Narrow search
Showing 1 - 10 of 1,534
Cover Image
A cointegration analysis of agricultural, energy and bio-fuel spot and futures prices
Allen, David E.; Chang, Chia-Lin; McAleer, Michael; … - 2016
This paper features an analysis of the cointegration relationships among agricultural commodity, ethanol and Cushing crude oil spot and futures prices. The use of grains for the creation of bio-fuels has sparked fears that these demands are inflating food prices. We analyse approximately 10...
Persistent link: https://www.econbiz.de/10011479769
Cover Image
Continuous time ARMA processes : discrete time representation and likelihood evaluation
Thornton, Michael A.; Chambers, Marcus J. - 2016
Persistent link: https://www.econbiz.de/10011538144
Cover Image
Unified theory for the large family of time varying models with arma representations : one solution fits all
Karanasos, Menelaos; Paraskevopoulos, Athanasios; … - 2020
Persistent link: https://www.econbiz.de/10012387088
Cover Image
Continuous time ARMA processes : discrete time representation and likelihood evaluation
Thornton, Michael A.; Chambers, Marcus J. - In: Journal of economic dynamics & control 79 (2017), pp. 48-65
Persistent link: https://www.econbiz.de/10011817599
Cover Image
The exchange rate and macroeconomic determinants : time-varying transitional dynamics
Yuan, Chunming - In: The North American journal of economics and finance : a … 22 (2011) 2, pp. 197-220
Persistent link: https://www.econbiz.de/10009267527
Cover Image
Forecasting exchange rates : the multi-state Markov-switching model with smoothing
Yuan, Chunming - In: International review of economics & finance : IREF 20 (2011) 2, pp. 342-362
Persistent link: https://www.econbiz.de/10009304115
Cover Image
The Portuguese business cycle : chronology and duration dependence
Castro, Vitor - In: Empirical economics : a journal of the Institute for … 49 (2015) 1, pp. 325-342
Persistent link: https://www.econbiz.de/10011325702
Cover Image
Forecasting GDP growth using mixed-frequency models with switching regimes
Barsoum, Fady; Stankiewicz, Sandra - In: International journal of forecasting 31 (2015) 1, pp. 33-50
Persistent link: https://www.econbiz.de/10011327124
Cover Image
Likelihood ratio test and information criteria for Markov switching var models : an application to the Italian macroeconomy
Cavicchioli, Maddalena - In: Italian economic journal 1 (2015) 3, pp. 315-332
Persistent link: https://www.econbiz.de/10011544821
Cover Image
Real vs. nominal cycles : a multistate Markov-switching bi-factor approach
Leiva-Leon, Danilo - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 18 (2014) 5, pp. 557-580
Persistent link: https://www.econbiz.de/10010461144