31
H index
55
i10 index
4990
Citations
University of Cambridge | 31 H index 55 i10 index 4990 Citations RESEARCH PRODUCTION: 80 Articles 64 Papers 5 Books 3 Chapters EDITOR: Books edited RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Andrew C. Harvey. | Is cited by: | Cites to: |
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2020 | Interest Rates under Falling Stars. (2020). Rudebusch, Glenn ; Bauer, Michael. In: American Economic Review. RePEc:aea:aecrev:v:110:y:2020:i:5:p:1316-54. Full description at Econpapers || Download paper | |
2020 | The Adoption of National Green Procurement Plans from the Perspective of Circular Economy. (2020). POPESCU, Luminita ; Avram, Roxana Loredana ; Siminic, Marian. In: The AMFITEATRU ECONOMIC journal. RePEc:aes:amfeco:v:22:y:2020:i:53:p:15. Full description at Econpapers || Download paper | |
2020 | The Vanishing U.S. Cattle Cycle: A Stochastic Cycle Approach. (2020). Shonkwiler, Scott J ; Li, Yunhan. In: Journal of Agricultural and Resource Economics. RePEc:ags:jlaare:305225. Full description at Econpapers || Download paper | |
2020 | Wishart-Gamma mixtures for multiperil experience ratemaking, frequency-severity experience rating and micro-loss reserving. (2020). Lu, Yang ; Denuit, Michel. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2020016. Full description at Econpapers || Download paper | |
2020 | Approximate State Space Modelling of Unobserved Fractional Components. (2019). Weigand, Roland ; Hartl, Tobias. In: Papers. RePEc:arx:papers:1812.09142. Full description at Econpapers || Download paper | |
2020 | Modeling Univariate and Multivariate Stochastic Volatility in R with stochvol and factorstochvol. (2019). Kastner, Gregor ; Hosszejni, Darjus. In: Papers. RePEc:arx:papers:1906.12123. Full description at Econpapers || Download paper | |
2020 | Efficient Estimation by Fully Modified GLS with an Application to the Environmental Kuznets Curve. (2019). Reuvers, Hanno ; Lin, Yicong. In: Papers. RePEc:arx:papers:1908.02552. Full description at Econpapers || Download paper | |
2020 | Forecast Encompassing Tests for the Expected Shortfall. (2019). Schnaitmann, Julie ; Dimitriadis, Timo. In: Papers. RePEc:arx:papers:1908.04569. Full description at Econpapers || Download paper | |
2020 | Quasi Maximum Likelihood Estimation and Inference of Large Approximate Dynamic Factor Models via the EM algorithm. (2019). Barigozzi, Matteo ; Luciani, Matteo. In: Papers. RePEc:arx:papers:1910.03821. Full description at Econpapers || Download paper | |
2020 | Bayesian Median Autoregression for Robust Time Series Forecasting. (2020). Li, Meng ; Zeng, Zijian. In: Papers. RePEc:arx:papers:2001.01116. Full description at Econpapers || Download paper | |
2020 | Stochastic Frontier Analysis with Generalized Errors: inference, model comparison and averaging. (2020). Mazur, Bla Zej ; Makiela, Kamil. In: Papers. RePEc:arx:papers:2003.07150. Full description at Econpapers || Download paper | |
2020 | Determinants of Interest Rates in the P2P Consumer Lending Market: How Rational are Investors?. (2020). Wernli, Reto ; Dietrich, Andreas. In: Papers. RePEc:arx:papers:2003.11347. Full description at Econpapers || Download paper | |
2020 | A multivariate evolutionary generalised linear model framework with adaptive estimation for claims reserving. (2020). Wong, Bernard ; Vu, Phuong Anh ; Taylor, Gregory Clive ; Avanzi, Benjamin. In: Papers. RePEc:arx:papers:2004.06880. Full description at Econpapers || Download paper | |
2020 | Quantifying the Economic Impact of Extreme Shocks on Businesses using Human Mobility Data: a Bayesian Causal Inference Approach. (2020). Ukkusuri, Satish ; Zhang, Yunchang ; Yabe, Takahiro. In: Papers. RePEc:arx:papers:2004.11121. Full description at Econpapers || Download paper | |
