23
H index
44
i10 index
1935
Citations
University of Manchester | 23 H index 44 i10 index 1935 Citations RESEARCH PRODUCTION: 73 Articles 105 Papers 2 Books 2 Chapters 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 Denise Osborn. | Is cited by: | Cites to: |
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2020 | Targeting predictors in random forest regression. (2020). Nielsen, Mikkel S ; Muhlbach, Nicolaj N ; Christensen, Bent Jesper ; Borup, Daniel. In: CREATES Research Papers. RePEc:aah:create:2020-03. Full description at Econpapers || Download paper | |
2020 | Analysis of the quarterly evolution of the Gross Domestic Product. (2020). Samson, Tudor ; Iacob, Tefan Virgil ; Anghel, Mdlina-Gabriela ; Anghelache, Constantin. In: Theoretical and Applied Economics. RePEc:agr:journl:v:3(624):y:2020:i:3(624):p:243-260. Full description at Econpapers || Download paper | |
2022 | Impact of Everything But Arms (EBA) on the Dhaka Stock Exchange. (2022). Xiaoling, Huang ; Islam, Md Rayhanul. In: International Journal of Science and Business. RePEc:aif:journl:v:7:y:2022:i:1:p:34-52. Full description at Econpapers || Download paper | |
2020 | Does the Yield Curve Signal Recessions? New Evidence from an International Panel Data Analysis. (2020). Hasse, Jean-Baptiste ; Lajaunie, Quentin. In: AMSE Working Papers. RePEc:aim:wpaimx:2013. Full description at Econpapers || Download paper | |
2020 | Analysis of the residential mortgage market in the Ural Federal District. (2020). Akhmetzianova, O O ; Koptyakova, S V ; Balynskaya, N R ; Zinovyeva, E G. In: R-Economy. RePEc:aiy:journl:v:6:y:2020:i:1:p:5-13. Full description at Econpapers || Download paper | |
2021 | Common and Idiosyncratic Components of Latin American Business Cycles Connectedness. (2021). Campos, Luciano ; Andujar, Jesus Ruiz. In: Working Papers. RePEc:aoz:wpaper:91. Full description at Econpapers || Download paper | |
2020 | A new set of cluster driven composite development indicators. (2019). di Matteo, Tiziana ; Angelini, Orazio ; Verma, Anshul. In: Papers. RePEc:arx:papers:1911.11226. Full description at Econpapers || Download paper | |
2020 | Profit-oriented sales forecasting: a comparison of forecasting techniques from a business perspective. (2020). Lemahieu, Wilfried ; Baesens, Bart ; van den Bossche, Filip ; van Calster, Tine. In: Papers. RePEc:arx:papers:2002.00949. Full description at Econpapers || Download paper | |
2020 | The effects of targeting predictors in a random forest regression model. (2020). Christensen, Bent Jesper ; Nielsen, Mikkel Slot ; Muhlbach, Nicolaj Norgaard ; Borup, Daniel. In: Papers. RePEc:arx:papers:2004.01411. Full description at Econpapers || Download paper | |
2021 | Capturing GDP nowcast uncertainty in real time. (2020). Labonne, Paul. In: Papers. RePEc:arx:papers:2012.02601. 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 | Uncertainty spill-overs: when policy and financial realms overlap. (2021). Dragomirescu-Gaina, Catalin ; Bacchiocchi, Emanuele. In: Papers. RePEc:arx:papers:2102.06404. Full description at Econpapers || Download paper | |
2020 | The Aggregate Impact of Trade and Migration on Economic Growth and its Components: Evidence from Emerging Economies. (2020). Khan, Hamad Hasul ; Shah, Mohsin. In: Asian Development Policy Review. RePEc:asi:adprev:2020:p:141-155. Full description at Econpapers || Download paper | |
2020 | Transmission of International Financial Shocks: A Cross Country Analysis. (2020). MALLICK, HRUSHIKESH ; Rout, Sanjay Kumar. In: Asian Development Policy Review. RePEc:asi:adprev:2020:p:236-259. Full description at Econpapers || Download paper | |
2021 | Reglas fiscales subnacionales en Colombia: desde su concepción hasta los resultados frente al COVID-19. (2021). Ricciulli-Marin, Diana ; PEREZ-VALBUENA, GERSON ; Bonet, Jaime ; Barrios, Paula ; Bonet-Moron, Jaime. In: Documentos de trabajo sobre Economía Regional y Urbana. RePEc:bdr:region:297. Full description at Econpapers || Download paper | |
2021 | Indicador coincidente de actividad económica en la recesión pandémica: el caso del Caribe colombiano. (2021). Collazos-Rodriguez, Jaime Andres ; Sanabria-Dominguez, Johana ; Vidal-Alejandro, Pavel ; Orozco-Gallo, Antonio Jose. In: Documentos de trabajo sobre Economía Regional y Urbana. RePEc:bdr:region:298. Full description at Econpapers || Download paper | |
