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Business cycle and Markov switching models with distributed lags : a comparison between US and euro area
Billio, Monica; Cavicchioli, Maddalena - In: Rivista italiana degli economisti : the journal of the … 19 (2014) 2, pp. 253-276
Persistent link: https://www.econbiz.de/10010407958
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Autocovariance and linear transformations of Markov switching VARMA processes
Cavicchioli, Maddalena - In: Central European journal of economic modelling and … 6 (2014) 4, pp. 275-289
Persistent link: https://www.econbiz.de/10010503008
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On the existence of calendar anomalies and persistence in the daily returns of the PSEi
Carpio, Kristine Joy E. - In: DLSU business & economics review 28 (2018) 1, pp. 49-66
Persistent link: https://www.econbiz.de/10012263886
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Stationarity and ergodicity of vector STAR models
Kheifets, Igor L.; Saikkonen, Pentti J. - In: Econometric reviews 39 (2020) 4, pp. 407-414
Persistent link: https://www.econbiz.de/10012181431
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Peaks, gaps, and time reversibility of economic time series
Proietti, Tommaso - 2020
Persistent link: https://www.econbiz.de/10012487817
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Extracting rules via Markov chains for cryptocurrencies returns forecasting
Felix do Nascimento, Kerolly Kedma; Santos, Fábio … - In: Computational economics 61 (2023) 3, pp. 1095-1114
Persistent link: https://www.econbiz.de/10014252144
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Modeling multivariate time series with copula-linked univariate D-vines
Zhao, Zifeng; Shi, Peng; Zhang, Zhengjun - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 2, pp. 690-704
Persistent link: https://www.econbiz.de/10013534062
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Modelling and Simulation: An Overview
McAleer, Michael; Chan, Felix; Oxley, Les - 2013
The papers in this special issue of Mathematics and Computers in Simulation cover the following topics: improving …, globalization, and innovation: a general equilibrium simulation, whether exchange rates affect consumer prices: a comparative …
Persistent link: https://www.econbiz.de/10010326266
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New forecasting insights on the bullwhip effect in a supply chain
Najafi, Mehdi; Farahani, Reza Zanjirani - In: IMA journal of management mathematics 25 (2014) 3, pp. 259-286
Persistent link: https://www.econbiz.de/10010387735
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Making sense of transient responses in simulation studies
Melnyk, Steven A.; Zobel, Christopher W.; MacDonald, John R. - In: International journal of production research 52 (2014) 3, pp. 617-632
Persistent link: https://www.econbiz.de/10010254386