2020 | Skewed non-Gaussian GARCH models for cryptocurrencies volatility modelling. (2020). Cerqueti, Roy ; Mattera, Raffaele ; Giacalone, Massimiliano. In: Papers. RePEc:arx:papers:2004.11674. Full description at Econpapers || Download paper | |
2020 | Arctic Amplification of Anthropogenic Forcing: A Vector Autoregressive Analysis. (2020). Gobel, Maximilian ; Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2005.02535. Full description at Econpapers || Download paper | |
2020 | Fractional trends and cycles in macroeconomic time series. (2020). Weber, Enzo ; Hartl, Tobias ; Tschernig, Rolf. In: Papers. RePEc:arx:papers:2005.05266. Full description at Econpapers || Download paper | |
2020 | Hidden Markov Models Applied To Intraday Momentum Trading With Side Information. (2020). Turner, Richard ; Godsill, Simon ; Christensen, Hugh. In: Papers. RePEc:arx:papers:2006.08307. Full description at Econpapers || Download paper | |
2020 | A Model of the Feds View on Inflation. (2020). Pellegrino, Filippo ; Hasenzagl, Thomas ; Ricco, Giovanni ; Reichlin, Lucrezia. In: Papers. RePEc:arx:papers:2006.14110. Full description at Econpapers || Download paper | |
2020 | Real-Time Real Economic Activity: Exiting the Great Recession and Entering the Pandemic Recession. (2020). Diebold, Francis X. In: Papers. RePEc:arx:papers:2006.15183. Full description at Econpapers || Download paper | |
2020 | Estimation of time-varying kernel densities and chronology of the impact of COVID-19 on financial markets. (2020). Klein, Jules ; Garcin, Matthieu ; Laaribi, Sana. In: Papers. RePEc:arx:papers:2007.09043. Full description at Econpapers || Download paper | |
2020 | Efficiency of the financial markets during the COVID-19 crisis: time-varying parameters of fractional stable dynamics. (2020). Garcin, Matthieu ; Ammy-Driss, Ayoub. In: Papers. RePEc:arx:papers:2007.10727. Full description at Econpapers || Download paper | |
2020 | Generalized Autoregressive Score asymmetric Laplace Distribution and Extreme Downward Risk Prediction. (2020). Hong, Shao-Peng. In: Papers. RePEc:arx:papers:2008.01277. Full description at Econpapers || Download paper | |
2020 | A Robust Score-Driven Filter for Multivariate Time Series. (2020). Mazzocchi, Mario ; Luati, Alessandra ; D'Innocenzo, Enzo. In: Papers. RePEc:arx:papers:2009.01517. Full description at Econpapers || Download paper | |
2020 | lCARE -- localizing Conditional AutoRegressive Expectiles. (2020). Hardle, Wolfgang Karl ; Mihoci, Andrija ; Xu, Xiu. In: Papers. RePEc:arx:papers:2009.13215. Full description at Econpapers || Download paper | |
2020 | Developments on the Bayesian Structural Time Series Model: Trending Growth. (2020). Kohns, David ; Bhattacharjee, Arnab. In: Papers. RePEc:arx:papers:2011.00938. Full description at Econpapers || Download paper | |
2020 | Affine Pricing and Hedging of Collateralized Debt Obligations. (2020). Filipovi, Damir ; Eksi, Zehra. In: Papers. RePEc:arx:papers:2011.10101. Full description at Econpapers || Download paper | |
2020 | Functional Principal Component Analysis of Cointegrated Functional Time Series. (2020). Seo, Won-Ki. In: Papers. RePEc:arx:papers:2011.12781. Full description at Econpapers || Download paper | |
2020 | The Effectiveness of Chinas Monetary Policy: Based on the Mixed-Frequency Data. (2020). Pan, Shengjie ; Zhang, Hongyan ; Song, Yinqiu ; Wang, Deqing. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2020:p:325-339. Full description at Econpapers || Download paper | |
2020 | Entendiendo, Modelando y Pronosticando el Efecto de “El Niño†Sobre los Precios de los Alimentos: El Caso Colombiano. (2020). Julio, Juan ; Cardenas-Cardenas, Julian Alonso ; Caicedo-Garcia, Edgar ; Julio-Roman, Juan Manuel ; Bejarano-Salcedo, Valeria. In: Borradores de Economia. RePEc:bdr:borrec:1102. Full description at Econpapers || Download paper | |
