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~isPartOf:"Applied financial economics"
~isPartOf:"Oxford bulletin of economics and statistics"
~subject:"Time series analysis"
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Harvey, David I.
4
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3
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3
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Applied financial economics
Oxford bulletin of economics and statistics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of econometrics
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Applied economics
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Discussion paper / Tinbergen Institute
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
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Finance research letters
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The North American journal of economics and finance : a journal of financial economics studies
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SFB 649 discussion paper
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1
Does the macroeconomy predict UK asset returns in a nonlinear fashion? : comprehensive out-of-sample evidence
Guidolin, Massimo
;
Hyde, Stuart
;
McMillan, David G.
; …
- In:
Oxford bulletin of economics and statistics
76
(
2014
)
4
,
pp. 510-535
Persistent link: https://www.econbiz.de/10010474888
Saved in:
2
Revisiting purchasing power parity in African countries : panel stationary test with sharp and smooth breaks
Bahmani-Oskooee, Mohsen
;
Chang, Tsangyao
;
Wu, Tsungpao
- In:
Applied financial economics
24
(
2014
)
22/24
,
pp. 1429-1438
Persistent link: https://www.econbiz.de/10010460119
Saved in:
3
Nonlinearities and fractional integration in the US unemployment rate
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Oxford bulletin of economics and statistics
69
(
2007
)
4
,
pp. 521-544
Persistent link: https://www.econbiz.de/10003506541
Saved in:
4
Periodic unobserved cycles in seasonal time series with an application to US unemployment
Koopman, Siem Jan
;
Ooms, Marius
;
Hindrayanto, Irma
- In:
Oxford bulletin of economics and statistics
71
(
2009
)
5
,
pp. 683-713
Persistent link: https://www.econbiz.de/10003875192
Saved in:
5
The weekly structure of US stock prices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Applied financial economics
21
(
2011
)
22/24
,
pp. 1757-1764
Persistent link: https://www.econbiz.de/10009384839
Saved in:
6
Constructing seasonally adjusted data with time-varying confidence intervals
Koopman, Siem Jan
;
Franses, Philip Hans
- In:
Oxford bulletin of economics and statistics
64
(
2002
)
5
,
pp. 509-526
Persistent link: https://www.econbiz.de/10001741990
Saved in:
7
Seasonal unit root tests with structural breaks in deterministic seasonality
Balcombe, Kelvin G.
- In:
Oxford bulletin of economics and statistics
61
(
1999
)
4
,
pp. 569-582
Persistent link: https://www.econbiz.de/10001437433
Saved in:
8
The relationship between short-term and forward interest rates : a structural time-series analysis
Iyer, Sridhar
- In:
Applied financial economics
10
(
2000
)
2
,
pp. 143-153
Persistent link: https://www.econbiz.de/10001525829
Saved in:
9
A regression tree analysis of real interest rate regime changes
Johnson, Paul A.
;
Garcia, Márcio Gomes Pinto
- In:
Applied financial economics
10
(
2000
)
2
,
pp. 171-176
Persistent link: https://www.econbiz.de/10001526218
Saved in:
10
Outlier time-series models and analysts' forecasting of GNP and corporate earnings per share
Guerard, John Baynard
(
contributor
)
- In:
Applied financial economics
5
(
1995
)
2
,
pp. 113-119
Persistent link: https://www.econbiz.de/10001181317
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