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~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
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ECONIS (ZBW)
1,104
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1
Improving GARCH
volatility
forecasts with regime-switching GARCH
Klaassen, Franc
- In:
Empirical economics : a journal of the Institute for …
27
(
2002
)
2
,
pp. 363-394
Persistent link: https://www.econbiz.de/10001655657
Saved in:
2
The dollar-euro exchange rate and monetary fundamentals
Beckmann, Joscha
;
Glycopantis, Dionysius
;
Pilbeam, Keith
- In:
Empirical economics : a journal of the Institute for …
54
(
2018
)
4
,
pp. 1389-1410
Persistent link: https://www.econbiz.de/10011949558
Saved in:
3
Genetic multi-model composite forecast for non-linear prediction of exchange rates
Álvarez-Diaz, Marcos
;
Álvarez, Alberto
- In:
Empirical economics : a journal of the Institute for …
30
(
2005
)
3
,
pp. 643-663
Persistent link: https://www.econbiz.de/10003109458
Saved in:
4
Why are Bayesian trend-cycle decompositions of US real GDP so different?
Kim, Jaeho
;
Chon, Sora
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
3
,
pp. 1339-1354
Persistent link: https://www.econbiz.de/10012219585
Saved in:
5
Detecting multiple breaks in long memory the case of U.S. inflation
Hassler, Uwe
;
Meller, Barbara
- In:
Empirical economics : a journal of the Institute for …
46
(
2014
)
2
,
pp. 653-680
Persistent link: https://www.econbiz.de/10010252051
Saved in:
6
Risk premia in forward foreign exchange rates : a comparison of signal extraction and regression methods
Wang, Zhiguang
;
Bidarkota, Prasad V.
- In:
Empirical economics : a journal of the Institute for …
42
(
2012
)
1
,
pp. 21-51
Persistent link: https://www.econbiz.de/10009487363
Saved in:
7
Medium-term macroeconomic
volatility
and economic development : a new technique
Tang, Sam Hak Kan
- In:
Empirical economics : a journal of the Institute for …
56
(
2019
)
4
,
pp. 1231-1249
Persistent link: https://www.econbiz.de/10012052184
Saved in:
8
Nonlinear dynamics and covered interest rate parity
Balke, Nathan S.
- In:
Empirical economics : a journal of the Institute for …
23
(
1998
)
4
,
pp. 535-559
Persistent link: https://www.econbiz.de/10001254530
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9
Testing for and dating structural break in smooth time-varying cointegration parameters, with an application to retail gasoline price and crude oil price long-run relationship
Neto, David
- In:
Empirical economics : a journal of the Institute for …
49
(
2015
)
3
,
pp. 909-928
Persistent link: https://www.econbiz.de/10011377316
Saved in:
10
Breaks and the statistical process of inflation : the case of estimating the "modern" long-run Phillips curve
Russell, Bill
;
Rambaccussing, Dooruj
- In:
Empirical economics : a journal of the Institute for …
56
(
2019
)
5
,
pp. 1455-1475
Persistent link: https://www.econbiz.de/10012052202
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