2021 | Labor Market Indicator for Colombia (LMI). (2021). Ramos-Veloza, Mario ; Cristiano-Botia, Deicy J ; Hernandez-Bejarano, Manuel Dario. In: Borradores de Economia. RePEc:bdr:borrec:1152. Full description at Econpapers || Download paper | |
2020 | Semi-Structural VAR and Unobserved Components Models to Estimate Finance-Neutral Output Gap. (2020). Kátay, Gábor ; Lisa, Kerdelhue ; Matthieu, Lequien. In: Working papers. RePEc:bfr:banfra:791. Full description at Econpapers || Download paper | |
2020 | A Multi-Country BVAR Model for the External Sector. (2020). Korotkikh, Olga. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:79:y:2020:i:4:p:98-112. Full description at Econpapers || Download paper | |
2020 | A Markovâ€switching analysis of Nigerias business cycles: Are election cycles important?. (2020). Olakojo, Solomon. In: African Development Review. RePEc:bla:afrdev:v:32:y:2020:i:1:p:67-79. Full description at Econpapers || Download paper | |
2020 | Modelling Financial Contagion Using High Frequency Data. (2020). Yao, Wenying ; Alexeev, Vitali ; Dungey, Mardi. In: The Economic Record. RePEc:bla:ecorec:v:96:y:2020:i:314:p:314-330. Full description at Econpapers || Download paper | |
2020 | Backtesting portfolio valueâ€atâ€risk with estimated portfolio weights. (2020). Pei, Pei ; Du, Zaichao. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:41:y:2020:i:5:p:605-619. Full description at Econpapers || Download paper | |
2020 | Robust estimation of stationary continuousâ€time arma models via indirect inference. (2020). Kimmig, Sebastian ; Fasenhartmann, Vicky. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:41:y:2020:i:5:p:620-651. Full description at Econpapers || Download paper | |
2020 | A family of multivariate nonâ€gaussian time series models. (2020). Soyer, Refik ; Polson, Nicholas G ; Aktekin, Tevfik. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:41:y:2020:i:5:p:691-721. Full description at Econpapers || Download paper | |
2020 | Measuring the Financial Cycle in South Africa. (2020). Farrell, Greg ; Kemp, Esti. In: South African Journal of Economics. RePEc:bla:sajeco:v:88:y:2020:i:2:p:123-144. Full description at Econpapers || Download paper | |
2020 | The United Kingdom and the stability of the Euro area: From Maastricht to Brexit. (2020). Macchiarelli, Corrado ; Campos, Nauro. In: The World Economy. RePEc:bla:worlde:v:43:y:2020:i:7:p:1792-1808. Full description at Econpapers || Download paper | |
2020 | Microfinance and Moneylenders: Long-run Effects of MFIs on Informal Credit Market in Bangladesh. (2020). Emran, M. Shahe ; Forhad, Shilpi ; Claudia, Berg. In: The B.E. Journal of Economic Analysis & Policy. RePEc:bpj:bejeap:v:20:y:2020:i:3:p:35:n:5. Full description at Econpapers || Download paper | |
2020 | Checking Model Adequacy for Count Time Series by Using Pearson Residuals. (2020). Martin, Feld ; Boris, Aleksandrov ; Lukas, Scherer ; Christian, Weiss. In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:12:y:2020:i:1:p:15:n:1. Full description at Econpapers || Download paper | |
2020 | Estimation of the Financial Cycle with a Rank-Reduced Multivariate State-Space Model. (2020). Luginbuhl, Rob. In: CPB Discussion Paper. RePEc:cpb:discus:409.rdf. Full description at Econpapers || Download paper | |
2020 | Prediction accuracy of bivariate score-driven risk premium and volatility filters: an illustration for the Dow Jones. (2020). Blazsek, Szabolcs ; Licht, Adrian ; Saez, Alvaro Escribano. In: UC3M Working papers. Economics. RePEc:cte:werepe:31339. Full description at Econpapers || Download paper | |
2020 | The Impact of COVID-19 on Price Volatility of Crude Oil and Natural Gas Listed on Multi Commodity Exchange of India. (2020). Sarea, Adel M ; Mohapatra, Latasha ; Hawaldar, Iqbal Thonse ; Meher, Bharat Kumar. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-05-49. Full description at Econpapers || Download paper | |
