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~isPartOf:"Applied financial economics"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Trinity economic papers"
~person:"Ghysels, Eric"
~person:"Leybourne, Stephen James"
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Ghysels, Eric
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ECONIS (ZBW)
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1
US and UK interest rates 1890 - 1934 : new evidence on structural breaks
Newbold, Paul
;
Leybourne, Stephen James
;
Wohar, Mark E.
-
2001
Persistent link: https://www.econbiz.de/10001536960
Saved in:
2
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:
3
A high frequency assessment of the ECB Securities Markets Programme
Ghysels, Eric
;
Idier, Julien
;
Manganelli, Simone
; …
-
2013
Persistent link: https://www.econbiz.de/10010243713
Saved in:
4
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
Saved in:
5
Panel stationarity tests for purchasing power parity with cross-sectional dependence
Harris, David
;
Leybourne, Stephen James
;
McCabe, …
- In:
Journal of business & economic statistics : JBES ; a …
23
(
2005
)
4
,
pp. 395-409
Persistent link: https://www.econbiz.de/10003193432
Saved in:
6
Back to the future : backtesting systemic risk measures during historical bank runs and the great depression
Brownlees, Christian
;
Chabot, Ben
;
Ghysels, Eric
;
Kurz, …
-
2017
Persistent link: https://www.econbiz.de/10011717009
Saved in:
7
Bonferroni type tests for return predictability and the initial condition
Astill, Sam
;
Harvey, David I.
;
Leybourne, Stephen James
; …
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
2
,
pp. 499-515
Persistent link: https://www.econbiz.de/10015053422
Saved in:
8
Seasonal extraction in the presence of feedback
Ghysels, Eric
- In:
Journal of business & economic statistics : JBES ; a …
5
(
1987
)
2
,
pp. 191-194
Persistent link: https://www.econbiz.de/10003559445
Saved in:
9
Should macroeconomic forecasters use daily financial data and how?
Andreou, Elena
;
Ghysels, Eric
;
Kourtellos, Andros
- In:
Journal of business & economic statistics : JBES ; a …
31
(
2013
)
2
,
pp. 240-251
Persistent link: https://www.econbiz.de/10009753968
Saved in:
10
Testing for cointegration with temporally aggregated and mixed-frequency time series
Ghysels, Eric
;
Miller, J. Isaac
-
2013
Persistent link: https://www.econbiz.de/10010394161
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