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Enhancing the predictability of crude oil markets with hybrid wavelet approaches

Uddin, Mohammed Gazi Salah; Gençay, Ramazan; Bekiros, … - In: Economics letters 182 (2019), pp. 50-54

Persistent link: https://www.econbiz.de/10012122427

Money supply and infllation dynamics in the Asia-Pacific economies : a time-frequency approach

Bekiros, Stelios; Taneem Muzaffar, Ahmed; Uddin, … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 21 (2017) 3, pp. 1-12

Persistent link: https://www.econbiz.de/10011708776

On the relationship between oil price and exchange rates : a wavelet analysis

Uddin, Mohammed Gazi Salah; Tiwari, Aviral Kumar; … - In: Economic modelling 35 (2013), pp. 502-507

Persistent link: https://www.econbiz.de/10010336761

Commodities price cycles and their interdependence with equity markets

Boako, Gideon; Alagidede, Imhotep Paul; Sjo, Bo; Uddin, … - In: Energy economics 91 (2020), pp. 1-26

Persistent link: https://www.econbiz.de/10012518586

On the dynamic dependence between equity markets, commodity futures and economic uncertainty indexes

Berger, Theo; Uddin, Mohammed Gazi Salah - In: Energy economics 56 (2016), pp. 374-383

Persistent link: https://www.econbiz.de/10011664267

Is gold a hedge against inflation? : a wavelet time-scale perspective

Conlon, Thomas; Lucey, Brian M.; Uddin, Mohammed Gazi Salah - In: Review of quantitative finance and accounting 51 (2018) 2, pp. 317-345

Persistent link: https://www.econbiz.de/10012037097

Forecasting with a state space time-varying parameter VAR model : evidence from the Euro area

Bekiros, Stelios - In: Economic modelling 38 (2014), pp. 619-626

Persistent link: https://www.econbiz.de/10010418962

Dealing with financial instability under a DSGE modeling approach with banking intermediation : a forecastability analysis versus TVP-VARs

Bekiros, Stelios; Cardani, Roberta; Paccagnini, Alessia; … - 2015

Persistent link: https://www.econbiz.de/10011372826

Dealing with financial instability under a DSGE modeling approach with banking intermediation : a predictability analysis versus TVP-VARs

Bekiros, Stelios; Cardani, Roberta; Paccagnini, Alessia; … - 2016

In the dynamic stochastic general equilibrium (DSGE) literature there has been an increasing aware- ness on the role that the banking sector can play in macroeconomic activity. We present a DSGE model with financial intermediation as in Gertler and Karadi (2011). The estimation of shocks and of...

Persistent link: https://www.econbiz.de/10011518833

Multivariate time-varying parameter modelling for stock markets

Neslihanoglu, Serdar; Bekiros, Stelios; McColl, John H.; … - In: Empirical economics : a quarterly journal of the … 61 (2021) 2, pp. 947-972

Persistent link: https://www.econbiz.de/10012616913