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~isPartOf:"Working paper"
~person:"Licht, Adrian"
~subject:"Economic growth"
~subject:"Zeitreihenanalyse"
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Economic growth
Zeitreihenanalyse
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1954-2019
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Licht, Adrian
McAleer, Michael
10
Piger, Jeremy Max
9
Escribano, Álvaro
8
Blazsek, Szabolcs
6
Engsted, Tom
6
Kapetanios, George
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Kim, Chang-jin
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Morley, James C.
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Mikkelsen, Hans Ole Æ.
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Neely, Christopher J.
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Owyang, Michael T.
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Psaradakis, Zacharias G.
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Sanchez, Juan M.
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Tsiddon, Daniel
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Zilcha, Itzhak
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Ayala, Astrid
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
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Markov-switching score-driven multivariate models : outlier-robust measurement of the relationships between world crude oil production and US industrial production
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
-
2019
Persistent link: https://www.econbiz.de/10012158760
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2
Co-integration and common trends analysis with score-driven models : an application to the federal funds effective rate and US inflation rate
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
-
2019
Persistent link: https://www.econbiz.de/10012100515
Saved in:
3
Prediction accuracy of bivariate score-driven risk premium and volatility filters : an illustration for the Dow Jones
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
-
2020
Persistent link: https://www.econbiz.de/10012310604
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