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A multivariate innovations state space BeveridgeNelson decomposition
De Silva, Ashton; Hyndman, Rob J.; Snyder, Ralph D. - In: Economic modelling 26 (2009) 5, pp. 1067-1074
Persistent link: https://www.econbiz.de/10003871265
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Global imbalances, cross-market linkages, and the financial crisis : a multivariate Markov-switching analysis
Chevallier, Julien - In: Economic modelling 29 (2012) 3, pp. 943-973
Persistent link: https://www.econbiz.de/10009545490
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The impact of financial factors on export decisions : the evidence from Turkey
Akarım, Yasemin Deniz - In: Economic modelling 35 (2013), pp. 305-308
Persistent link: https://www.econbiz.de/10010259440
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Revisiting the Feldstein-Horioka puzzle with regime switching : new evidence from European countries
Chen, Shyh-Wei; Shen, Chung-hua - In: Economic modelling 49 (2015), pp. 254-259
Persistent link: https://www.econbiz.de/10011439547
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Alternative approaches to discrete working time choice in an AGE framework
Arntz, Melanie; Boeters, Stefan; Gürtzgen, Nicole - In: Economic modelling 23 (2006) 6, pp. 1008-1032
Persistent link: https://www.econbiz.de/10003387617
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Do decreases in Distance-to-Default predict rating downgrades?
Aggarwal, Nidhi; Singh, Manish K.; Thomas, Susan - In: Economic modelling 129 (2023), pp. 1-18
Persistent link: https://www.econbiz.de/10014472233
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Multivariate tests for autocorrelation in the stable and unstable VAR models
Hatemi-J, Abdulnasser - In: Economic modelling 21 (2004) 4, pp. 661-683
Persistent link: https://www.econbiz.de/10002068720
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Detecting nonlinear dependencies in eurozone peripheral equity markets : a multistep filtering approach
Avdoulas, Christos; Bekiros, Stelios; Boubaker, Sabri - In: Economic modelling 58 (2016), pp. 580-587
Persistent link: https://www.econbiz.de/10011647569
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Generalized method of moment estimation of multivariate multifractal models
Liu, Ruipeng; Lux, Thomas - In: Economic modelling 67 (2017), pp. 136-148
Persistent link: https://www.econbiz.de/10011813792
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Asymmetric multivariate HAR models for realized covariance matrix : a study based on volatility timing strategies
Qu, Hui; Zhang, Yi - In: Economic modelling 106 (2022), pp. 1-13
Persistent link: https://www.econbiz.de/10013347668