26
H index
52
i10 index
3540
Citations
University of Nottingham | 26 H index 52 i10 index 3540 Citations RESEARCH PRODUCTION: 106 Articles 48 Papers EDITOR: Books edited RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Stephen Leybourne. | Is cited by: | Cites to: |
Working Papers Series with more than one paper published | # docs |
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Essex Finance Centre Working Papers / University of Essex, Essex Business School | 5 |
Econometrics / University Library of Munich, Germany | 5 |
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2021 | Economic vulnerability is state dependent. (2021). Vallarino, Pierluigi ; Luati, Alessandra ; Catania, Leopoldo. In: CREATES Research Papers. RePEc:aah:create:2021-09. Full description at Econpapers || Download paper | |
2022 | Fractional integration and cointegration. (2022). Nielsen, Morten ; Haulde, Javier. In: CREATES Research Papers. RePEc:aah:create:2022-02. Full description at Econpapers || Download paper | |
2020 | Financial development and income inequality: An empirical analysis on the emerging market economies. (2020). Ozcan, Gunay. In: Theoretical and Applied Economics. RePEc:agr:journl:v:3(624):y:2020:i:3(624):p:85-96. Full description at Econpapers || Download paper | |
2021 | Are coffee farmers worse off in the long run?. (2021). Ghoshray, Atanu. In: 94th Annual Conference, March 29-30, 2021, Warwick, UK (Hybrid). RePEc:ags:aesc21:311084. Full description at Econpapers || Download paper | |
2021 | “Detecting multiple level shifts in bounded time series”. (2021). Carrion-i-Silvestre, Josep ; Gadea, Maria Dolores. In: AQR Working Papers. RePEc:aqr:wpaper:202106. Full description at Econpapers || Download paper | |
2020 | Bayesian MIDAS Penalized Regressions: Estimation, Selection, and Prediction. (2019). Mogliani, Matteo. In: Papers. RePEc:arx:papers:1903.08025. Full description at Econpapers || Download paper | |
2020 | Forecasting the Intra-Day Spread Densities of Electricity Prices. (2020). Bunn, Derek ; Abramova, Ekaterina. In: Papers. RePEc:arx:papers:2002.10566. Full description at Econpapers || Download paper | |
2020 | Unit Root Testing with Slowly Varying Trends. (2020). Otto, Sven. In: Papers. RePEc:arx:papers:2003.04066. 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 | |
2021 | Cointegration in large VARs. (2020). Gorin, Vadim ; Bykhovskaya, Anna. In: Papers. RePEc:arx:papers:2006.14179. Full description at Econpapers || Download paper | |
2020 | Encompassing Tests for Value at Risk and Expected Shortfall Multi-Step Forecasts based on Inference on the Boundary. (2020). Schnaitmann, Julie ; Liu, Xiaochun ; Dimitriadis, Timo. In: Papers. RePEc:arx:papers:2009.07341. Full description at Econpapers || Download paper | |
2020 | The Knowledge Graph for Macroeconomic Analysis with Alternative Big Data. (2020). , Weinan ; Huang, Guanhua ; Pang, Yue ; Yang, Yucheng. In: Papers. RePEc:arx:papers:2010.05172. Full description at Econpapers || Download paper | |
2021 | Machine Learning Advances for Time Series Forecasting. (2020). Mendes, Eduardo F ; Medeiros, Marcelo C ; Masini, Ricardo P. In: Papers. RePEc:arx:papers:2012.12802. Full description at Econpapers || Download paper | |
2021 | Time-Transformed Test for the Explosive Bubbles under Non-stationary Volatility. (2020). Skrobotov, Anton ; Tsarev, Alexey ; Kurozumi, Eiji. In: Papers. RePEc:arx:papers:2012.13937. Full description at Econpapers || Download paper | |
2021 | Forecasting Commodity Prices Using Long Short-Term Memory Neural Networks. (2021). Dia, Khadim ; Traore, Fousseini ; Ly, Racine. In: Papers. RePEc:arx:papers:2101.03087. Full description at Econpapers || Download paper | |
