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~isPartOf:"Applied economics"
~isPartOf:"Applied financial economics"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Ghysels, Eric"
~person:"Leybourne, Stephen James"
~person:"Moosa, Imad A."
~person:"Nguyen, Duc Khuong"
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Ghysels, Eric
Leybourne, Stephen James
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1
Modelling inflation shifts and persistence in Tunisia : perspectives from an evolutionary spectral approach
Ftiti, Zied
;
Guesmi, Khaled
;
Nguyen, Duc Khuong
; …
- In:
Applied economics
47
(
2015
)
55/57
,
pp. 6200-6210
Persistent link: https://www.econbiz.de/10011381288
Saved in:
2
Spurious rejections by cointegration tests induced by structural breaks
Leybourne, Stephen James
;
Newbold, Paul
- In:
Applied economics
35
(
2003
)
9
,
pp. 1117-1121
Persistent link: https://www.econbiz.de/10001761588
Saved in:
3
Demystifying the Meese-Rogoff puzzle : structural breaks or measures of forecasting accuracy?
Burns, Kelly
;
Moosa, Imad A.
- In:
Applied economics
49
(
2017
)
48
,
pp. 4897-4910
Persistent link: https://www.econbiz.de/10011844813
Saved in:
4
A more powerful modification of Johansen's cointegration tests
Leybourne, Stephen James
;
Kim, Tae-hwan
;
Newbold, Paul
- In:
Applied economics
40
(
2008
)
4/6
,
pp. 725-729
Persistent link: https://www.econbiz.de/10003722969
Saved in:
5
A bootstrap stationarity test for predictive regression invalidity
Georgiev, Iliyan
;
Harvey, David I.
;
Leybourne, Stephen James
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
3
,
pp. 528-541
Persistent link: https://www.econbiz.de/10012178194
Saved in:
6
On the detection of extreme movements and persistent behaviour in Mediterranean stock markets : a wavelet-based approach
Aloui, Chaker
;
Nguyen, Duc Khuong
- In:
Applied economics
46
(
2014
)
22/24
,
pp. 2611-2622
Persistent link: https://www.econbiz.de/10010417178
Saved in:
7
Why is it so difficult to outperform the random walk? : an application of the Meese-Rogoff puzzle to stock prices
Moosa, Imad A.
;
Vaz, John
- In:
Applied economics
47
(
2015
)
4/6
,
pp. 398-407
Persistent link: https://www.econbiz.de/10010463372
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8
The effect of quantitative easing on stock prices : a structural time series approach
Al-Jassar, Sulaiman A.
;
Moosa, Imad A.
- In:
Applied economics
51
(
2019
)
17
,
pp. 1817-1827
Persistent link: https://www.econbiz.de/10012196605
Saved in:
9
Modelling the trend and seasonality in the consumption of alcoholic beverages in the United Kingdom
Lenten, Liam J. A.
;
Moosa, Imad A.
- In:
Applied economics
31
(
1999
)
7
,
pp. 795-804
Persistent link: https://www.econbiz.de/10001438382
Saved in:
10
Periodic autoregressive conditional heteroscedasticity
Bollerslev, Tim
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
2
,
pp. 139-160
Persistent link: https://www.econbiz.de/10001203173
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