Narrow search
Showing 1 - 10 of 19,767
Cover Image
Forecasting inflation uncertainty in the United States and Euro area
Ftiti, Zied; Jawadi, Fredj - In: Computational economics 54 (2019) 1, pp. 455-476
Persistent link: https://www.econbiz.de/10012134205
Cover Image
Random walk versus multiple trend breaks in stock prices : evidence from 15 European markets
Narayan, Paresh Kumar; Smyth, Russell - In: Applied financial economics letters 2 (2006) 1, pp. 1-7
Persistent link: https://www.econbiz.de/10003301478
Cover Image
Random Walk Versus Multiple Trend Breaks in Stock Prices : Evidence from 15 European Markets
Narayan, Paresh Kumar - 2012
This letter extends research reported in Narayan and Smyth (2005) by employing multiple trend break unit root tests to examine the random walk hypothesis for 15 European stock market indices. The results provide strong support for the view that stock prices are characterized by a random walk
Persistent link: https://www.econbiz.de/10013105335
Cover Image
Inflation forecasting for aggregates of the EU-7 and EU-14 with Bayesian VAR models
Bikker, Jacob A. - In: Journal of forecasting 17 (1998) 2, pp. 147-165
Persistent link: https://www.econbiz.de/10001244490
Cover Image
Hysteresis and stochastic convergence in Eurozone unemployment rates : evidence from panel unit roots with smooth breaks and asymmetric dynamics
Corakci, Aysegul; Omay, Tolga; Hasanov, Mübariz - In: Oeconomia Copernicana 13 (2022) 1, pp. 11-55
Persistent link: https://www.econbiz.de/10013255717
Cover Image
Bayesian nonparametric methods for macroeconomic forecasting
Marcellino, Massimiliano; Pfarrhofer, Michael - 2024
Persistent link: https://www.econbiz.de/10014520837
Cover Image
The behavior of interest rates and credit flows : persistence and cycles
Busch, Ulrike - 2011
Persistent link: https://www.econbiz.de/10009490397
Cover Image
Modeling and forecasting carbon dioxide emission allowance spot price volatility : multifractal vs. GARCH-type volatility models
Segnon, Mawuli; Lux, Thomas; Gupta, Rangan - 2015
This paper applies Markov-switching multifractal (MSM) processes to model and forecast carbon dioxide (CO2) emission … price volatility, and compares their forecasting performance to the standard GARCH, fractionally integrated GARCH (FIGARCH … criteria and forecast horizons, while MS-GARCH mostly comes out as the least successful model. Applying various VaR backtesting …
Persistent link: https://www.econbiz.de/10011296114
Cover Image
Excess Stock Returns and News : Evidence from European Markets
Malliaropulos, Dimitris - 2022
This paper aims at decomposing the forecast error variance of excess returns in five major European stock markets into …
Persistent link: https://www.econbiz.de/10014236921
Cover Image
Trend-cycle decomposition of output and euro area inflation forecasts : a real-time approach based on model combination
Guérin, Pierre; Maurin, Laurent; Mohr, Matthias - In: Macroeconomic dynamics 19 (2015) 2, pp. 363-393
Persistent link: https://www.econbiz.de/10011308645