2020 | Seasonal adjustment of the Bank of Russia Payment System financial flows data. (2020). Tsvetkova, Anna ; Khabibullin, Ramis ; Turdyeva, Natalia ; Seleznev, Sergey. In: Bank of Russia Working Paper Series. RePEc:bkr:wpaper:wps65. Full description at Econpapers || Download paper | |
2021 | Bootstrap tests for structural breaks when the regressors and the serially correlated error term are unstable. (2021). Lee, Dongjin. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:73:y:2021:i:2:p:212-229. Full description at Econpapers || Download paper | |
2022 | Trends and cycles in macro series: The case of US real GDP. (2022). Gilalana, Luis Alberiko ; Caporale, Guglielmo Maria. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:74:y:2022:i:1:p:123-134. Full description at Econpapers || Download paper | |
2020 | FISCAL EXPENDITURE AND INDUSTRIAL LAND PRICE IN CHINA: THEORY AND EVIDENCE. (2020). Huang, Chienyu ; Tsai, Pihan ; Chiang, Tsunfeng. In: Contemporary Economic Policy. RePEc:bla:coecpo:v:38:y:2020:i:4:p:593-606. Full description at Econpapers || Download paper | |
2021 | Public investment efficiency and sectoral economic growth in Pakistan. (2021). Ammad, Syed ; Qazi, Masood Ahmed. In: Development Policy Review. RePEc:bla:devpol:v:39:y:2021:i:3:p:450-470. Full description at Econpapers || Download paper | |
2020 | Fractional Integration and the Persistence of UK Inflation, 1210–2016. (2020). Gil-Alana, Luis ; Gilalana, Luis Alberiko ; Caporale, Guglielmo Maria. In: Economic Papers. RePEc:bla:econpa:v:39:y:2020:i:2:p:162-166. Full description at Econpapers || Download paper | |
2020 | Growth Shocks in the United States and China: Effects on Australias Growth. (2020). Kim, David ; Huh, Hyeonseung ; Fisher, Lance A. In: Economic Papers. RePEc:bla:econpa:v:39:y:2020:i:3:p:185-203. Full description at Econpapers || Download paper | |
2020 | Making Fiscal Adjustments Using Event Probability Forecasts in OECD Countries. (2020). Ong, Kian ; Lee, Kevin ; Shields, Kalvinder K. In: The Economic Record. RePEc:bla:ecorec:v:96:y:2020:i:314:p:294-313. Full description at Econpapers || Download paper | |
2022 | Economic Sentiment and Aggregate Activity: A Tale of Two European Cycles. (2022). Sorić, Petar ; Lolić, Ivana ; Logarui, Marija. In: Journal of Common Market Studies. RePEc:bla:jcmkts:v:60:y:2022:i:2:p:445-462. Full description at Econpapers || Download paper | |
2020 | Freight rates in downside and upside markets: pricing of own and spillover risks from other shipping segments. (2020). Savva, Christos ; Tsouknidis, Dimitris ; Theodossiou, Panayiotis. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:183:y:2020:i:3:p:1097-1119. 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 | |
2022 | Seasonal functional autoregressive models. (2022). Hyndman, Rob ; Hashemi, Maryam ; Haghbin, Hossein ; Zamani, Atefeh. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:43:y:2022:i:2:p:197-218. Full description at Econpapers || Download paper | |
2021 | A Trendy Approach to UK Inflation Dynamics. (2021). Theodoridis, Konstantinos ; Kirkham, Lewis ; Forbes, Kristin. In: Manchester School. RePEc:bla:manchs:v:89:y:2021:i:s1:p:23-75. 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 | |
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 | Bayesian analysis of periodic asymmetric power GARCH models. (2020). Nacer, Demmouche ; Abdelhakim, Aknouche ; Nassim, Touche ; Stefanos, Dimitrakopoulos. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:24:y:2020:i:4:p:24:n:5. Full description at Econpapers || Download paper | |
2021 | Disentangling the source of non-stationarity in a panel of seasonal data. (2021). Shih-Hsun, Hsu. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:25:y:2021:i:1:p:18:n:4. Full description at Econpapers || Download paper | |
2020 | Inflation in the G7 Countries: Persistence and Structural Breaks. (2020). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Poza, Carlos. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8349. Full description at Econpapers || Download paper | |
