Narrow search
Showing 1 - 10 of 354
Cover Image
Testing normality for unconditionally heteroscedastic macroeconomic variables
Raïssi, Hamdi - In: Economic modelling 70 (2018), pp. 140-146
Persistent link: https://www.econbiz.de/10012027822
Cover Image
Modeling China's inflation dynamicsc: an MRSTAR approach
Zhang, Lingxiang - In: Economic modelling 31 (2013), pp. 440-446
Persistent link: https://www.econbiz.de/10009729027
Cover Image
The European business cycle
Artis, Michael J.; Krolzig, Hans-Martin; Toro, Juan - 1999
Persistent link: https://www.econbiz.de/10001437100
Cover Image
Testing for Granger non-causality using the autoregressive metric
Di Iorio, Francesca; Triacca, Umberto - In: Economic modelling 33 (2013), pp. 120-125
Persistent link: https://www.econbiz.de/10010192026
Cover Image
Estimating inflation persistence by quantile autoregression with quantile-specific unit roots
Gaglianone, Wagner Piazza; Guillén, Osmani Teixeira de … - In: Economic modelling 73 (2018), pp. 407-430
Persistent link: https://www.econbiz.de/10012100499
Cover Image
Is gold a hedge against inflation? : new evidence from a nonlinear ARDL approach
Hoang, Thi Hong Van; Lahiani, Amine; Heller, David - In: Economic modelling 54 (2016), pp. 54-66
Persistent link: https://www.econbiz.de/10011641377
Cover Image
A regime-switching model of stock returns with momentum and mean reversion
Giner, Javier; Zakamulin, Valeriy - In: Economic modelling 122 (2023), pp. 1-17
Persistent link: https://www.econbiz.de/10014388630
Cover Image
Wild bootstrap testing for cointegration in an ESTAR error correction model
Maki, Daiki - In: Economic modelling 47 (2015), pp. 280-291
Persistent link: https://www.econbiz.de/10011439126
Cover Image
Conditional heteroscedasticity with leverage effect in stock returns : evidence from the Chinese stock market
Long, Ling; Tsui, Albert K.; Zhang, Zhaoyong - In: Economic modelling 37 (2014), pp. 89-102
Persistent link: https://www.econbiz.de/10010416824
Cover Image
Does Purchasing Power Parity hold? : new evidence from wild-bootstrapped nonlinear unit root tests in the presence of heteroskedasticity
Su, Jen-je; Cheung, Adrian Wai Kong; Roca, Eduardo - In: Economic modelling 36 (2014), pp. 161-171
Persistent link: https://www.econbiz.de/10010412382