp. 220-233
Persistent link: https://www.econbiz.de/10011572379
Saved in:
6
Why has US inflation become harder to forecast?
Stock, James H.
;
Watson, Mark W.
- In:
Journal of money, credit and banking : JMCB
39
(
2007
),
pp. 3-33
Persistent link: https://www.econbiz.de/10003430025
Saved in:
7
A comparison of direct and iterated multistep AR methods for forecasting macroeconomic time series
Marcellino, Massimiliano
;
Stock, James H.
;
Watson, Mark W.
- In:
Journal of econometrics
135
(
2006
)
1/2
,
pp. 499-526
Persistent link: https://www.econbiz.de/10003376109
Saved in:
8
Has the business cycle changed and why?
Stock, James H.
;
Watson, Mark W.
- In:
NBER macroeconomics annual
17
(
2002
),
pp. 159-218
Persistent link: https://www.econbiz.de/10001780329
Saved in:
9
A dynamic factor model framework for forecast combination
Chan, Yeung Lewis
;
Stock, James H.
;
Watson, Mark W.
- In:
Spanish economic review : SER
1
(
1999
)
2
,
pp. 91-121
Persistent link: https://www.econbiz.de/10001463538
Saved in:
10
Testing for and dating common breaks in multivariate time series
Bai, Jushan
- In:
The review of economic studies
65
(
1998
)
3
,
pp. 395-432
Persistent link: https://www.econbiz.de/10001244375
Saved in:
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