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On the number of common unit roots in the term structure of interest rates
Johnson, Paul A. - In: Applied economics 26 (1994) 8, pp. 815-820
Persistent link: https://www.econbiz.de/10001164715
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Robust estimation and inflation forecasting
Silvapulle, Paramsothy; Hewarathna, Ramya - In: Applied economics 34 (2002) 18, pp. 2277-2282
Persistent link: https://www.econbiz.de/10001716723
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Model selection for forecast combination
Franses, Philip Hans - In: Applied economics 43 (2011) 13/15, pp. 1721-1727
Persistent link: https://www.econbiz.de/10009239322
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A reappraisal of the Meese-Rogoff puzzle
Moosa, Imad A.; Burns, Kelly - In: Applied economics 46 (2014) 1/3, pp. 30-40
Persistent link: https://www.econbiz.de/10010354125
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Why is it so difficult to outperform the random walk in exchange rate forecasting?
Moosa, Imad A. - In: Applied economics 45 (2013) 22/24, pp. 3340-3346
Persistent link: https://www.econbiz.de/10010345416
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Rationality of inflation-output forecasts of MMS survey : international evidence
Ulu, Yasemin - In: Applied economics 47 (2015) 10/12, pp. 1187-1198
Persistent link: https://www.econbiz.de/10010486260
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Forecasting with the almost ideal demand system / evidence from some alternative dynamic specifications
Chambers, Marcus J. - In: Applied economics 29 (1997) 7, pp. 935-943
Persistent link: https://www.econbiz.de/10001224835
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Expectation formation in the foreign exchange market : a time-varying heterogeneity approach using survey data
Prat, Georges; Uctum, Remzi - In: Applied economics 47 (2015) 34/36, pp. 3673-3695
Persistent link: https://www.econbiz.de/10011293469
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Measuring systemic risk with a dynamic copula-based approach
Jang, Hyun Jin; Pan, Xiao; Park, Sumin - In: Applied economics 53 (2021) 50, pp. 5843-5863
Persistent link: https://www.econbiz.de/10012627102
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An augmented P-Star model of Indian inflation
Holzschuh, Peter; Mishra, Ankita; Misra, Jayant; Moosa, … - In: Applied economics 52 (2020) 26, pp. 2795-2806
Persistent link: https://www.econbiz.de/10012221453