2021 | Testing for Nonlinear Cointegration under Heteroskedasticity. (2021). Massing, Till ; Hanck, Christoph. In: Papers. RePEc:arx:papers:2102.08809. Full description at Econpapers || Download paper | |
2021 | Changepoint detection in random coefficient autoregressive models. (2021). Horvath, Lajos ; Trapani, Lorenzo. In: Papers. RePEc:arx:papers:2104.13440. Full description at Econpapers || Download paper | |
2022 | On the asymptotic behavior of bubble date estimators. (2021). Skrobotov, Anton ; Kurozumi, Eiji. In: Papers. RePEc:arx:papers:2110.04500. Full description at Econpapers || Download paper | |
2021 | Testing for long-range dependence in non-stationary time series time-varying regression. (2021). Wu, Weichi ; Bai, Lujia. In: Papers. RePEc:arx:papers:2110.08089. Full description at Econpapers || Download paper | |
2022 | Score Driven Generalized Fitness Model for Sparse and Weighted Temporal Networks. (2022). di Gangi, Domenico ; Lillo, Fabrizio ; Bormetti, Giacomo. In: Papers. RePEc:arx:papers:2202.09854. Full description at Econpapers || Download paper | |
2022 | Reducing overestimating and underestimating volatility via the augmented blending-ARCH model. (2022). Yi, Shao ; Lu, Jun. In: Papers. RePEc:arx:papers:2203.12456. Full description at Econpapers || Download paper | |
2021 | Is the Stock Market Efficient? Evidence from Nonlinear Unit Root Tests for Nigeria. (2021). Lawal, Adedoyin Isola ; Ojeka-John, Rachael ; Lawal-Adedoyin, Bukola ; Asaleye, Abiola John ; Oseni, Ezekiel. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2021:p:384-395. Full description at Econpapers || Download paper | |
2020 | Forecast Comparison of the Term Structure of Interest Rates of Mexico for Different Specifications of the Affine Model. (2020). Lelo-De, Alejandra. In: Working Papers. RePEc:bdm:wpaper:2020-01. Full description at Econpapers || Download paper | |
2022 | The Rising Interconnectedness of the Insurance Sector. (2022). Jourde, Tristan. In: Working papers. RePEc:bfr:banfra:857. Full description at Econpapers || Download paper | |
2020 | Use of Machine Learning Methods to Forecast Investment in Russia. (2020). Gareev, Mikhail. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:79:y:2020:i:1:p:35-56. Full description at Econpapers || Download paper | |
2021 | Forecasting Aggregate Retail Sales with Google Trends. (2021). Zubarev, Andrey ; Golovanova, Elizaveta. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:80:y:2021:i:4:p:50-73. Full description at Econpapers || Download paper | |
2021 | Is the ex?ante equity risk premium always positive? Evidence from a new conditional expectations model. (2021). faff, robert ; Hoang, Khoa. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:1:p:95-124. Full description at Econpapers || Download paper | |
2021 | Do outliers matter? The predictive ability of average skewness on market returns using robust skewness measures. (2021). Yan, WU ; Shi, Jing ; Liao, Yin ; Han, Jianlei ; Bo, Xu Chong. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:3:p:3977-4006. Full description at Econpapers || Download paper | |
2020 | Nonlinear relationship between the weather phenomenon El niño and Colombian food prices. (2020). Melo-Velandia, Luis ; Luis Fernando Melo Velandia, ; Abrilsalcedo, Davinson Stev ; Davinson Stev Abril Salcedo, ; Parraamado, Daniel ; Melovelandia, Luis Fernando. In: Australian Journal of Agricultural and Resource Economics. RePEc:bla:ajarec:v:64:y:2020:i:4:p:1059-1086. Full description at Econpapers || Download paper | |
2022 | The prices of renewable commodities: a robust stationarity analysis. (2022). Presno, Maria Jose ; Landajo, Manuel. In: Australian Journal of Agricultural and Resource Economics. RePEc:bla:ajarec:v:66:y:2022:i:2:p:447-470. Full description at Econpapers || Download paper | |
