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The unemployment rate forecasts evaluation using new aggregated accuracy indicators

Bratu, Mihaela - In: Acta Universitatis Danubius / Oeconomica 11 (2015) 4, pp. 45-55

Persistent link: https://www.econbiz.de/10011625300

An empirical test of purchasing power parity for CASSH and BRICS countries : panel stationary test with both smooth and sharp breaks

Wu, Tsung-Pao - In: The empirical economics letters : a monthly … 15 (2016) 8, pp. 767-778

Persistent link: https://www.econbiz.de/10011718582

Multivariate tests of mean-variance efficiency and spanning with a large number of assets and time-varying covariances

Gungor, Sermin; Luger, Richard - In: Journal of business & economic statistics : JBES ; a … 34 (2016) 2, pp. 161-175

Persistent link: https://www.econbiz.de/10011691256

Purchasing power parity in emerging markets : a panel stationary test with both sharp and smooth breaks

Bahmani-Oskooee, Mohsen; Chang, Tsangyao; Lee, Kuei-Chiu - In: Economic systems 40 (2016) 3, pp. 453-460

Persistent link: https://www.econbiz.de/10011668458

Do exports lead economic output in five Asian countries? : a cointegration and granger causality analysis

Huang, Jiayi; Ramírez, Miguel D. - In: Inventi impact: international trade (2017) 1, pp. 24-44

Persistent link: https://www.econbiz.de/10011689045

Cyclicality in lending activity of Euro area in pre- and post- 2008 crisis : a local-adaptive-based testing of wavelets

Poměnková, Jitka; Klejmová, Eva; Kučerová, Zuzana - In: Baltic journal of economics 19 (2019) 1, pp. 155-175

The paper deals with the identification of time-frequency regions describing cyclicality of bank loans before, during and after the 2008 crisis via wavelets. We bring new methods and findings about the short and medium cycles of loans provided to corporates and households in the Euro Area in...

Persistent link: https://www.econbiz.de/10012010281

Testing for misspecification in the short-run component of GARCH-type models

Chuffart, Thomas; Flachaire, Emmanuel; … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 22 (2018) 5, pp. 1-17

Persistent link: https://www.econbiz.de/10011965362

Demonetization and its effects on BSE SENSEX and some sectoral indices : an exploratory econometric analysis

Mukhopadhyay, Debabrata; Sarkar, Nityananda - In: International econometric review 11 (2019) 2, pp. 38-57

This study has carried out some preliminary time series analyses to examine the impacts of demonetization which was carried out in India on 8 November 2016, on the well-known Indian stock index, BSE SENSEX, and four major sectoral indices viz., BSE BANKEX, BSE Auto, BSE Reality and BSE Smallcap,...

Persistent link: https://www.econbiz.de/10012112962

Testing alphas in conditional time-varying factor models with high-dimensional assets

Ma, Shujie; Lan, Wei; Su, Liangjun; Tsai, Chih-Ling - In: Journal of business & economic statistics : JBES ; a … 38 (2020) 1, pp. 214-227

Persistent link: https://www.econbiz.de/10012179549

Testing for Constant Parameters in Nonlinear Models : a quick procedure with an empirical illustration

Fernández del Hoyo, Juan J.; Llorente, G.; Rivero, C. - In: Computational economics 54 (2019) 1, pp. 113-137

Persistent link: https://www.econbiz.de/10012134106