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Dual long memory of inflation and test of the relationship between inflation and inflation uncertainty
Liu, Jinquan; Zheng, Tingguo; Sui, Jianli - In: Psychometrika 3 (2008) 2, pp. 240-254
Persistent link: https://www.econbiz.de/10005166411
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Monetary and macroprudential policies, output, prices, and financial stability
Sui, Jianli; Liu, Biying; Li, Zhigang; Zhang, Chengping - In: International review of economics & finance : IREF 78 (2022), pp. 212-233
Persistent link: https://www.econbiz.de/10013334564
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Towards low-carbon agricultural production : evidence from China's main grain-producing areas
Sui, Jianli; Lv, Wenqiang; Xie, Huailing; Xu, Xiaodong - In: Finance research letters 60 (2024), pp. 1-9
Persistent link: https://www.econbiz.de/10014490438
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China's GDP-at-risk : real-time monitoring, risk tracing, and macroeconomic policy effects
Sui, Jianli; Lv, Wenqiang; Gao, Xiang; Koedijk, Kees - In: Journal of international money and finance 147 (2024), pp. 1-17
Persistent link: https://www.econbiz.de/10015076249
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Financial sequence prediction based on swarm intelligence algorithms of Internet of Things
Liu, Jinquan; Wei, Yupin; Xu, Hongzhen - In: Computational economics 59 (2022) 4, pp. 1465-1480
Persistent link: https://www.econbiz.de/10013261845
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Generalized ARMA models with martingale difference errors
Zheng, Tingguo; Xiao, Han; Chen, Rong - In: Journal of econometrics 189 (2015) 2, pp. 492-506
Persistent link: https://www.econbiz.de/10011504639
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An extensive study on Markov switching models with endogenous regressors
Wang, Xia; Shang, Yuhuang; Zheng, Tingguo - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 18 (2014) 4, pp. 403-418
Persistent link: https://www.econbiz.de/10010461228
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Mixed-frequency SV model for stock volatility and macroeconomics
Shang, Yuhuang; Zheng, Tingguo - In: Economic modelling 95 (2021), pp. 462-472
Persistent link: https://www.econbiz.de/10012696029
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Modeling spot rate using a realized stochastic volatility model with level effect and dynamic drift
Li, Shaoyu; Zheng, Tingguo - In: The North American journal of economics and finance : a … 40 (2017), pp. 200-221
Persistent link: https://www.econbiz.de/10011878816
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Fitting and forecasting yield curves with a mixed-frequency affine model : evidence from China
Shang, Yuhuang; Zheng, Tingguo - In: Economic modelling 68 (2018), pp. 145-154
Persistent link: https://www.econbiz.de/10011934605