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Nowcasting GDP growth for small open economies with a mixed-frequency structural model
Yau, Ruey; Hueng, C. James - In: Computational economics 54 (2019) 1, pp. 177-198
Persistent link: https://www.econbiz.de/10012134110
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A time-varying parameter structural model of the UK economy
Kapetanios, George; Masolo, Riccardo M.; Petrova, Katerina - In: Journal of economic dynamics & control 106 (2019), pp. 1-26
Persistent link: https://www.econbiz.de/10012131985
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Capturing common components in high-frequency financial time series : a multivariate stochastic multiplicative error model
Hautsch, Nikolaus - In: Journal of economic dynamics & control 32 (2008) 12, pp. 3978-4015
Persistent link: https://www.econbiz.de/10003804813
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Different approaches to forecast interval time series : a comparison in finance
Arroyo, Javier; Espínola, Rosa; Maté, Carlos - In: Computational economics 37 (2011) 2, pp. 169-191
Persistent link: https://www.econbiz.de/10008902936
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An out-of-sample test for nonlinearity in financial time series : an empirical application
Panagiōtidēs, Theodōros - In: Computational economics 36 (2010) 2, pp. 121-132
Persistent link: https://www.econbiz.de/10008796501
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A simple fractionally integrated model with a time-varying long memory parameter d t
Boutahar, Mohamed; Dufrénot, Gilles; … - In: Computational economics 31 (2008) 3, pp. 225-241
Persistent link: https://www.econbiz.de/10003691880
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A long memory model with normal mixture GARCH
Cheung, Yin-Wong; Chung, Sang-Kuck - In: Computational economics 38 (2011) 4, pp. 517-539
Persistent link: https://www.econbiz.de/10009356868
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The yield curve and the macro-economy across time and frequencies
Aguiar-Conraria, Luís; Martins, Manuel Mota Freitas; … - In: Journal of economic dynamics & control 36 (2012) 12, pp. 1950-1970
Persistent link: https://www.econbiz.de/10009701904
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Nonparametric testing for long-run neutrality with applications to US money and output data
Lee, Jin - In: Computational economics 40 (2012) 2, pp. 183-202
Persistent link: https://www.econbiz.de/10009627469
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Unit root hypothesis in the presence of stochastic volatility, a bayesian analysis
Zhang, Jin-yu; Li, Yong; Chen, Zhu-ming - In: Computational economics 41 (2013) 1, pp. 89-100
Persistent link: https://www.econbiz.de/10009705029