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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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Common trends and common cycles in stock markets
Narayan, Paresh Kumar; Thuraisamy, Kannan Sivananthan - In: Economic modelling 35 (2013), pp. 472-476
Persistent link: https://www.econbiz.de/10010336775
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A novel time-series model based on empirical mode decomposition for forecasting TAIEX
Cheng, Ching-hsue; Wei, Liang-ying - In: Economic modelling 36 (2014), pp. 136-141
Persistent link: https://www.econbiz.de/10010412424
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The exact linkage between the Beveridge-Nelson decomposition and other permanent-transitory decompositions
Sbrana, Giacomo - In: Economic modelling 30 (2013), pp. 311-316
Persistent link: https://www.econbiz.de/10009703649
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International output synchronization at different frequencies
Hwang, Sun Ho; Kim, Yun Jung - In: Economic modelling 104 (2021), pp. 1-10
Persistent link: https://www.econbiz.de/10013163995
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Trend inflation estimates for Thailand from disaggregated data
Pym Manopimoke; Vorada Limjaroenrat - In: Economic modelling 65 (2017), pp. 75-94
Persistent link: https://www.econbiz.de/10011813600
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Decomposing changes in the conditional variance of GDP over time
Amini, Shahram; Battisti, Michele; Parmeter, Christopher F. - In: Economic modelling 61 (2017), pp. 376-387
Persistent link: https://www.econbiz.de/10011736899
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Measuring the speed of convergence of stock prices : a nonparametric and nonlinear approach
Kim, Hyeongwoo; Ryu, Deockhyun - In: Economic modelling 51 (2015), pp. 227-241
Persistent link: https://www.econbiz.de/10011475887
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Assessing efficiency and investment opportunities in commodities : a time series and portfolio simulations approach
Jawadi, Fredj; Ftiti, Zied; Hdia, Mouna - In: Economic modelling 64 (2017), pp. 567-588
Persistent link: https://www.econbiz.de/10011761313
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How strong is the linkage between tourism and economic growth in Europe?
Antonakakis, Nikolaos; Dragouni, Mina; Filis, George - In: Economic modelling 44 (2015), pp. 142-155
Persistent link: https://www.econbiz.de/10011326267