2022 | Stock return predictability: Evaluation based on interval forecasts. (2022). Kim, Jae H ; Darne, Olivier ; Charles, Amelie. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:74:y:2022:i:2:p:363-385. Full description at Econpapers || Download paper | |
2022 | A component Markov regime?switching autoregressive conditional range model. (2022). Mazibas, Murat. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:74:y:2022:i:2:p:650-683. Full description at Econpapers || Download paper | |
2020 | A forecast evaluation of the Riksbanks policyâ€rate projections. (2020). Nordstrom, Martin. In: Economic Notes. RePEc:bla:ecnote:v:49:y:2020:i:3:n:e12167. Full description at Econpapers || Download paper | |
2020 | Estimating portfolio risk for tail risk protection strategies. (2020). Lohre, Harald ; Happersberger, David ; Nolte, Ingmar. In: European Financial Management. RePEc:bla:eufman:v:26:y:2020:i:4:p:1107-1146. Full description at Econpapers || Download paper | |
2022 | The behaviour of real interest rates: New evidence from a suprasecular perspective. (2022). Miller, Stephen M ; Gupta, Rangan ; Gilalana, Luis A ; Canarella, Giorgio. In: International Finance. RePEc:bla:intfin:v:25:y:2022:i:1:p:46-64. Full description at Econpapers || Download paper | |
2021 | THE SOURCES OF BRITISH ECONOMIC GROWTH SINCE THE INDUSTRIAL REVOLUTION: NOT THE SAME OLD STORY. (2021). Crafts, Nicholas. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:35:y:2021:i:3:p:697-709. Full description at Econpapers || Download paper | |
2022 | Anomalies and the Expected Market Return. (2022). Rapach, David E ; Li, Yan ; Dong, XI ; Zhou, Guofu. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:1:p:639-681. Full description at Econpapers || Download paper | |
2020 | Bootstrap procedures for detecting multiple persistence shifts in heteroskedastic time series. (2020). Perron, Pierre ; Yu, Xuewen ; Kejriwal, Mohitosh. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:41:y:2020:i:5:p:676-690. Full description at Econpapers || Download paper | |
2021 | Robust discrimination between long?range dependence and a change in mean. (2021). Gerstenberger, Carina. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:42:y:2021:i:1:p:34-62. Full description at Econpapers || Download paper | |
2021 | Unit root testing with slowly varying trends. (2021). Otto, Sven. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:42:y:2021:i:1:p:85-106. Full description at Econpapers || Download paper | |
2021 | Asymptotic Behavior of Delay Times of Bubble Monitoring Tests. (2021). Kurozumi, Eiji. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:42:y:2021:i:3:p:314-337. Full description at Econpapers || Download paper | |
2022 | A reappraisal of Katona’s adaptive theory of consumer behaviour using U.K. data. (2022). Hasan, Mohammad ; Gausden, Robert. In: Manchester School. RePEc:bla:manchs:v:90:y:2022:i:2:p:122-143. Full description at Econpapers || Download paper | |
2020 | A Robust Sequential Procedure for Estimating the Number of Structural Changes in Persistence. (2020). Kejriwal, Mohitosh. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:82:y:2020:i:3:p:669-685. Full description at Econpapers || Download paper | |
2021 | Mildly Explosive Autoregression with Anti?persistent Errors. (2021). Yu, Jun ; Xiao, Weilin ; Lui, Yiu Lim. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:2:p:518-539. Full description at Econpapers || Download paper | |
2021 | A Unified test for the Intercept of a Predictive Regression Model. (2021). Rao, Yao ; Liu, Yuzi ; Lu, Fucai. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:2:p:571-588. Full description at Econpapers || Download paper | |
