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The influence of structural changes in volatility on shock transmission and volatility spillover among Iranian gold and foreign exchange markets
Shahrazi, Mohammad Mahdi; Elmi, Zahra Mila; Abounoori, … - In: Iranian economic review : journal of University of Tehran 18 (2014) 2, pp. 73-86
Persistent link: https://www.econbiz.de/10011455410
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Deciphering the causes for the post-1990 slow output recoveries
Zhang, Wen - In: Economics letters 176 (2019), pp. 28-34
Persistent link: https://www.econbiz.de/10012121222
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Identification of financial and macroeconomic shocks in a VAR model of the Polish economy : a stability analysis
Ulrichs, Magdalena - In: Economics and business review 4 (2018) 1, pp. 29-43
Persistent link: https://www.econbiz.de/10011897308
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Do institutional changes affect business cycles? : evidence from Europe
Canova, Fabio; Ciccarelli, Matteo; Ortega, Eva - In: Journal of economic dynamics & control 36 (2012) 10, pp. 1520-1533
Persistent link: https://www.econbiz.de/10009701973
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Changes in the revenue-expenditure nexus : confronting evidence with fiscal policy in Brazil
Linhares, Fabrício Carneiro; Nojosa, Glauber Marques; … - In: Applied economics 53 (2021) 44, pp. 5051-5067
Persistent link: https://www.econbiz.de/10012609924
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Economic and mathematical modeling of the shocks impact on the Russian economy stability
Osipov, Gennadij Vasilʹevič; Ponkratov, Vadim V.; … - In: Montenegrin journal of economics 16 (2020) 2, pp. 101-116
Persistent link: https://www.econbiz.de/10012265460
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Vector-Autoregression Approach to Forecast Italian Imports
Pappalardo, Carmine; Piras, Gianfranco - Istituto Nazionale di Statistica (ISTAT) - 2004
forecasting ability has been compared to that of a linear univariate benchmark (ARIMA) model. Main forecast diagnostics have been …
Persistent link: https://www.econbiz.de/10005449468
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Long-run forecasting in multicointegrated systems
Engsted, Tom; Siliverstovs, Boriss; Haldrup, Niels - 2003
We extend the analysis of Christoffersen and Diebold (1998) on long-run forecasting in cointegrated systems to …, this new loss function entails high and increasing forecasting gains compared to both the standard MSFE criterion and …
Persistent link: https://www.econbiz.de/10011439254
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Forecasting inbound tourists in Cambodia
Tanaka, Kiyoyasu - 2016
Persistent link: https://www.econbiz.de/10011546772
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Large vector autoregressions with stochastic volatility and flexible priors
Carriero, Andrea; Clark, Todd E.; Marcellino, Massimiliano - 2016
Persistent link: https://www.econbiz.de/10011549652