Narrow search
Showing 1 - 10 of 53,367
Cover Image
Time series analysis of the US term structure of interest rates using a Bayesian Markov switching cointegration model
Sugita, Katsuhiro - In: International journal of economics and finance 9 (2017) 3, pp. 49-56
Persistent link: https://www.econbiz.de/10011642177
Cover Image
Bayes estimates of Markov trends in possibly cointegrated series : an application to US consumption and income
Paap, Richard; Dijk, Herman K. van - 1999
expansion periods.Since a linear combination of such series does not have to be a constant meanprocess, standard cointegration … there exist a cointegration relation between US percapita disposable income and consumption, after correction for …
Persistent link: https://www.econbiz.de/10011301165
Cover Image
Macroeconomic factors strike back : a Bayesian change-point model of time-varying risk exposures and premia in the U.S. cross-section
Bianchi, Daniele; Guidolin, Massimo; Ravazzolo, Francesco - In: Journal of business & economic statistics : JBES ; a … 35 (2017) 1, pp. 110-129
Persistent link: https://www.econbiz.de/10011704120
Cover Image
Macroeconomic factors strike back : a Bayesian change-point model of time-varying risk exposures and premia in the U.S. cross-section
Bianchi, Daniele; Guidolin, Massimo; Ravazzolo, Francesco - 2015 - This version: June 6, 2015
Persistent link: https://www.econbiz.de/10011809314
Cover Image
Bayesian nonparametric methods for macroeconomic forecasting
Marcellino, Massimiliano; Pfarrhofer, Michael - 2024
Persistent link: https://www.econbiz.de/10014520837
Cover Image
Integration of stock markets using autoregressive distributed lag bounds test approach
Patel, Nikunj; Patel, Bhavesh - In: Global business & economics review 26 (2022) 1, pp. 37-64
Persistent link: https://www.econbiz.de/10012798071
Cover Image
International mobility of capital in the United States : robust evidence from time-series tests
Singh, Tarlok - In: Journal of time series econometrics 8 (2016) 2, pp. 193-249
Persistent link: https://www.econbiz.de/10011582774
Cover Image
Bayes estimates of Markov trends in possibly cointegrated series : an application to US consumption and income
Paap, Richard (contributor); Dijk, Herman K. van (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001722263
Cover Image
Bayes estimates of Markov trends in possibly cointegrated series : an application to U.S. consumption and income
Paap, Richard; Dijk, Herman K. van - In: Journal of business & economic statistics : JBES ; a … 21 (2003) 4, pp. 547-563
Persistent link: https://www.econbiz.de/10001807014
Cover Image
Long memory and fractional integration in high frequency data on the US dollar/British pound spot exchange rate
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - In: International review of financial analysis 29 (2013), pp. 1-9
Persistent link: https://www.econbiz.de/10010244148