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Secular stagnation? : is there statistical evidence of an unprecedented, systematic decline in growth?

Fritz, Marlon; Gries, Thomas; Feng, Yuanhua - In: Economics letters 181 (2019), pp. 47-50

Persistent link: https://www.econbiz.de/10012121873

Empirical economic and financial research : theory, methods and practice ; [Festschrift in honour of Professor Siegfried Heiler]

Beran, Jan (ed.); Heiler, Siegfried (honouree); … - 2015

Persistent link: https://www.econbiz.de/10010475442

Empirical Economic and Financial Research : Theory, Methods and Practice

Beran, Jan - 2015

and their application in practice. Accordingly, it covers broad topics in the theory and application of both empirical …

Persistent link: https://www.econbiz.de/10012401969

SEMIFAR models, with applications to commodities, exchange rates and the volatility of stock market indices

Beran, Jan; Feng, Yuanhua; Franke, Günter; Hess, Dieter; … - 1999

The distinction between stationarity, difference stationarity, deterministic trends as well as between short- and long-range dependence has a major impact on statistical conclusions, such as confidence intervals for population quantities or point and interval forecasts. In this paper, recent...

Persistent link: https://www.econbiz.de/10011543928

Modelling and forecasting financial and economic time series using different semiparametric ACD models

Forstinger, Sarah - 2018

Diese Arbeit stellt eine semiparametrische Erweiterung des ACD-Modells von Engle und Russell (1998) vor. Der Vorschlag des Semi-ACD-Modells basiert auf der Zerlegung der Daten in einen deterministischen und einen stochastischen Teil, wobei der Erste als zeitvariabel angenommen wird. Um dies...

Persistent link: https://www.econbiz.de/10012152994