2021 | Modelling of Economic and Financial Conditions for Real?Time Prediction of Recessions. (2021). Çakmaklı, Cem ; Altug, Sumru ; Ircani, Hamza Dem. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:3:p:663-685. Full description at Econpapers || Download paper | |
2021 | Uncovering Regimes in Out of Sample Forecast Errors from Predictive Regressions. (2021). Pitarakis, Jean-Yves ; Gonzalo, Jesus ; da Silva, Anibal Emiliano. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:3:p:713-741. Full description at Econpapers || Download paper | |
2021 | A Re?Examination of Inflation Persistence Dynamics in OECD Countries: A New Approach. (2021). Rodrigues, Paulo ; Nicolau, Jo o ; Zsurkis, Gabriel. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:4:p:935-959. Full description at Econpapers || Download paper | |
2021 | Nowcasting South African gross domestic product using a suite of statistical models. (2021). Steenkamp, Daan ; Botha, Byron ; van Jaarsveld, Rossouw ; Reid, Geordie ; Olds, Tim. In: South African Journal of Economics. RePEc:bla:sajeco:v:89:y:2021:i:4:p:526-554. Full description at Econpapers || Download paper | |
2021 | Detecting early or late changes in linear models with heteroscedastic errors. (2021). Horvath, Lajos ; Rice, Gregory ; Miller, Curtis. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:48:y:2021:i:2:p:577-609. Full description at Econpapers || Download paper | |
2020 | Trigonometric Trend Regressions of Unknown Frequencies with Stationary or Integrated Noise. (2020). Yabu, Tomoyoshi ; Shintani, Mototsugu ; Perron, Pierre ; Shintaniz, Mototsugu. In: Boston University - Department of Economics - Working Papers Series. RePEc:bos:wpaper:wp2020-012. Full description at Econpapers || Download paper | |
2020 | The Middle Income Trap: Theory and Empirical Evidence. (2020). Topal, Mehmet Hanefi. In: Bogazici Journal, Review of Social, Economic and Administrative Studies. RePEc:boz:journl:v:34:y:2020:i:1:p:51-75. Full description at Econpapers || Download paper | |
2022 | Small Sample Adjustment for Hypotheses Testing on Cointegrating Vectors. (2022). Canepa, Alessandra ; Alessandra, Canepa. In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:14:y:2022:i:1:p:51-85:n:1. Full description at Econpapers || Download paper | |
2020 | Testing for cointegration with threshold adjustment in the presence of structural breaks. (2020). Karsten, Schweikert. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:24:y:2020:i:1:p:28:n:5. Full description at Econpapers || Download paper | |
2020 | The role of the threshold effect for the dynamics of futures and spot prices of energy commodities. (2020). Uddin, Gazi ; Rubaszek, Michał ; Marek, Kwas ; Zuzanna, Karolak. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:24:y:2020:i:5:p:20:n:1. Full description at Econpapers || Download paper | |
2020 | Tracking and Predicting the German Economy: ifo vs. PMI. (2020). Reif, Magnus ; Lehmann, Robert. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8145. Full description at Econpapers || Download paper | |
2020 | Rules vs. Discretion in Cap-and-Trade Programs: Evidence from the EU Emission Trading System. (2020). Edenhofer, Ottmar ; Friedrich, Marina ; Pahle, Michael ; Fries, Sebastien . In: CESifo Working Paper Series. RePEc:ces:ceswps:_8637. Full description at Econpapers || Download paper | |
2021 | Nonlinearities and Asymmetric Adjustment to PPP in an Exchange Rate Model with Inflation Expectations. (2021). Caporale, Guglielmo Maria ; Anderl, Christina. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8921. Full description at Econpapers || Download paper | |
