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The statistical properties of dimension calculations using small data sets : some economic applications
Ramsey, James B.; Sayers, Chera L.; Rothman, Philip - 1988 - Rev
Persistent link: https://www.econbiz.de/10000758456
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Time irreversibility and business cycle asymmetry
Ramsey, James B.; Rothman, Philip - 1993
Persistent link: https://www.econbiz.de/10000873611
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Oil and Us GDP: A Real-Time Out-Of-Sample Examination
Ravazzolo, Francesco; Rothman, Philip - 2010
We study the real-time Granger-causal relationship between crude oil prices and US GDP growth through a simulated out-of-sample (OOS) forecasting exercise; we also provide strong evidence of in-sample predictability from oil prices to GDP. Comparing our benchmark model "without oil" against...
Persistent link: https://www.econbiz.de/10012143752
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Oil and US GDP : a real-time out-of-sample examination
Ravazzolo, Francesco; Rothman, Philip - 2010
Persistent link: https://www.econbiz.de/10008656224
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An empirical investigation of stock market behavior in the Middle East and North Africa
Cheng, Ai-ru; Jahan-Parvar, Mohammad R.; Rothman, Philip - In: Journal of empirical finance 17 (2010) 3, pp. 413-427
Persistent link: https://www.econbiz.de/10009267291
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Oil and US GDP : a real-time out-of-sample examination
Ravazzolo, Francesco; Rothman, Philip - In: Journal of money, credit and banking : JMCB 45 (2013) 2/3, pp. 449-463
Persistent link: https://www.econbiz.de/10009759305
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Equity returns and business cycles in small open economies
Jahan-Parvar, Mohammad R.; Liu, Xuan; Rothman, Philip - In: Journal of money, credit and banking : JMCB 45 (2013) 6, pp. 1117-1146
Persistent link: https://www.econbiz.de/10010197527
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Reconsideration of the Markov chain evidence on unemployment rate asymmetry
Rothman, Philip - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 12 (2008) 3, pp. 1-16
Persistent link: https://www.econbiz.de/10009513624
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Out-of-sample forecasting of unemployment rates with pooled STVECM forecasts
Milas, Costas; Rothman, Philip - In: International journal of forecasting 24 (2008) 1, pp. 101-121
Persistent link: https://www.econbiz.de/10003661253
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Oil-price density forecasts of U.S. GDP
Ravazzolo, Francesco; Rothman, Philip - 2015
Persistent link: https://www.econbiz.de/10011387979