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Testing Stock Market Convergence: A Non-linear Factor Approach

ERDOGAN, Burcu; CAPORALE, Guglielmo MARIA; KUZIN, Vladimir - EcoMod Network

Persistent link: https://www.econbiz.de/10010935512

Transition Paths to Convergence and Convergence Clusters in EMU: Evidence from a Nonlinear Time-Varying Factor Model Framework

KUZIN, Vladimir; FRITSCHE, Ulrich - EcoMod Network

Persistent link: https://www.econbiz.de/10010936329

The inflation aversion of the Bundesbank: A state space approach

Kuzin, Vladimir - In: Journal of Economic Dynamics and Control 30 (2006) 9-10, pp. 1671-1686

Persistent link: https://www.econbiz.de/10005204995

Recursive demeaning and deterministic seasonality

Kuzin, Vladimir - In: Statistics & Probability Letters 72 (2005) 3, pp. 195-204

In this paper, a mean adjustment scheme for unit root tests in the presence of deterministic seasonality is discussed. The Cauchy estimator for autoregressive processes provides some advantages in the application to unit root tests. In particular, it allows for asymptotically standard normal...

Persistent link: https://www.econbiz.de/10005319663

The inflation aversion of the Bundesbank: A state space approach

Kuzin, Vladimir - In: Journal of economic dynamics & control 30 (2006) 9, pp. 1671-1686

Persistent link: https://www.econbiz.de/10007287976

Analysing convergence in Europe using the non-linear single factor model

Fritsche, Ulrich; Kuzin, Vladimir - In: Empirical Economics 41 (2011) 2, pp. 343-369

Persistent link: https://www.econbiz.de/10009324850

POOLING VERSUS MODEL SELECTION FOR NOWCASTING GDP WITH MANY PREDICTORS: EMPIRICAL EVIDENCE FOR SIX INDUSTRIALIZED COUNTRIES

Kuzin, Vladimir; Marcellino, Massimiliano; Schumacher, … - In: Journal of Applied Econometrics 28 (2013) 3, pp. 392-411

Persistent link: https://www.econbiz.de/10010638742

MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the euro area

Kuzin, Vladimir; Marcellino, Massimiliano; Schumacher, … - In: International journal of forecasting 27 (2011) 2, pp. 529-543

Persistent link: https://www.econbiz.de/10008782037

LONG MEMORY TESTING IN THE TIME DOMAIN

Demetrescu, Matei; Kuzin, Vladimir; Hassler, Uwe; … - In: Econometric theory 24 (2008) 1, pp. 176-215

Persistent link: https://www.econbiz.de/10007896789

POOLING VERSUS MODEL SELECTION FOR NOWCASTING GDP WITH MANY PREDICTORS: EMPIRICAL EVIDENCE FOR SIX INDUSTRIALIZED COUNTRIES

Kuzin, Vladimir; Marcellino, Massimiliano; Schumacher, … - In: Journal of applied econometrics 28 (2013) 3, pp. 392-411

Persistent link: https://www.econbiz.de/10010096154