2020 | Herding and anchoring in cryptocurrency markets: Investor reaction to fear and uncertainty. (2020). Oloughlin, Daniel ; Gurdgiev, Constantin. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:25:y:2020:i:c:s2214635019301534. Full description at Econpapers || Download paper | |
2020 | Growth cycles and business cycles of the Chinese economy through the lens of the unobserved components model. (2020). Liu, Zehao ; Han, Yang ; Ma, Jun. In: China Economic Review. RePEc:eee:chieco:v:63:y:2020:i:c:s1043951x19300781. Full description at Econpapers || Download paper | |
2020 | Stochastic dominance tests. (2020). Tsionas, Mike G ; Topaloglou, Nikolas. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:112:y:2020:i:c:s0165188920300191. Full description at Econpapers || Download paper | |
2020 | The volatility impact of social expenditure’s cyclicality in advanced economies. (2020). Jalles, Joao. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:66:y:2020:i:c:p:26-40. Full description at Econpapers || Download paper | |
2020 | Mixed data sampling expectile regression with applications to measuring financial risk. (2020). Yu, Keming ; Jiang, Cuixia ; Chen, LU ; Xu, Qifa. In: Economic Modelling. RePEc:eee:ecmode:v:91:y:2020:i:c:p:469-486. Full description at Econpapers || Download paper | |
2020 | Are unemployment rates in OECD countries stationary? Evidence from univariate and panel unit root tests. (2020). Shahbaz, Muhammad ; Khraief, Naceur ; Heshmati, Almas ; Azam, Muhammad. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818301050. Full description at Econpapers || Download paper | |
2020 | Implied risk aversion and pricing kernel in the FTSE 100 index. (2020). Sung, Hao-Chang ; Ju, Wen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940818302092. Full description at Econpapers || Download paper | |
2020 | Leverage effect on stochastic volatility for option pricing in Hong Kong: A simulation and empirical study. (2020). Bian, Zhicun ; Hong, Hui ; Chen, Naiwei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940818303565. Full description at Econpapers || Download paper | |
2020 | Nearly unbiased estimation of sample skewness. (2020). Li, Yifan. In: Economics Letters. RePEc:eee:ecolet:v:192:y:2020:i:c:s0165176520301324. Full description at Econpapers || Download paper | |
2020 | Adaptive estimation of AR? models with time-varying variances. (2020). Wu, Jilin ; Zhang, Erhua. In: Economics Letters. RePEc:eee:ecolet:v:197:y:2020:i:c:s0165176520304018. Full description at Econpapers || Download paper | |
2020 | Generalized dynamic factor models and volatilities: Consistency, rates, and prediction intervals. (2020). Hallin, Marc ; Barigozzi, Matteo. In: Journal of Econometrics. RePEc:eee:econom:v:216:y:2020:i:1:p:4-34. Full description at Econpapers || Download paper | |
2020 | Option market trading activity and the estimation of the pricing kernel: A Bayesian approach. (2020). Fusari, Nicola ; Barone-Adesi, Giovanni ; Sala, Carlo ; Mira, Antonietta. In: Journal of Econometrics. RePEc:eee:econom:v:216:y:2020:i:2:p:430-449. Full description at Econpapers || Download paper | |
2020 | A coupled component DCS-EGARCH model for intraday and overnight volatility. (2020). Wu, Jianbin ; Linton, Oliver. In: Journal of Econometrics. RePEc:eee:econom:v:217:y:2020:i:1:p:176-201. Full description at Econpapers || Download paper | |
2020 | Small-sample tests for stock return predictability with possibly non-stationary regressors and GARCH-type effects. (2020). Luger, Richard ; Gungor, Sermin. In: Journal of Econometrics. RePEc:eee:econom:v:218:y:2020:i:2:p:750-770. Full description at Econpapers || Download paper | |
