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Does the J-curve hypothesis hold for a small open economy? : evidence from time-varying coefficients of a distributed-lag model for Tunisia

Jelassi, Mohamed Mehdi; Trabelsi, Jamel; Turki, Maryem - In: International economics : a journal published by CEPII … 152 (2017), pp. 107-115

Persistent link: https://www.econbiz.de/10011802430

Inflation synchronization and shock transmission between the eurozone and the non-Euro CEE economies : a wavelet quantile var approach

Alqaralleh, Huthaifa; Canepa, Alessandra; Muchova, Eva - 2024

Persistent link: https://www.econbiz.de/10014546177

A state-space approach to time-varying reduced-rank regression

Brune, Barbara; Scherrer, Wolfgang; Bura, Efstathia - In: Econometric reviews 41 (2022) 8, pp. 895-917

Persistent link: https://www.econbiz.de/10013364916

Financial development and tourism : a century of evidence from Germany

Awaworyi Churchill, Sefa; Cai, Yifei; Erdiaw-Kwasie, … - In: Applied economics 55 (2023) 3, pp. 305-318

Persistent link: https://www.econbiz.de/10013494425

Multivariate fractional components analysis

Hartl, Tobias; Jucknewitz, Roland - In: Journal of financial econometrics 21 (2023) 3, pp. 880-914

Persistent link: https://www.econbiz.de/10014314837

Volatility spillover effects between oil and GCC stock markets : a wavelet-based asymmetric dynamic conditional correlation approach

Thuy Tien Ho; Ngo Thai Hung - In: International journal of Islamic and Middle Eastern … 15 (2022) 6, pp. 1127-1149

Persistent link: https://www.econbiz.de/10014337182

Sukuk and bond dynamics in relation to exchange rate

Syed Mabruk Billah; Nguyen Thi Thu Ha; Chowdhury, Md … - In: International journal of Islamic and Middle Eastern … 16 (2023) 3, pp. 621-646

Persistent link: https://www.econbiz.de/10014339879

Estimating deposit interest rate pass-through in central and Eastern European countries using wavelet transform and error correction model

Hajnal, Gábor; Hosszú, Zsuzsanna; Ozoróczy, Ákos Attila - 2024

Our study deals with interest rate pass-through for household and corporate deposits in the Central and Eastern European (CEE) region, focusing on the tightening cycle starting in the middle of 2021. This period is of particular interest for interest rate pass-through, as the sharp hikes by...

Persistent link: https://www.econbiz.de/10014500894

Does China's iron ore futures market have price discovery function? : analysis based on VECM and State-space perspective

Ge, Yongbo; Cao, Tingting; Jiang, Ruchuan; Liu, Peide; … - In: Journal of business economics and management 20 (2019) 6, pp. 1083-1101

share are made in this paper. The empirical results show that: firstly, from the perspective of cointegration test, there is …

Persistent link: https://www.econbiz.de/10012176079

Does international tourism spur international trade and output? : evidence from wavelet analysis

Kumar, Mukesh; Prashar, Sanjeev; Jana, R. K. - In: Tourism economics : the business and finance of tourism … 25 (2019) 1, pp. 22-33

Persistent link: https://www.econbiz.de/10011985768