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Export-output growth nexus using threshold VAR and VEC models : empirical evidence from Thailand
Arisara Romyen; Liu, Jianxu; Songsak Sriboonchitta - In: Economies : open access journal 7 (2019) 2/60, pp. 1-16
This paper explores the relationship between export, import, and output for Thailand over the period from 1990 to 2017. The threshold vector autoregressive (VAR) and threshold vector error correction (VEC) models were applied. The empirical evidence confirms that the export-led growth hypothesis...
Persistent link: https://www.econbiz.de/10012021578
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Stock market trend prediction using a functional time series approach
Huang, Shih-Feng; Guo, Meihui; Chen, May-Ru - In: Quantitative finance 20 (2020) 1, pp. 69-79
Persistent link: https://www.econbiz.de/10012194855
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Oil price shocks and inflation dynamics in Nigeria : sensitivity of unit root to structural breaks
Odionye, Joseph Chukwudi; Ukeje, Okanta Sunday; Odo, … - In: International journal of business and economics … 8 (2019) 2, pp. 58-64
Persistent link: https://www.econbiz.de/10012231395
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Sustainability of public debt in Germany : historical considerations and time series evidence
Burret, Heiko T.; Feld, Lars P.; Köhler, Ekkehard A. - In: Jahrbücher für Nationalökonomie und Statistik 233 (2013) 3, pp. 291-335
Persistent link: https://www.econbiz.de/10009748374
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Sustainability of German fiscal policy and public debt : historical and time series evidence for the period 1850-2010
Burret, Heiko T.; Feld, Lars P.; Köhler, Ekkehard A. - 2013
estimation of Vector Autoregression (VAR) and Vector Error Correction Models (VECM). While we cannot reject the hypothesis that …
Persistent link: https://www.econbiz.de/10009709423
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We modeled long memory with just one lag!
Bauwens, Luc; Chevillon, Guillaume; Laurent, Sébastien - 2022
Persistent link: https://www.econbiz.de/10013179719
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Representation, estimation and forecasting of the multivariate index-augmented autoregressive model
Cubadda, Gianluca; Guardabascio, Barbara - In: International journal of forecasting 35 (2019) 1, pp. 67-79
Persistent link: https://www.econbiz.de/10012300575
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Consistent inference for predictive regressions in persistent VAR economies
Andersen, Torben; Varneskov, Rasmus Tangsgaard - 2018
Persistent link: https://www.econbiz.de/10011797682
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A scoring rule for factor and autoregressive models under misspecification
Casarin, Roberto; Corradin, Fausto; Ravazzolo, Francesco; … - 2018
Persistent link: https://www.econbiz.de/10011956868
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We modeled long memory with just one lag!
Bauwens, Luc; Chevillon, Guillaume; Laurent, Sébastien - In: Journal of econometrics 236 (2023) 1, pp. 1-21
Persistent link: https://www.econbiz.de/10014332326