2022 | Forecasting Inflation with a Zero Lower Bound or Negative Interest Rates: Evidence from Point and Density Forecasts. (2022). Caporale, Guglielmo Maria ; Anderl, Christina. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9687. Full description at Econpapers || Download paper | |
2020 | Macroeconomics, Nonlinearities, and the Business Cycle. (2020). Reif, Magnus. In: ifo Beiträge zur Wirtschaftsforschung. RePEc:ces:ifobei:87. Full description at Econpapers || Download paper | |
2020 | Econometric Foundations of the Great Ratios of Economics. (2020). Harding, Don. In: Centre of Policy Studies/IMPACT Centre Working Papers. RePEc:cop:wpaper:g-300. Full description at Econpapers || Download paper | |
2022 | A procedure for upgrading linear-convex combination forecasts with an application to volatility prediction. (2022). Wilfling, Bernd ; Monschang, Verena. In: CQE Working Papers. RePEc:cqe:wpaper:9722. Full description at Econpapers || Download paper | |
2021 | Forecasting Output Growth of Advanced Economies Over Eight Centuries: The Role of Gold Market Volatility as a Proxy of Global Uncertainty. (2021). Salisu, Afees ; GUPTA, RANGAN ; Das, Sonali ; Karmakar, Sayar. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2021_017. Full description at Econpapers || Download paper | |
2020 | Diagnosing Housing Fever with an Econometric Thermometer. (2020). Phillips, Peter ; Shi, Shuping. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2248. Full description at Econpapers || Download paper | |
2021 | EXPORT LED GROWTH VIA INTRA-REGIONAL TRADING AN ECONOMETRIC ANALYSIS OF ASEAN, EU, NAFTA, MERCOSUR AND COMESA. (2021). Syazwan, Muhammad Saiful ; Abd, Abi Sofian ; Omar, Khatijah ; Hazman, Samsudin. In: Applied Econometrics and International Development. RePEc:eaa:aeinde:v:21:y:2021:i:2_1. Full description at Econpapers || Download paper | |
2021 | How persistent is unemployment in major Latin American economies?. (2021). Clavijo-Cortes, Pedro. In: Economics Bulletin. RePEc:ebl:ecbull:eb-20-00415. Full description at Econpapers || Download paper | |
2020 | Nowcasting GDP growth using data reduction methods: Evidence for the French economy. (2020). Charles, Amelie ; Darne, Olivier. In: Economics Bulletin. RePEc:ebl:ecbull:eb-20-00680. Full description at Econpapers || Download paper | |
2020 | Weigh(t)ing the basket: aggregate and component-based inflation forecasts for the euro area. (2020). Sokol, Andrej ; Chalmoviansk, Jakub ; Porqueddu, Mario. In: Working Paper Series. RePEc:ecb:ecbwps:20202501. Full description at Econpapers || Download paper | |
2020 | The Relationship between Electricity Consumption, Foreign Direct Investment and Economic Growth: Case of Benin. (2020). Bao, Geriletu ; Zhao, Zhen-Yu ; Atchike, Desire Wade. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-04-63. Full description at Econpapers || Download paper | |
2022 | Remittances and Energy Consumption: APanel Data Analysis for MENA Countries. (2022). Ari, Ayse. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2022-01-15. Full description at Econpapers || Download paper | |
2021 | 50 years of capital mobility in the Eurozone: breaking the Feldstein-Horioka Puzzle. (2021). Muoz, Alejandro ; Camarero, Mariam ; Tamarit, Cecilio. In: Working Papers. RePEc:eec:wpaper:2102. Full description at Econpapers || Download paper | |
2020 | Forecasting tourism demand with multisource big data. (2020). Li, Gang ; Hu, Mingming. In: Annals of Tourism Research. RePEc:eee:anture:v:83:y:2020:i:c:s0160738320300566. Full description at Econpapers || Download paper | |
2020 | Forecasting international tourism demand: a local spatiotemporal model. (2020). Li, Jason ; Jiao, Xiaoying. In: Annals of Tourism Research. RePEc:eee:anture:v:83:y:2020:i:c:s0160738320300815. Full description at Econpapers || Download paper | |