2021 | Toward a general framework for constructing and evaluating core inflation measures. (2021). Sansone, Andrés ; Fornero, Jorge ; Carlomagno, Guillermo. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:913. Full description at Econpapers || Download paper | |
2021 | COVID19 and Seasonal Adjustment. (2021). Jacobs, Jan ; Abeln, Barend. In: CIRANO Working Papers. RePEc:cir:cirwor:2021s-05. Full description at Econpapers || Download paper | |
2022 | Seasonal adjustment of daily data with CAMPLET. (2022). Mulder, Machiel ; An, J ; Abeln, Barend. In: CIRANO Working Papers. RePEc:cir:cirwor:2022s-06. Full description at Econpapers || Download paper | |
2021 | Corruption and distortion of public expenditures: Evidence from Africa. (2021). OMGBA, Luc ; Sedgo, Harouna. In: EconomiX Working Papers. RePEc:drm:wpaper:2021-7. Full description at Econpapers || Download paper | |
2020 | Monetary policy and bank stability: the analytical toolbox reviewed. (2020). Popov, Alexander ; Marques-Ibanez, David ; Albertazzi, Ugo ; Barbiero, Francesca ; Marques-Ibaez, David ; Dacri, Costanza Rodriguez ; Vlassopoulos, Thomas . In: Working Paper Series. RePEc:ecb:ecbwps:20202377. Full description at Econpapers || Download paper | |
2021 | Residual electricity demand: An empirical investigation. (2021). Molnár, Peter ; Lyócsa, Štefan ; Molnar, Peter ; Lyocsa, Tefan ; Catherine, Linh Phuong. In: Applied Energy. RePEc:eee:appene:v:283:y:2021:i:c:s0306261920316846. Full description at Econpapers || Download paper | |
2021 | Nudging against panic selling: Making use of the IKEA effect. (2021). Rieger, Marc Oliver ; Ashtiani, Amin Zokaei ; Stutz, David. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:30:y:2021:i:c:s2214635021000460. Full description at Econpapers || Download paper | |
2021 | Moving beyond the dichotomy of Hall & Soskice (2001): the State’s Role in economic growth. (2021). Kim, Yeonbae. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:72:y:2021:i:c:p:530-548. Full description at Econpapers || Download paper | |
2020 | Does oligopolistic banking friction amplify small open economys business cycles? Evidence from Australia. (2020). Afrin, Sadia. In: Economic Modelling. RePEc:eee:ecmode:v:85:y:2020:i:c:p:119-138. Full description at Econpapers || Download paper | |
2020 | A test for inflation persistence in Nigeria using fractional integration & fractional cointegration techniques. (2020). Salisu, Afees ; Ebuh, Godday U ; Tule, Moses K. In: Economic Modelling. RePEc:eee:ecmode:v:87:y:2020:i:c:p:225-237. Full description at Econpapers || Download paper | |
2020 | The role of Provincial Government Spending Composition in growth and convergence in China. (2020). Minford, Lucy ; Matthews, Kent ; Wang, Baoshun ; Valentinyi, Akos ; Luintel, Kul B. In: Economic Modelling. RePEc:eee:ecmode:v:90:y:2020:i:c:p:117-134. Full description at Econpapers || Download paper | |
2020 | Government size, composition of public spending and economic growth in Brazil. (2020). Sosa Sandoval, Wilfredo ; Divino, Jose Angelo. In: Economic Modelling. RePEc:eee:ecmode:v:91:y:2020:i:c:p:155-166. Full description at Econpapers || Download paper | |
2020 | Trend instrumental variable regression with an application to the US New Keynesian Phillips Curve. (2020). Xia, Huizhu ; Chen, Zhihong. In: Economic Modelling. RePEc:eee:ecmode:v:93:y:2020:i:c:p:595-604. Full description at Econpapers || Download paper | |
2021 | Evidence on time-varying inflation synchronization. (2021). Szafranek, Karol. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:1-13. Full description at Econpapers || Download paper | |
2020 | The asymmetric behavior of household consumption under the business cycle. (2020). Tsui, Stephanie ; Chou, Ta-Sheng ; Lo, Kuang-Ta. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940818304029. 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 | |
2021 | Applications of machine learning for corporate bond yield spread forecasting. (2021). Jung, Hojin ; Kim, Dong H. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001510. 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 | |
2021 | Estimating multiple breaks in nonstationary autoregressive models. (2021). CHONG, Terence Tai Leung ; Du, Lingjie ; Pang, Tianxiao. In: Journal of Econometrics. RePEc:eee:econom:v:221:y:2021:i:1:p:277-311. Full description at Econpapers || Download paper | |
