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Welt
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1
Measuring international uncertainty using global vector autoregressions with drifting parameters
Pfarrhofer, Michael
- In:
Macroeconomic dynamics
27
(
2023
)
3
,
pp. 770-793
Persistent link: https://www.econbiz.de/10014247550
Saved in:
2
State-space
implementation in forecasting carbon and gas prices in commodity markets
Azhar, Rialdi
;
Wisnu, Febryan Kusuma
;
Kesumah, Fajrin …
- In:
International Journal of Energy Economics and Policy : IJEEP
12
(
2022
)
3
,
pp. 280-286
Persistent link: https://www.econbiz.de/10013285561
Saved in:
3
Nowcasting inflation : a
state-space
approach using high-frequency data
Allon, Joan Christine S.
;
Bautista, Dennis M.
;
Dacio, …
-
2022
Persistent link: https://www.econbiz.de/10014318696
Saved in:
4
Herding states and stock market returns
Costa, Filipe
;
Fortuna, Natércia
;
Lobão, Júlio
- In:
Research in international business and finance
68
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014451812
Saved in:
5
Macroeconomic forecasting with large stochastic volatility in mean VARs
Cross, Jamie
;
Hou, Chenghan
;
Koop, Gary
;
Poon, Aubrey
-
2021
Persistent link: https://www.econbiz.de/10012628432
Saved in:
6
Modeling and forecasting of realized covariance matrices of asset returns using
state-space
models
Hartkopf, Jan Patrick
-
2021
Persistent link: https://www.econbiz.de/10013264907
Saved in:
7
Forecasting volatility by using wavelet transform, ARIMA and GARCH models
Rubio, Lihki
;
Palacio Pinedo, Adriana
;
Mejía Castaño, …
- In:
Eurasian economic review : a journal in applied …
13
(
2023
)
3/4
,
pp. 803-830
Persistent link: https://www.econbiz.de/10014452054
Saved in:
8
ABC-based forecasting in
state
space
models
Weerasinghe, Chaya
;
Loiza-Maya, Ruben
;
Martin, Gael M.
; …
-
2023
Persistent link: https://www.econbiz.de/10014452518
Saved in:
9
The role of foreign investors and local agents in the derivatives market and their impact on the exchange rate in Colombia : a wavelet analysis
Gamboa-Estrada, Fredy
-
2023
Changes in net positions of foreign and local investors in the forward market may have differential effects on the spot exchange rate. This paper assesses the role of different sectors in the derivatives market and their potential impact with other fundamentals on the spot exchange rate in...
Persistent link: https://www.econbiz.de/10014335504
Saved in:
10
Is geopolitical turmoil driving petroleum prices and financial liquidity relationship? : wavelet-based evidence from Middle-East
Xie, Huiqiang
;
Khurshid, Adnan
;
Rauf, Abdur
;
Khan, Khalid
; …
- In:
Defence and peace economics
34
(
2023
)
6
,
pp. 810-826
Persistent link: https://www.econbiz.de/10014454768
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