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Combination schemes for turning point predictions

Billio, Monica; Casarin, Roberto; Ravazzolo, Francesco; … - In: The quarterly review of economics and finance : journal … 52 (2012) 4, pp. 402-412

Persistent link: https://www.econbiz.de/10009700545

Discrete stochastic autoregressive volatility

Cordis, Adriana S.; Kirby, Chris - In: Journal of banking & finance 43 (2014), pp. 160-178

Persistent link: https://www.econbiz.de/10010410013

The dynamics of real exchange rates : a reconsideration

Kaufmann, Hendrik; Heinen, Florian; Sibbertsen, Philipp - In: Journal of applied econometrics 29 (2014) 5, pp. 758-773

Persistent link: https://www.econbiz.de/10010414852

Discretization of highly persistent correlated AR(1) shocks

Galindev, Ragchaasuren; Lkhagvasuren, Damba - In: Journal of economic dynamics & control 34 (2010) 7, pp. 1260-1276

Persistent link: https://www.econbiz.de/10008659489

Exogénéité, propriété de Markov et mélangeance forte dans un modèle autorégressif non-linéaire

Jia, Shen - In: Annales d'économie et de statistique (1998), pp. 227-248

Persistent link: https://www.econbiz.de/10001534420

The European business cycle

Artis, Michael J.; Krolzig, Hans-Martin; Toro, Juan - 1999

Persistent link: https://www.econbiz.de/10001437100

Identifying Taiwan real estate cycle turning points : an application of the multivariate Markov-switching autoregressive Model

Lee, Chun-chang; Liang, Chih-min; Chou, Hsing-jung - In: Advances in management & applied economics 3 (2013) 2, pp. 1-23

The identification of real estate cycles has always been an important issue in the study of real estate. This paper selected as indicators the Composite Leading Index and Reference Cycle Index regarding the real estate cycles in Taiwan, as they incorporate real estate activities, such as...

Persistent link: https://www.econbiz.de/10009719054

Combinations schemes for turning points predictions

Billio, Monica; Casarin, Roberto; Ravazzolo, Francesco; … - 2011

Persistent link: https://www.econbiz.de/10009720757

Beta autoregressive transition Markov-switching models for business cycle analysis

Billio, Monica; Casarin, Roberto - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 15 (2011) 4, pp. 1-30

Persistent link: https://www.econbiz.de/10009521858

Spatial autoregressive models with unknown heteroskedasticity : a comparison of Bayesian and robust GMM approach

Doğan, Osman; Taşpınar, Süleyman - In: Regional science & urban economics 45 (2014), pp. 1-21

Persistent link: https://www.econbiz.de/10010474903