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An evaluation of the effectiveness of three early-warning models on financial indexes
He, Yumei; Xu, Xinyi; Cai, Yuewen; Cheng, Mengya - In: Applied economics letters 29 (2022) 20, pp. 1880-1884
Persistent link: https://www.econbiz.de/10013412324
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Measuring co-movements in the euro area using a nonstationary factor model
Bruneau, Catherine; Bandt, Olivier de; Flageollet, A. - In: Applied economics letters 15 (2008) 10/12, pp. 781-785
Persistent link: https://www.econbiz.de/10003785631
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Using dynamic factor models to forecast Canadian inflation : the role of US variables
Gosselin, Marc-André; Tkacz, Greg - In: Applied economics letters 17 (2010) 1/3, pp. 15-18
Persistent link: https://www.econbiz.de/10003945995
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Patents and R&D expenditure effects on equity returns in pharmaceutical industry
Feyzrakhmanova, Martina; Gurdgiev, Constantin - In: Applied economics letters 23 (2016) 4/6, pp. 278-283
Persistent link: https://www.econbiz.de/10011430453
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A dynamic factor model of the coincident indicators for the US transportation sector
Lahiri, Kajal; Yao, Wenxiong - In: Applied economics letters 11 (2004) 10, pp. 595-600
Persistent link: https://www.econbiz.de/10002193967
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A multifactor model of Philippine stock returns using latent macro risk factors
Aquino, Rodolfo Q. - In: Applied economics letters 11 (2004) 15, pp. 961-968
Persistent link: https://www.econbiz.de/10002507480
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Why do regional economies behave differently? : a modelling approach to analyse region-specific dynamics along the business cycle
Lasarte-López, Jesús Miguel; Carbonero-Ruz, Mariano; … - In: Applied economics letters 28 (2021) 16, pp. 1391-1399
Persistent link: https://www.econbiz.de/10012609685
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Cross-section and GMM/SDF tests of linear factor models
Momani, Mohammad Q. M. - In: Applied economics letters 28 (2021) 7, pp. 590-593
Persistent link: https://www.econbiz.de/10012501545
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Nowcasting emerging market's GDP : the importance of dimension reduction techniques
Cepni, Oguzhan; Güney, Ethem - In: Applied economics letters 26 (2019) 20, pp. 1670-1674
Persistent link: https://www.econbiz.de/10012204876
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A panel data model with interactive effects characterized by multilevel non-parallel factors
Li, Jiaolong; Yang, Zhiqin - In: Applied economics letters 25 (2018) 10, pp. 707-712
Persistent link: https://www.econbiz.de/10012129803