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Monitoring memory parameter change-points in long-memory time series
Chen, Zhanshou; Xiao, Yanting; Li, Fuxiao - In: Empirical economics : a quarterly journal of the … 60 (2021) 5, pp. 2365-2389
Persistent link: https://www.econbiz.de/10012585571
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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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Local projection variance impulse response
Kawakatsu, Hiroyuki - In: Empirical economics : a quarterly journal of the … 62 (2022) 3, pp. 1219-1244
Persistent link: https://www.econbiz.de/10012819528
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Quantile spectral analysis of long-memory processes
Lim, Yaeji; Oh, Hee-Seok - In: Empirical economics : a quarterly journal of the … 62 (2022) 3, pp. 1245-1266
Persistent link: https://www.econbiz.de/10012819529
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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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A mixed-frequency smooth measure for business conditions
Chen, Yi-ting - In: Empirical economics : a quarterly journal of the … 61 (2021) 4, pp. 1699-1724
Persistent link: https://www.econbiz.de/10012622333
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Semiparametric modeling of the right-censored time-series based on different censorship solution techniques
Aydın, Dursun; Yılmaz, Ersin - In: Empirical economics : a quarterly journal of the … 61 (2021) 4, pp. 2143-2172
Persistent link: https://www.econbiz.de/10012622474