2021 | Predictivity of tourism demand data. (2021). Law, Rob ; Vu, Huyquan ; Muskat, Birgit ; Li, Gang ; Zhang, Yishuo. In: Annals of Tourism Research. RePEc:eee:anture:v:89:y:2021:i:c:s0160738321001122. Full description at Econpapers || Download paper | |
2021 | Forecasting air passenger numbers with a GVAR model. (2021). Zekan, Bozana ; Gunter, Ulrich. In: Annals of Tourism Research. RePEc:eee:anture:v:89:y:2021:i:c:s0160738321001304. Full description at Econpapers || Download paper | |
2020 | Performance of alternative electricity price forecasting methods: Findings from the Greek and Hungarian power exchanges. (2020). Verbič, Miroslav ; Zori, Jelena ; Haluan, Marko. In: Applied Energy. RePEc:eee:appene:v:277:y:2020:i:c:s0306261920311089. Full description at Econpapers || Download paper | |
2021 | Probabilistic forecasting of photovoltaic power supply — A hybrid approach using D-vine copulas to model spatial dependencies. (2021). Schaumann, P ; Osinski, P ; von Loeper, F ; Schinke-Nendza, A ; Weber, C ; Schmidt, V. In: Applied Energy. RePEc:eee:appene:v:304:y:2021:i:c:s0306261921009715. Full description at Econpapers || Download paper | |
2021 | Short-term nodal voltage forecasting for power distribution grids: An ensemble learning approach. (2021). Toubeau, Jean-Franois ; Zufferey, Thierry ; von Krannichfeldt, Leandro ; Wang, YI. In: Applied Energy. RePEc:eee:appene:v:304:y:2021:i:c:s0306261921011971. Full description at Econpapers || Download paper | |
2022 | A hybrid model for multi-step coal price forecasting using decomposition technique and deep learning algorithms. (2022). Yu, Hesheng ; The, Jesse ; Cao, Hua ; Zhang, Kefei. In: Applied Energy. RePEc:eee:appene:v:306:y:2022:i:pa:s030626192101312x. Full description at Econpapers || Download paper | |
2021 | The asymmetric effects of oil price changes on China’s exports: New evidence from a nonlinear autoregressive distributed lag model. (2021). Wang, Yudong ; Meng, Lingjie ; Liu, Donghui. In: Journal of Asian Economics. RePEc:eee:asieco:v:77:y:2021:i:c:s1049007821001275. Full description at Econpapers || Download paper | |
2021 | U.S. stock prices and the dot.com-bubble: Can dividend policy rescue the efficient market hypothesis?. (2021). Wegener, Christoph ; Vigne, Samuel A ; Klein, Tony ; Basse, Tobias. In: Journal of Corporate Finance. RePEc:eee:corfin:v:67:y:2021:i:c:s0929119921000122. Full description at Econpapers || Download paper | |
2020 | Revisiting the effects of NAFTA. (2020). Khan, Nazmus Sadat. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:68:y:2020:i:c:p:1-16. Full description at Econpapers || Download paper | |
2020 | Inflation forecasting using the New Keynesian Phillips Curve with a time-varying trend. (2020). Rumler, Fabio ; Mihailov, Alexander ; McKnight, Stephen. In: Economic Modelling. RePEc:eee:ecmode:v:87:y:2020:i:c:p:383-393. Full description at Econpapers || Download paper | |
2020 | A new investor sentiment indicator (ISI) based on artificial intelligence: A powerful return predictor in China. (2020). Lv, Dayong ; Zhou, Yaping ; Wang, Zilin ; Ruan, Qingsong. In: Economic Modelling. RePEc:eee:ecmode:v:88:y:2020:i:c:p:47-58. Full description at Econpapers || Download paper | |
2020 | The Tobit cointegrated vector autoregressive model: An application to the currency market. (2020). Welfe, Aleksander ; Grabowski, Wojciech. In: Economic Modelling. RePEc:eee:ecmode:v:89:y:2020:i:c:p:88-100. Full description at Econpapers || Download paper | |
2020 | Smoothing and forecasting mixed-frequency time series with vector exponential smoothing models. (2020). Seong, Byeongchan . In: Economic Modelling. RePEc:eee:ecmode:v:91:y:2020:i:c:p:463-468. Full description at Econpapers || Download paper | |