2020 | Microeconometric dynamic panel data methods: Model specification and selection issues. (2020). Kiviet, Jan F. In: Econometrics and Statistics. RePEc:eee:ecosta:v:13:y:2020:i:c:p:16-45. Full description at Econpapers || Download paper | |
2020 | Asymmetric stochastic volatility models: Properties and particle filter-based simulated maximum likelihood estimation. (2020). Veiga, Helena ; Ruiz, Esther ; Czellar, Veronika ; Mao, Xiuping. In: Econometrics and Statistics. RePEc:eee:ecosta:v:13:y:2020:i:c:p:84-105. Full description at Econpapers || Download paper | |
2020 | The Multivariate Linear Prediction Problem: Model-Based and Direct Filtering Solutions. (2020). Wildi, Marc ; McElroy, Tucker S. In: Econometrics and Statistics. RePEc:eee:ecosta:v:14:y:2020:i:c:p:112-130. Full description at Econpapers || Download paper | |
2020 | Realized stochastic volatility models with generalized Gegenbauer long memory. (2020). McAleer, Michael ; Asai, Manabu ; Peiris, Shelton. In: Econometrics and Statistics. RePEc:eee:ecosta:v:16:y:2020:i:c:p:42-54. Full description at Econpapers || Download paper | |
2020 | On generalized bivariate student-t Gegenbauer long memory stochastic volatility models with leverage: Bayesian forecasting of cryptocurrencies with a focus on Bitcoin. (2020). Peiris, Shelton ; Chan, Jennifer ; Phillip, Andrew. In: Econometrics and Statistics. RePEc:eee:ecosta:v:16:y:2020:i:c:p:69-90. Full description at Econpapers || Download paper | |
2020 | Social expenditure cyclicality: New time-varying evidence in developing economies. (2020). Jalles, Joao. In: Economic Systems. RePEc:eee:ecosys:v:44:y:2020:i:3:s0939362518302693. Full description at Econpapers || Download paper | |
2020 | House price convergence in the euro zone: A pairwise approach. (2020). Miles, William. In: Economic Systems. RePEc:eee:ecosys:v:44:y:2020:i:3:s0939362520300893. Full description at Econpapers || Download paper | |
2020 | Modelling industrial energy demand in Saudi Arabia. (2020). Hunt, Lester ; Gasim, Anwar ; Alarenan, Shahad. In: Energy Economics. RePEc:eee:eneeco:v:85:y:2020:i:c:s0140988319303494. Full description at Econpapers || Download paper | |
2020 | Managing volumetric risk of long-term power purchase agreements. (2020). Hansen, Rasmus Thrane ; Tranberg, BO ; Catania, Leopoldo. In: Energy Economics. RePEc:eee:eneeco:v:85:y:2020:i:c:s0140988319303627. Full description at Econpapers || Download paper | |
2020 | Emissions and economic development in commodity exporting countries. (2020). Jalles, Joao ; Ge, Jun. In: Energy Economics. RePEc:eee:eneeco:v:85:y:2020:i:c:s0140988319303676. Full description at Econpapers || Download paper | |
2020 | Renewable energy regulation and structural breaks: An empirical analysis of Spanish electricity price volatility. (2020). Zarraga, Ainhoa ; Pizarro-Irizar, Cristina ; Ciarreta, Aitor. In: Energy Economics. RePEc:eee:eneeco:v:88:y:2020:i:c:s0140988320300888. Full description at Econpapers || Download paper | |
2020 | Regional heterogeneous drivers of electricity demand in Saudi Arabia: Modeling regional residential electricity demand. (2020). Darandary, Abdulelah ; Mikayilov, Jeyhun I ; Alatawi, Hatem ; al Atawi, Hatem ; Hasanov, Fakhri J ; Alyamani, Ryan. In: Energy Policy. RePEc:eee:enepol:v:146:y:2020:i:c:s0301421520305176. Full description at Econpapers || Download paper | |
2021 | Energy price reform in Saudi Arabia: Modeling the economic and environmental impacts and understanding the demand response. (2021). Aldubyan, Mohammad ; al Dubyan, Mohammad ; Gasim, Anwar. In: Energy Policy. RePEc:eee:enepol:v:148:y:2021:i:pb:s0301421520306522. Full description at Econpapers || Download paper | |
