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Contagious switching
Owyang, Michael T.; Piger, Jeremy Max; Soques, Daniel - In: Journal of applied econometrics 37 (2022) 2, pp. 415-432
Persistent link: https://www.econbiz.de/10013165246
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An endogenously clustered factor approach to international business cycles
Francis, Neville; Owyang, Michael T.; Savascin, Ozge - In: Journal of applied econometrics 32 (2017) 7, pp. 1261-1276
Persistent link: https://www.econbiz.de/10011862595
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Forecasting low-frequency macroeconomic events with high-frequency data
Galvão, Ana Beatriz C.; Owyang, Michael T. - In: Journal of applied econometrics 37 (2022) 7, pp. 1314-1333
Persistent link: https://www.econbiz.de/10013473971
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Asymmetric power distribution : theory and applications to risk measurement
Komunjer, Ivana - In: Journal of applied econometrics 22 (2007) 5, pp. 891-921
Persistent link: https://www.econbiz.de/10003550890
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Asymmetric power distribution: Theory and applications to risk measurement
Komunjer, Ivana - In: Journal of applied econometrics 22 (2007) 5, pp. 891-922
Persistent link: https://www.econbiz.de/10007763162