2020 | TFP growth in Chinese cities: The role of factor-intensity and industrial agglomeration. (2020). Wang, Jun-Sheng ; Wen, Jun ; Zhang, Wan-Li ; Wei, Wei. In: Economic Modelling. RePEc:eee:ecmode:v:91:y:2020:i:c:p:534-549. Full description at Econpapers || Download paper | |
2020 | Economic forecasting with evolved confidence indicators. (2020). Claveria, Oscar ; Torra, Salvador ; Monte, Enric. In: Economic Modelling. RePEc:eee:ecmode:v:93:y:2020:i:c:p:576-585. Full description at Econpapers || Download paper | |
2021 | Identifying bubbles and the contagion effect between oil and stock markets: New evidence from China. (2021). Li, KE ; Wen, Huwei ; Zhao, Zhao. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:780-788. Full description at Econpapers || Download paper | |
2021 | Forecasting imports with information from abroad. (2021). Lehmann, Robert ; Grimme, Christian ; Noeller, Marvin. In: Economic Modelling. RePEc:eee:ecmode:v:98:y:2021:i:c:p:109-117. Full description at Econpapers || Download paper | |
2021 | Facing up to the polysemy of purchasing power parity: New international evidence. (2021). Chen, Shyh-Wei ; Xie, Zixiong ; Hsieh, Chun-Kuei . In: Economic Modelling. RePEc:eee:ecmode:v:98:y:2021:i:c:p:247-265. 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 | Stock prices, dividends, and structural changes in the long-term: The case of U.S.. (2020). Prats, MarÃÂa ; Navarro-Ibáñez, Manuel ; Navarro-Ibaez, Manuel ; Esteve, Vicente. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940819302633. Full description at Econpapers || Download paper | |
2020 | Excess co-movement of agricultural futures prices: Perspective from contagious investor sentiment. (2020). Huang, Jialiang ; Zhou, Liyun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301649. Full description at Econpapers || Download paper | |
2021 | Stock market reactions to upside and downside volatility of Bitcoin: A quantile analysis. (2021). , Walid. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000188. Full description at Econpapers || Download paper | |
2021 | Global convergence of inflation rates. (2021). Lee, Chien-Chiang ; Liu, Tie-Ying. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001212. Full description at Econpapers || Download paper | |
2022 | Predictability of tail risks of Canada and the U.S. Over a Century: The role of spillovers and oil tail Risks?. (2022). Salisu, Afees ; Pierdzioch, Christian ; GUPTA, RANGAN. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821002163. Full description at Econpapers || Download paper | |
2020 | A robust test for predictability with unknown persistence. (2020). Yao, Shuang ; Liu, Guannan. In: Economics Letters. RePEc:eee:ecolet:v:189:y:2020:i:c:s0165176520300483. Full description at Econpapers || Download paper | |
2020 | Response surface estimates of the LM unit root tests. (2020). Lee, Junsoo ; Nazlioglu, Saban. In: Economics Letters. RePEc:eee:ecolet:v:192:y:2020:i:c:s0165176520301099. Full description at Econpapers || Download paper | |
2020 | Time-varying cointegration with an application to the UK Great Ratios. (2020). Price, Simon ; Petrova, Katerina ; Millard, Stephen ; Kapetanios, George. In: Economics Letters. RePEc:eee:ecolet:v:193:y:2020:i:c:s0165176520301543. Full description at Econpapers || Download paper | |
2020 | Distinguishing between breaks in the mean and breaks in persistence under long memory. (2020). Sibbertsen, Philipp ; Mboya, Mwasi Paza ; Wingert, Simon. In: Economics Letters. RePEc:eee:ecolet:v:193:y:2020:i:c:s0165176520302196. Full description at Econpapers || Download paper | |
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