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Does the macroeconomy predict UK asset returns in a nonlinear fashion? : comprehensive out-of-sample evidence
Guidolin, Massimo; Hyde, Stuart; McMillan, David G.; … - In: Oxford bulletin of economics and statistics 76 (2014) 4, pp. 510-535
Persistent link: https://www.econbiz.de/10010474888
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Measuring business cycles intra-synchronization in US : a regime-switching interdependence framework
Leiva-Leon, Danilo - In: Oxford bulletin of economics and statistics 79 (2017) 4, pp. 513-545
Persistent link: https://www.econbiz.de/10011772041
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Financial depth and the asymmetric impact of monetary policy
Caglayan, Mustafa; Kandemir Kocaaslan, Ozge; … - In: Oxford bulletin of economics and statistics 79 (2017) 6, pp. 1195-1218
Persistent link: https://www.econbiz.de/10011772203
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Nonlinearities and fractional integration in the US unemployment rate
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - In: Oxford bulletin of economics and statistics 69 (2007) 4, pp. 521-544
Persistent link: https://www.econbiz.de/10003506541
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Periodic unobserved cycles in seasonal time series with an application to US unemployment
Koopman, Siem Jan; Ooms, Marius; Hindrayanto, Irma - In: Oxford bulletin of economics and statistics 71 (2009) 5, pp. 683-713
Persistent link: https://www.econbiz.de/10003875192
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Globalization vs. Europeanization : a business cycles race
Bovi, Maurizio - In: Oxford bulletin of economics and statistics 67 (2005) 3, pp. 331-345
Persistent link: https://www.econbiz.de/10002845599
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Constructing seasonally adjusted data with time-varying confidence intervals
Koopman, Siem Jan; Franses, Philip Hans - In: Oxford bulletin of economics and statistics 64 (2002) 5, pp. 509-526
Persistent link: https://www.econbiz.de/10001741990
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Seasonal unit root tests with structural breaks in deterministic seasonality
Balcombe, Kelvin G. - In: Oxford bulletin of economics and statistics 61 (1999) 4, pp. 569-582
Persistent link: https://www.econbiz.de/10001437433
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Multicointegration in stock-flow models
Engsted, Tom; Haldrup, Niels - In: Oxford bulletin of economics and statistics 61 (1999) 2, pp. 237-254
Persistent link: https://www.econbiz.de/10001407318
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A Markov switching factor-augmented VAR model for analyzing US business cycles and monetary policy
Huber, Florian; Fischer, Manfred M. - In: Oxford bulletin of economics and statistics 80 (2018) 3, pp. 575-604
Persistent link: https://www.econbiz.de/10011969518