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A time series model with periodic stochastic regime switching
Ghysels, Eric - 1993
Persistent link: https://www.econbiz.de/10000865918
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The effect of seasonal adjustment filters on tests for a unit root
Ghysels, Eric; Perron, Pierre - 1990
Persistent link: https://www.econbiz.de/10000809708
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Changes in seasonal patterns : are they cyclical ?
Canova, Fabio; Ghysels, Eric - 1993
Persistent link: https://www.econbiz.de/10000142902
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Structural breaks in financial time series
Andreou, Elena; Ghysels, Eric - In: Handbook of financial time series, (pp. 839-870). 2009
Persistent link: https://www.econbiz.de/10003834237
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Seasonal extraction in the presence of feedback
Ghysels, Eric - In: Journal of business & economic statistics : JBES ; a … 5 (1987) 2, pp. 191-194
Persistent link: https://www.econbiz.de/10003559445
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Econometric analysis of volatility component models
Wang, Fangfang; Ghysels, Eric - In: Econometric theory 31 (2015) 2, pp. 362-393
Persistent link: https://www.econbiz.de/10010532059
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Should macroeconomic forecasters use daily financial data and how?
Andreou, Elena; Ghysels, Eric; Kourtellos, Andros - In: Journal of business & economic statistics : JBES ; a … 31 (2013) 2, pp. 240-251
Persistent link: https://www.econbiz.de/10009753968
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On the size distortion from linearly interpolating low-frequency series for cointegration tests
Ghysels, Eric; Miller, J. Isaac - 2014 - Rev .
Persistent link: https://www.econbiz.de/10010231623
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A high frequency assessment of the ECB Securities Markets Programme
Ghysels, Eric; Idier, Julien; Manganelli, Simone; … - 2013
Persistent link: https://www.econbiz.de/10010243713
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A high frequency assessment of the ECB Securities Markets Programme
Ghysels, Eric; Idier, Julien; Manganelli, Simone; … - 2014
Persistent link: https://www.econbiz.de/10010380070