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Real-time conditional forecasts with Bayesian VARs : an application to New Zealand
Bloor, Chris; Matheson, Troy - In: The North American journal of economics and finance : a … 22 (2011) 1, pp. 26-42
Persistent link: https://www.econbiz.de/10009266787
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Current trends in the analysis of Canadian productivity growth
Van Norden, Simon - In: The North American journal of economics and finance : a … 22 (2011) 1, pp. 5-25
Persistent link: https://www.econbiz.de/10009266791
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The exchange rate and macroeconomic determinants : time-varying transitional dynamics
Yuan, Chunming - In: The North American journal of economics and finance : a … 22 (2011) 2, pp. 197-220
Persistent link: https://www.econbiz.de/10009267527
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Mean reversion in US and international short rates
Christiansen, Charlotte - In: The North American journal of economics and finance : a … 21 (2010) 3, pp. 286-296
Persistent link: https://www.econbiz.de/10009267822
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Using wavelets to measure core inflation : the case of New Zealand
Baqaee, David - In: The North American journal of economics and finance : a … 21 (2010) 3, pp. 241-255
Persistent link: https://www.econbiz.de/10009267825
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Comparing the New Keynesian Phillips Curve with time series models to forecast inflation
Rumler, Fabio; Valderrama, María Teresa - In: The North American journal of economics and finance : a … 21 (2010) 2, pp. 126-144
Persistent link: https://www.econbiz.de/10009267847
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High quantiles estimation with Quasi-PORT and DPOT : an application to value-at-risk for financial variables
Santos, Paulo Araújo; Alves, Isabel Fraga; Hammoudeh, … - In: The North American journal of economics and finance : a … 26 (2013), pp. 487-496
Persistent link: https://www.econbiz.de/10010367568
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Nonlinear dynamics and recurrence plots for detecting financial crisis
Addo, Peter Martey; Billio, Monica; Guégan, Dominique - In: The North American journal of economics and finance : a … 26 (2013), pp. 416-435
Persistent link: https://www.econbiz.de/10010367574
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The economics of data : using simple model-free volatility in a high-frequency world
Garvey, John; Gallagher, Liam - In: The North American journal of economics and finance : a … 26 (2013), pp. 370-379
Persistent link: https://www.econbiz.de/10010367578
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Diagnostic checking for non-stationary ARMA models with an application to financial data
Ling, Shiqing; Zhu, Ke; Yee, Chong Ching - In: The North American journal of economics and finance : a … 26 (2013), pp. 624-639
Persistent link: https://www.econbiz.de/10010370490