Similar Search Results

Common trends and common cycles among interest rates of the G7-countries

Lindenberg, Nannette; Westermann, Frank - 2009

Persistent link: https://www.econbiz.de/10003799329

Intermittierendes deterministisches Chaos als mögliche Erklärung für ein langes Gedächtnis in Finanzmarktdaten

Webel, Karsten - 2009 - 1. Aufl.

Persistent link: https://www.econbiz.de/10003806560

The asymmetric effect of G7 stock market volatility on predicting oil price volatility : evidence from quantile autoregression model

Zhang, Feipeng; Gao, Hongfu; Yuan, Di - In: Journal of commodity markets : JCM 35 (2024), pp. 1-17

Persistent link: https://www.econbiz.de/10015077268

Time series econometrics : learning through replication

Levendis, John D. - 2018

Persistent link: https://www.econbiz.de/10011897703

Economic well-being and poverty among the elderly : an analysis based on a collective consumption model

Cherchye, Laurens (contributor); Rock, Bram de (contributor) - 2008

We apply the collective consumption model of Browning, Chiappori and Lewbel (2006) to analyse economic well-being and poverty among the elderly. The model focuses on individual preferences, a consumption technology that captures the economies of scale of living in a couple, and a sharing rule...

Persistent link: https://www.econbiz.de/10003652712

Multi-regression forecast in stochastic chaos

Musaev, Alexander; Makshanov, Andrey; Grigoriev, Dmitry - In: Computational economics 64 (2024) 1, pp. 137-160

Persistent link: https://www.econbiz.de/10015078011

Reference vector-based multiobjective clustering ensemble approach for time series forecasting

Liu, Chao; Gao, Fengfeng; Zhang, Mengwan; Li, Yuanrui; … - In: Computational economics 64 (2024) 1, pp. 181-210

Persistent link: https://www.econbiz.de/10015078014

An efficient numerical scheme to approach the time fractional Black-Scholes model using orthogonal gegenbauer polynomials

Aghdam, Y. Esmaeelzade; Mesgarani, H.; Amin, A.; … - In: Computational economics 64 (2024) 1, pp. 211-224

Persistent link: https://www.econbiz.de/10015078017

Boosting and predictability of macroeconomic variables : evidence from Brazil

Lindenmeyer, Guilherme Schultz; Torrent, Hudson da Silva - In: Computational economics 64 (2024) 1, pp. 377-409

Persistent link: https://www.econbiz.de/10015078030

Finite sample lag adjusted critical values and probability values for the fourier wavelet unit root test

Sephton, Peter S. - In: Computational economics 64 (2024) 2, pp. 693-705

Persistent link: https://www.econbiz.de/10015078056