Narrow search
Showing 1 - 10 of 1,999
Cover Image
Time-spectral density and wavelets approaches : comparative study ; applications to SP500 returns and US GDP
Ahamada, Ibrahim; Jolivaldt, Philippe - In: Economic modelling 31 (2013), pp. 460-466
Persistent link: https://www.econbiz.de/10009730816
Cover Image
Response of the term structure of forward exchange rate to jump in the interest rate
Li, Xiao-ping; Feng, Yun; Wu, Chong-feng; Xu, Wei-dong - In: Economic modelling 30 (2013), pp. 863-874
Persistent link: https://www.econbiz.de/10009708784
Cover Image
Can signal extraction help predict risk premia in foreign exchange rates
Kiani, Khurshid M. - In: Economic modelling 33 (2013), pp. 926-939
Persistent link: https://www.econbiz.de/10010195543
Cover Image
Forecasting structural change and fat-tailed events in Australian macroeconomic variables
Cross, Jamie; Poon, Aubrey - In: Economic modelling 58 (2016), pp. 34-51
Persistent link: https://www.econbiz.de/10011647028
Cover Image
Fitting and forecasting yield curves with a mixed-frequency affine model : evidence from China
Shang, Yuhuang; Zheng, Tingguo - In: Economic modelling 68 (2018), pp. 145-154
Persistent link: https://www.econbiz.de/10011934605
Cover Image
Catching the curl : wavelet thresholding improves forward curve modelling
Power, Gabriel J.; Eaves, James; Turvey, Calum Greig; … - In: Economic modelling 64 (2017), pp. 312-321
Persistent link: https://www.econbiz.de/10011761254
Cover Image
Smoothing and forecasting mixed-frequency time series with vector exponential smoothing models
Seong, Byeongchan - In: Economic modelling 91 (2020), pp. 463-468
Persistent link: https://www.econbiz.de/10012429116
Cover Image
Rationality tests in the presence of instabilities in finite samples
Shagi, Makram el- - In: Economic modelling 79 (2019), pp. 242-246
Persistent link: https://www.econbiz.de/10012199130
Cover Image
Forecasting with a state space time-varying parameter VAR model : evidence from the Euro area
Bekiros, Stelios - In: Economic modelling 38 (2014), pp. 619-626
Persistent link: https://www.econbiz.de/10010418962
Cover Image
Can Google data help predict French youth unemployment?
Fondeur, Yannick; Karamé, Frédéric - In: Economic modelling 30 (2013), pp. 117-125
Persistent link: https://www.econbiz.de/10009703714