2020 | Real price appreciation forecast tool: Two delivered log market price cycles in the Puget Sound markets of western Washington, USA, from 1992 through 2019. (2020). Schlosser, William E. In: Forest Policy and Economics. RePEc:eee:forpol:v:113:y:2020:i:c:s1389934119303624. Full description at Econpapers || Download paper | |
2020 | A multivariate evolutionary generalised linear model framework with adaptive estimation for claims reserving. (2020). Wong, Bernard ; Vu, Phuong Anh ; Taylor, Greg ; Avanzi, Benjamin. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:93:y:2020:i:c:p:50-71. Full description at Econpapers || Download paper | |
2020 | The Dunning-Kruger effect is (mostly) a statistical artefact: Valid approaches to testing the hypothesis with individual differences data. (2020). Zajenkowski, Marcin ; Gignac, Gilles E. In: Intelligence. RePEc:eee:intell:v:80:y:2020:i:c:s0160289620300271. Full description at Econpapers || Download paper | |
2020 | Estimating the term structure of corporate bond liquidity premiums: An analysis of default free bank bonds. (2020). Stock, Duane ; Stanhouse, Bryan ; Leal, Diego . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:67:y:2020:i:c:s1042443120301013. Full description at Econpapers || Download paper | |
2020 | Forecasting volatility with time-varying leverage and volatility of volatility effects. (2020). Proietti, Tommaso ; Catania, Leopoldo. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:4:p:1301-1317. Full description at Econpapers || Download paper | |
2021 | Analytic moments for GJR-GARCH (1, 1) processes. (2021). Stanescu, Silvia ; Lazar, Emese ; Alexander, Carol. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:1:p:105-124. Full description at Econpapers || Download paper | |
2020 | Impact of high-speed rail on market concentration and Lerner index in Chinas airline market. (2020). Yang, Hangjun ; Zhang, Qiong ; Wang, Qiang. In: Journal of Air Transport Management. RePEc:eee:jaitra:v:83:y:2020:i:c:s0969699718304344. Full description at Econpapers || Download paper | |
2020 | Are banking shocks contagious? Evidence from the eurozone. (2020). Lagoa-Varela, Dolores ; Flavin, Thomas J ; Dungey, Mardi. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:112:y:2020:i:c:s0378426618301572. Full description at Econpapers || Download paper | |
2020 | Comparing high-dimensional conditional covariance matrices: Implications for portfolio selection. (2020). Ruiz, Esther ; Moura, Guilherme V. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:118:y:2020:i:c:s0378426620301485. Full description at Econpapers || Download paper | |
2021 | Do loan subsidies boost the real activity of small firms?. (2021). Lang, Peter ; Horvath, Akos . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:122:y:2021:i:c:s0378426620302508. Full description at Econpapers || Download paper | |
2020 | Market-driven entrepreneurship and institutions. (2020). Kelley, Donna J ; Ali, Abdul ; Levie, Jonathan. In: Journal of Business Research. RePEc:eee:jbrese:v:113:y:2020:i:c:p:117-128. Full description at Econpapers || Download paper | |
2020 | Exploration and exploitation in crisis environment: Implications for level and variability of firm performance. (2020). Ritala, Paavo ; Shirokova, Galina ; Osiyevskyy, Oleksiy. In: Journal of Business Research. RePEc:eee:jbrese:v:114:y:2020:i:c:p:227-239. Full description at Econpapers || Download paper | |
2020 | Financial cycles: Characterisation and real-time measurement. (2020). Peltonen, Tuomas A ; Hiebert, Paul P ; Schuler, Yves S. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:100:y:2020:i:c:s0261560619301597. Full description at Econpapers || Download paper | |
2020 | Bayesian sequential stock return prediction through copulas. (2020). Frey, Christoph ; Virbickait, Audron ; Macedo, Demian N. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:22:y:2020:i:c:s1703494920300207. Full description at Econpapers || Download paper | |
