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Testing for relevant dependence change in financial data : a CUSUM copula approach
Kutzker, Tim; Stark, Florian; Wied, Dominik - In: Empirical economics : a quarterly journal of the … 60 (2021) 4, pp. 1875-1894
Persistent link: https://www.econbiz.de/10012490683
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Horizon confidence sets
Fosten, Jack; Gutknecht, Daniel - In: Empirical economics : a quarterly journal of the … 61 (2021) 2, pp. 667-692
Persistent link: https://www.econbiz.de/10012616872
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Bayesian estimation of the long-run trend of the US economy
Kim, Jaeho; Chon, Sora - In: Empirical economics : a quarterly journal of the … 62 (2022) 2, pp. 461-485
Persistent link: https://www.econbiz.de/10012819475
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The great moderation : updated evidence with joint tests for multiple structural changes in variance and persistence
Perron, Pierre; Yamamoto, Yohei - In: Empirical economics : a quarterly journal of the … 62 (2022) 3, pp. 1193-1218
Persistent link: https://www.econbiz.de/10012819527
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Revisiting the nexus of the financial development and economic development : new international evidence using a wavelet approach
Karlsson, Hyunjoo Kim; Månsson, Kristofer; Hacker, Scott - In: Empirical economics : a quarterly journal of the … 60 (2021) 5, pp. 2323-2350
Persistent link: https://www.econbiz.de/10012585566
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Multivariate time-varying parameter modelling for stock markets
Neslihanoglu, Serdar; Bekiros, Stelios; McColl, John H.; … - In: Empirical economics : a quarterly journal of the … 61 (2021) 2, pp. 947-972
Persistent link: https://www.econbiz.de/10012616913
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Measuring uncertainty : a streamlined application for the Ecuadorian economy
Avellán, Guillermo; González-Astudillo, Manuel; … - In: Empirical economics : a quarterly journal of the … 62 (2022) 4, pp. 1517-1542
Persistent link: https://www.econbiz.de/10013197237
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When are trend-cycle decompositions of GDP reliable?
González-Astudillo, Manuel; Roberts, John M. - In: Empirical economics : a quarterly journal of the … 62 (2022) 5, pp. 2417-2460
Persistent link: https://www.econbiz.de/10013197313
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Composite forecasting of vast-dimensional realized covariance matrices using factor state-space models
Hartkopf, Jan Patrick - In: Empirical economics : a quarterly journal of the … 64 (2023) 1, pp. 393-436
Persistent link: https://www.econbiz.de/10014226292
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Mixing mixed frequency and diffusion indices in good times and in bad : an assessment based on historical data around the great recession of 2008
Kim, Kihwan; Kim, Hyun Hak; Swanson, Norman R. - In: Empirical economics : a quarterly journal of the … 64 (2023) 3, pp. 1421-1469
Persistent link: https://www.econbiz.de/10014226366