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Forecasting China's foreign exchange reserves using dynamic model averaging : the roles of macroeconomic fundamentals, financial stress and economic uncertainty
Gupta, Rangan; Hammoudeh, Shawkat; Kim, Won Joong; … - In: The North American journal of economics and finance : a … 28 (2014), pp. 170-189
Persistent link: https://www.econbiz.de/10010461966
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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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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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Pair trading based on quantile forecasting of smooth transition GARCH models
Chen, Cathy W. S.; Wang, Zona; Songsak Sriboonchitta; … - In: The North American journal of economics and finance : a … 39 (2017), pp. 38-55
Persistent link: https://www.econbiz.de/10011878579
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Do precious metal prices help in forecasting South African inflation?
Balcilar, Mehmet; Katzke, Nico; Gupta, Rangan - In: The North American journal of economics and finance : a … 40 (2017), pp. 63-72
Persistent link: https://www.econbiz.de/10011878788
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Learning, disagreement and inflation forecasting
Chen, Ji; Yang, Xinglin; Liu, Xiliang - In: The North American journal of economics and finance : a … 63 (2022), pp. 1-20
Persistent link: https://www.econbiz.de/10014225817
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Formulating hypothetical scenarios in correlation stress testing via a Bayesian framework
Yu, Philip L. H.; Li, Wai Keung; Ng, F. C - In: The North American journal of economics and finance : a … 27 (2014), pp. 17-33
Persistent link: https://www.econbiz.de/10010460916
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Estimating the Bank of Mexico's reaction function in the last three decades : a bayesian DSGE approach with rolling-windows
Zamarripa, Rene - In: The North American journal of economics and finance : a … 56 (2021), pp. 1-16
Persistent link: https://www.econbiz.de/10012821372
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Contagion between real estate and financial markets : a Bayesian quantile-on-quantile approach
Caporin, Massimiliano; Gupta, Rangan; Ravazzolo, Francesco - In: The North American journal of economics and finance : a … 55 (2021), pp. 1-12
Persistent link: https://www.econbiz.de/10012667335
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Financial intermediation and real estate prices impact on business cycles : a Bayesian analysis
Yépez, Carlos A. - In: The North American journal of economics and finance : a … 45 (2018), pp. 138-160
Persistent link: https://www.econbiz.de/10012117765