Similar Search Results

Forecast content and content horizons for some important macroeconomic time series

Galbraith, John W.; Tkacz, Greg - In: The Canadian journal of economics 40 (2007) 3, pp. 935-953

Persistent link: https://www.econbiz.de/10003549539

Endogenous thresholds ad tests for asymmetry in US prime rate movements

Tkacz, Greg - In: Economics letters 73 (2001) 2, pp. 207-211

Persistent link: https://www.econbiz.de/10001613721

Inflation changes, yield spreads, and threshold effects

Tkacz, Greg - In: International review of economics & finance : IREF 13 (2004) 2, pp. 187-199

Persistent link: https://www.econbiz.de/10002030582

Estimating the fractional order of integration of interest rates using a wavelet OLS estimator

Tkacz, Greg (contributor) - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 5 (2001) 2, pp. 19-32

Persistent link: https://www.econbiz.de/10001769739

Credit rationing and threshold effects in the relation between money and output

Galbraith, John W. - In: Journal of applied econometrics 11 (1996) 4, pp. 419-429

Persistent link: https://www.econbiz.de/10001202515

Content horizons for univariate time-series forecasts

Galbraith, John W. - In: International journal of forecasting 19 (2003) 1, pp. 43-55

Persistent link: https://www.econbiz.de/10001735029

Inflation changes, yield spreads, and threshold effects

Tkacz, Greg - 2002

Persistent link: https://www.econbiz.de/10001721026

Estimating the fractional order of integration of interest rates using a wavelet OLS estimator

Tkacz, Greg - 2000

Persistent link: https://www.econbiz.de/10001453451

Predicting recessions and booms using financial variables

Atta-Mensah, Joseph; Tkacz, Greg - In: Canadian business economics : the journal of the … 8 (2001) 3, pp. 30-36

Persistent link: https://www.econbiz.de/10001562006

Extreme dependence in the NASDAQ and S&P 500 composite indexes

Galbraith, John W.; Zernov, Serguei - In: Applied financial economics 19 (2009) 13/15, pp. 1019-1028

Dependence among large observations in equity markets is usually examined using second-moment models such as those from the GARCH or SV classes. Such models treat the entire set of returns, and tend to produce similar estimates on different major equity markets, with a sum of estimated GARCH...

Persistent link: https://www.econbiz.de/10003885996