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Cross-border sentiment : an empirical analysis on EU stock markets

Bai, Ye - In: Applied financial economics 24 (2014) 4/6, pp. 259-290

Persistent link: https://www.econbiz.de/10010399454

The transmission mechanism in a changing world

Artis, Michael J.; Galvão, Ana Beatriz C.; Marcellino, … - In: Journal of applied econometrics 22 (2007) 1, pp. 39-61

Persistent link: https://www.econbiz.de/10003448508

The role of exchange rate for current account: a panel data analysis

Vieira, Flavio Vilela; MacDonald, Ronald - In: Economia : revista da ANPEC 21 (2020) 1, pp. 57-72

The goal of this paper is to address the role of the real effective exchange rate (fundamentals, misalignment and volatility) for the current account using a panel data analysis for a set of 58 countries, over the period of 1994-2014. The results suggest that exchange rate misalignment is...

Persistent link: https://www.econbiz.de/10012287467

Persistence in UK share returns : some evidence from disaggregated data

MacDonald, Ronald - In: Applied financial economics 3 (1993) 1, pp. 27-38

Persistent link: https://www.econbiz.de/10001145270

Reexamining the monetary approach to the exchange rate : the dollar-franc ; 1976 - 90

MacDonald, Ronald - In: Applied financial economics 4 (1994) 6, pp. 423-429

Persistent link: https://www.econbiz.de/10001171660

Structural FECM : cointegration in large‐scale structural FAVAR models

Banerjee, Anindya; Marcellino, Massimiliano; Masten, Igor - In: Journal of applied econometrics 32 (2017) 6, pp. 1069-1086

Persistent link: https://www.econbiz.de/10011862314

Pooling versus model selection for nowcasting GDP with many predictors : empirical evidence for six industrialized countries

Kuzin, Vladimir; Marcellino, Massimiliano; Schumacher, … - In: Journal of applied econometrics 28 (2013) 3, pp. 392-411

Persistent link: https://www.econbiz.de/10009756514

Nowcasting tail risk to economic activity at a weekly frequency

Carriero, Andrea; Clark, Todd E.; Marcellino, Massimiliano - In: Journal of applied econometrics 37 (2022) 5, pp. 843-866

Persistent link: https://www.econbiz.de/10013464633

Macroeconomic forecasting in a multi-country context

Bai, Yu; Carriero, Andrea; Clark, Todd E.; Marcellino, … - In: Journal of applied econometrics 37 (2022) 6, pp. 1230-1255

Persistent link: https://www.econbiz.de/10013464673

Bayesian estimation of multivariate panel probits with higher-order network interdependence and an application to firms' global market participation in Guangdong

Baltagi, Badi H.; Egger, Peter; Kesina, Michaela - In: Journal of applied econometrics 37 (2022) 7, pp. 1356-1378

Persistent link: https://www.econbiz.de/10013473983