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~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Discussion paper / Tinbergen Institute
132
MPRA Paper
127
Research paper series / Swiss Finance Institute
93
Economic modelling
83
Tinbergen Institute Discussion Paper
72
Working Paper
67
ECB Working Paper
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61
Economics letters
57
International journal of forecasting
57
Journal of Banking & Finance
56
Computational economics
55
Journal of econometrics
55
Energy economics
54
Finance research letters
50
CEPR Discussion Papers
49
Journal of forecasting
45
Journal of economic dynamics & control
44
Journal of risk and financial management : JRFM
43
Applied economics
39
Working paper
38
Working paper series / European Central Bank
38
CAMA working paper series
37
SFB 649 Discussion Paper
37
CESifo Working Paper
36
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
36
International review of economics & finance : IREF
35
Working paper / Department of Econometrics and Business Statistics, Monash University
35
CESifo working papers
34
CREATES Research Papers
34
The North American journal of economics and finance : a journal of financial economics studies
34
Applied economics letters
32
Financial innovation : FIN
32
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
32
Journal of empirical finance
32
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31
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1
Testing cointegration in quantile regressions with an application to the term structure of interest rates
Kuriyama, Nina
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
20
(
2016
)
2
,
pp. 107-121
Persistent link: https://www.econbiz.de/10011507436
Saved in:
2
The term structure of Eurozone peripheral bond yields : an asymmetric regime-switching equilibrium correction approach
Avdoulas, Christos
;
Bekiros, Stelios
;
Lucey, Brian M.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
24
(
2020
)
4
,
pp. 1-23
Persistent link: https://www.econbiz.de/10012299596
Saved in:
3
Amplitude and phase synchronization of European business cycles : a wavelet approach
Bruzda, Joanna
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
19
(
2015
)
5
,
pp. 625-655
Persistent link: https://www.econbiz.de/10011431057
Saved in:
4
Recurrence quantification analysis of denoised index returns via alpha-stable modeling of wavelet coefficients : detecting switching volatility regimes
Tzagkarakis, George
;
Dionysopoulos, Thomas
;
Achim, Alin
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
20
(
2016
)
1
,
pp. 75-96
Persistent link: https://www.econbiz.de/10011431136
Saved in:
5
Improving model performance with the integrated wavelet denoising method
Chen, Yi-Ting
;
Sun, Edward W.
;
Yu, Min-Teh
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
19
(
2015
)
4
,
pp. 445-467
Persistent link: https://www.econbiz.de/10011339420
Saved in:
6
Money supply and infllation dynamics in the Asia-Pacific economies : a time-frequency approach
Bekiros, Stelios
;
Taneem Muzaffar, Ahmed
;
Uddin, …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
21
(
2017
)
3
,
pp. 1-12
Persistent link: https://www.econbiz.de/10011708776
Saved in:
7
Estimation of long memory in volatility using wavelets
Kraicová, Lucie
;
Baruník, Jozef
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
21
(
2017
)
3
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011709605
Saved in:
8
Market concentration and market power of the Swedish mortgage Sector : a wavelet panel efficiency analysis
Månsson, Kristofer
;
Sjölander, Pär
;
Shukur, Ghazi
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
22
(
2018
)
4
,
pp. 1-16
Persistent link: https://www.econbiz.de/10011965322
Saved in:
9
Modeling changes in US monetary policy with a time-varying nonlinear Taylor rule
Nguyen, Anh D. M.
;
Pavlidis, Efthymios G.
;
Peel, David
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
22
(
2018
)
5
,
pp. 1-16
Persistent link: https://www.econbiz.de/10011966001
Saved in:
10
The decomposition of economic relationships by time scale using wavelets : expenditure and income
Ramsey, James B.
(
contributor
);
Lampart, Camille
(
contributor
)
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
3
(
1998
)
1
,
pp. 23-42
Persistent link: https://www.econbiz.de/10001769695
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