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A Markov switching VECM model for Russian real GDP, real exchange rate and oil prices
Bedin, Andrey Feliksovich; Kulikov, Alexander Vladimirovich - In: International Journal of Energy Economics and Policy : IJEEP 11 (2021) 2, pp. 402-412
Persistent link: https://www.econbiz.de/10012616125
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Structural change and forecasting long-run energy prices
Bernard, Jean-Thomas; Khalaf, Lynda; Kichian, Maral - 2004
Persistent link: https://www.econbiz.de/10001962564
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Estimation and forecast of the current account balance in Azerbaijan
Garayeva, Aygun; Guliyev, Nijat; Imanova, Zubeyda; … - 2020
Persistent link: https://www.econbiz.de/10012792232
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Economic alarm bells in the Philippines
Taduran, Roderika M. - 2000
Persistent link: https://www.econbiz.de/10001498949
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External imbalances and financial crises
Taylor, Alan M. - 2012
Persistent link: https://www.econbiz.de/10009705803
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External imbalances and financial crises
Taylor, Alan M. - 2012
Persistent link: https://www.econbiz.de/10009683350
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A parametric factor model of the term structure of mortality
Haldrup, Niels; Rosenskjold, Carsten P. T. - In: Econometrics : open access journal 7 (2019) 1/9, pp. 1-22
when the factors have unit roots. We suggest two estimation procedures similar to the estimation of the dynamic Nelson …
Persistent link: https://www.econbiz.de/10012025646
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Range-based volatility estimation and forecasting
Benčík, Daniel - 2014
prices. We empirically assess efficiency gains in volatility estimation when using range-based estimators as opposed to … a vector error-correction model of daily highs and lows. Contrary to intuition, models based on co-integration of daily …
Persistent link: https://www.econbiz.de/10010461231
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Forecasting annual water demands dominated by seasonal variations : the case of water demands in Mecca
McNown, Robert F.; Aburizaizah, Omar S.; Howe, Charles … - In: Applied economics 47 (2015) 4/6, pp. 544-552
Persistent link: https://www.econbiz.de/10010464742
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Information diffusion and the lead-lag relationship between small and large size portfolios : evidence from an emerging market
Drakos, Anastassios A.; Diamandis, Panayotis F.; … - In: International journal of economics and finance 7 (2015) 11, pp. 25-38
Persistent link: https://www.econbiz.de/10011401093