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Group penalized unrestricted mixed data sampling model with application to forecasting US GDP growth
Xu, Qifa; Zhuo, Xingxuan; Jiang, Cuixia; Liu, Xi; Liu, … - In: Economic modelling 75 (2018), pp. 221-236
Persistent link: https://www.econbiz.de/10012101481
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Modelling persistent stationary processes in continuous time
Jeong, Minsoo - In: Economic modelling 109 (2022), pp. 1-12
Persistent link: https://www.econbiz.de/10013348235
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Macro-uncertainty and financial stress spillovers in the Eurozone
Cipollini, Andrea; Mikaliunaite, Ieva - In: Economic modelling 89 (2020), pp. 546-558
Persistent link: https://www.econbiz.de/10012426244
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Mixed data sampling expectile regression with applications to measuring financial risk
Xu, Qifa; Chen, Lu; Jiang, Cuixia; Yu, Keming - In: Economic modelling 91 (2020), pp. 469-486
Persistent link: https://www.econbiz.de/10012429122
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Real-time macroeconomic monitoring using mixed frequency data : evidence from China
Zhang, Wei; He, Jie; Ge, Chanyuan; Xue, Rui - In: Economic modelling 117 (2022), pp. 1-14
Persistent link: https://www.econbiz.de/10014229194
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Macro fundamentals as a source of stock market volatility in China : a GARCH-MIDAS approach
Girardin, Eric; Joyeux, Roselyne - In: Economic modelling 34 (2013), pp. 59-68
Persistent link: https://www.econbiz.de/10010360615
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Regime-dependent effects of macroeconomic uncertainty on realized volatility in the US stock market
Liu, Wei; Garrett, Ian - In: Economic modelling 128 (2023), pp. 1-15
Persistent link: https://www.econbiz.de/10014464307
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Optimal foreign debt for Egypt : a stochastic control approach
Abutaleb, Ahmed S.; Hamad, Marwa G. - In: Economic modelling 29 (2012) 3, pp. 544-556
Persistent link: https://www.econbiz.de/10009544881
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Governments under influence : country interactions in discretionary fiscal policy
Cassette, Aurélie; Creel, Jérôme; Farvaque, Étienne; … - In: Economic modelling 30 (2013), pp. 79-89
Persistent link: https://www.econbiz.de/10009702259
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Product market regulation, trend inflation and inflation dynamics in the new Keynesian Phillips curve
Bloch, Laurence - In: Economic modelling 29 (2012) 5, pp. 2058-2070
Persistent link: https://www.econbiz.de/10009666981