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The Oxford handbook of economic forecasting

Clements, Michael P. (ed.); Hendry, David F. (ed.) - 2011

Persistent link: https://www.econbiz.de/10013478202

Forecasting in the presence of in-sample and out-of-sample breaks

Xu, Jiawen; Perron, Pierre - In: Empirical economics : a quarterly journal of the … 64 (2023) 6, pp. 3001-3035

Persistent link: https://www.econbiz.de/10014329022

Random walk versus multiple trend breaks in stock prices : evidence from 15 European markets

Narayan, Paresh Kumar; Smyth, Russell - In: Applied financial economics letters 2 (2006) 1, pp. 1-7

Persistent link: https://www.econbiz.de/10003301478

Structural breaks and testing for the random walk hypothesis in international stock prices

Chancharat, Surachai; Valadkhani, Abbas - In: The journal of the Korean economy 8 (2007) 1, pp. 21-38

Persistent link: https://www.econbiz.de/10009771405

New evidence from the random walk hypothesis for BRICS stock indices: a wavelet unit root test approach

Tiwari, Aviral Kumar; Phouphet Kyophilavong - In: Economic modelling 43 (2014), pp. 38-41

Persistent link: https://www.econbiz.de/10010500991

Random Walk Versus Multiple Trend Breaks in Stock Prices : Evidence from 15 European Markets

Narayan, Paresh Kumar - 2012

This letter extends research reported in Narayan and Smyth (2005) by employing multiple trend break unit root tests to examine the random walk hypothesis for 15 European stock market indices. The results provide strong support for the view that stock prices are characterized by a random walk

Persistent link: https://www.econbiz.de/10013105335

A reconsideration of the meese-rogoff puzzle : an alternative approach to model estimation and forecast evaluation

Burns, Kelly - In: Multinational finance journal : MF ; quarterly … 20 (2016) 1, pp. 41-83

Persistent link: https://www.econbiz.de/10012106895

Quantitative easing effectiveness : evidence from Euro private assets

Kirikos, Dimitris G. - In: Bulletin of economic research 76 (2024) 2, pp. 354-370

Persistent link: https://www.econbiz.de/10014543807

Is there long memory in Indian stock market returns? : an empirical search

Hiremath, Gourishankar S.; Kumari, Jyoti - In: Journal of Asia Pacific business 16 (2015) 2, pp. 128-145

Persistent link: https://www.econbiz.de/10011289921

Optimizing time-series forecasts for inflation and interest rates using simulation and model averaging

Jumah, Adusei; Kunst, Robert M. - 2008

Motivated by economic-theory concepts - the Fisher hypothesis and the theory of the term structure - we consider a … small set of simple bivariate closed-loop time-series models for the prediction of price inflation and of long- and short …

Persistent link: https://www.econbiz.de/10009735355

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