2020 | Inventory control with seasonality of lead times. (2020). Riezebos, Jan ; Zhu, Stuart X. In: Omega. RePEc:eee:jomega:v:92:y:2020:i:c:s0305048318313665. Full description at Econpapers || Download paper | |
2020 | The cyclically-adjusted primary balance: A novel approach for the euro area. (2020). Sacchi, Agnese ; Carnazza, Giovanni ; Liberati, Paolo. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:42:y:2020:i:5:p:1123-1145. Full description at Econpapers || Download paper | |
2020 | Duration of Global Financial Cycles. (2020). Berument, Hakan M ; Varlik, Serdar ; Akdi, Yilmaz. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:549:y:2020:i:c:s0378437120301102. Full description at Econpapers || Download paper | |
2020 | Forecasting with the damped trend model using the structural approach. (2020). Silvestrini, Andrea ; Sbrana, Giacomo. In: International Journal of Production Economics. RePEc:eee:proeco:v:226:y:2020:i:c:s0925527320300505. Full description at Econpapers || Download paper | |
2020 | Regional convergence-and divergence-in the US. (2020). Miles, William. In: Research in Economics. RePEc:eee:reecon:v:74:y:2020:i:2:p:131-139. Full description at Econpapers || Download paper | |
2020 | Forecasting Value-at-Risk of Cryptocurrencies with RiskMetrics type models. (2020). Gözgör, Giray ; Liu, Wei ; Gozgor, Giray ; Marco, Chi Keung ; Semeyutin, Artur. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531920301240. Full description at Econpapers || Download paper | |
2021 | Nonparametric recursive estimation of the copula. (2021). Decrouez, Geoffrey ; Lemyre, Felix Camirand. In: Statistics & Probability Letters. RePEc:eee:stapro:v:168:y:2021:i:c:s0167715220302327. Full description at Econpapers || Download paper | |
2020 | GDP-employment decoupling in Germany. (2020). Weber, Enzo ; Klinger, Sabine. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:52:y:2020:i:c:p:82-98. Full description at Econpapers || Download paper | |
2020 | . Full description at Econpapers || Download paper | |
2020 | Determination of the Local Development Index of the Republic of Moldova in the Context of the Creation of Innovative Hubs. (2020). Calugareanu, Irina. In: Eurasian Journal of Social Sciences. RePEc:ejn:ejssjr:v:8:y:2020:i:3:p:111-122. Full description at Econpapers || Download paper | |
2020 | Estimating the Price and Income Elasticities of Crude Oil Import Demand for Turkey. (2020). Kavaz, Ismail. In: International Econometric Review (IER). RePEc:erh:journl:v:12:y:2020:i:2:p:98-111. Full description at Econpapers || Download paper | |
2020 | Industrial Connectedness and Business Cycle Comovements. (2020). Owyang, Michael ; Guisinger, Amy Y ; Soques, Daniel. In: Working Papers. RePEc:fip:fedlwp:89372. Full description at Econpapers || Download paper | |
2020 | Bayesian Model Averaging and Prior Sensitivity in Stochastic Frontier Analysis. (2020). Makieła, Kamil ; Mazur, Baej ; Makiea, Kamil. In: Econometrics. RePEc:gam:jecnmx:v:8:y:2020:i:2:p:13-:d:347990. Full description at Econpapers || Download paper | |
2020 | Cointegration and Structure in Norwegian Wage–Price Dynamics. (2020). Sparrman, Victoria ; Nymoen, Ragnar ; Gjelsvik, Marit. In: Econometrics. RePEc:gam:jecnmx:v:8:y:2020:i:3:p:29-:d:390332. Full description at Econpapers || Download paper | |
2020 | Linear Stochastic Models in Discrete and Continuous Time. (2020). Stephen, D. In: Econometrics. RePEc:gam:jecnmx:v:8:y:2020:i:3:p:35-:d:408858. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
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1992 | Unobserved component time series models with Arch disturbances In: Journal of Econometrics. [Full Text][Citation analysis] | article | 185 |
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