2021 | Bootstrap seasonal unit root test under periodic variation. (2021). Politis, Dimitris N ; Zou, Nan. In: Econometrics and Statistics. RePEc:eee:ecosta:v:19:y:2021:i:c:p:1-21. Full description at Econpapers || Download paper | |
2021 | Jump-preserving varying-coefficient models for nonlinear time series. (2021). Koo, Chao Hui ; Iek, Pavel. In: Econometrics and Statistics. RePEc:eee:ecosta:v:19:y:2021:i:c:p:58-96. Full description at Econpapers || Download paper | |
2021 | The impact of trade and financial openness on bank loan pricing: Evidence from emerging economies. (2021). Shen, Yinjie ; Qian, Ningyu ; Ashraf, Badar Nadeem. In: Emerging Markets Review. RePEc:eee:ememar:v:47:y:2021:i:c:s1566014121000017. Full description at Econpapers || Download paper | |
2020 | Do structural breaks in volatility cause spurious volatility transmission?. (2020). Caporin, Massimiliano ; Malik, Farooq. In: Journal of Empirical Finance. RePEc:eee:empfin:v:55:y:2020:i:c:p:60-82. Full description at Econpapers || Download paper | |
2020 | An analysis of the global oil market using SVARMA models. (2020). Raghavan, Mala. In: Energy Economics. RePEc:eee:eneeco:v:86:y:2020:i:c:s014098831930430x. Full description at Econpapers || Download paper | |
2020 | The regional Dutch disease effect within China: A spatial econometric investigation. (2020). Yang, Lili ; Li, Ding ; Tian, Zhihua ; Zhang, Yan ; Shao, Shuai. In: Energy Economics. RePEc:eee:eneeco:v:88:y:2020:i:c:s0140988320301067. Full description at Econpapers || Download paper | |
2020 | Could electricity demand contribute to diversifying the mix and mitigating CO2 emissions? A fresh daily analysis of the French electricity system. (2020). Marques, António ; Pereira, Diogo Santos. In: Energy Policy. RePEc:eee:enepol:v:142:y:2020:i:c:s0301421520302251. Full description at Econpapers || Download paper | |
2020 | Optimal emissions tax rates under habit formation and social comparisons. (2020). Chan, Ying Tung. In: Energy Policy. RePEc:eee:enepol:v:146:y:2020:i:c:s0301421520305279. Full description at Econpapers || Download paper | |
2020 | Self-similar behaviors in the crude oil market. (2020). Wen, Shaobo ; An, Feng ; Wang, ZE ; Gao, Xiangyun ; Fang, Wei ; Liu, Siyao. In: Energy. RePEc:eee:energy:v:211:y:2020:i:c:s0360544220317904. Full description at Econpapers || Download paper | |
2021 | Study on the impacts of Shanghai crude oil futures on global oil market and oil industry based on VECM and DAG models. (2021). Di, Peng ; Zhang, QI ; Farnoosh, Arash. In: Energy. RePEc:eee:energy:v:223:y:2021:i:c:s0360544221002991. Full description at Econpapers || Download paper | |
2021 | Geopolitical risk and forecastability of tail risk in the oil market: Evidence from over a century of monthly data. (2021). Salisu, Afees ; Pierdzioch, Christian ; GUPTA, RANGAN. In: Energy. RePEc:eee:energy:v:235:y:2021:i:c:s0360544221015814. Full description at Econpapers || Download paper | |
2020 | Correlation and spillover effects between the US and international banking sectors: New evidence and implications for risk management. (2020). Tsuji, Chikashi. In: International Review of Financial Analysis. RePEc:eee:finana:v:70:y:2020:i:c:s1057521919302224. Full description at Econpapers || Download paper | |
2020 | Do the crude oil futures of the Shanghai International Energy Exchange improve asset allocation of Chinese petrochemical-related stocks?. (2020). Yang, Chen ; Lv, Fei ; Fang, Libing. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301812. Full description at Econpapers || Download paper | |
2020 | The pricing efficiency of crude oil futures in the Shanghai International Exchange. (2020). Shang, Xingxing ; Fang, Libing ; Lv, Fei ; Yang, Chen. In: Finance Research Letters. RePEc:eee:finlet:v:36:y:2020:i:c:s1544612319305598. Full description at Econpapers || Download paper | |
2020 | Time-Varying impact of uncertainty shocks on macroeconomic variables of the united kingdom: Evidence from over 150 years of monthly data. (2020). GUPTA, RANGAN ; Gabauer, David ; Christou, Christina. In: Finance Research Letters. RePEc:eee:finlet:v:37:y:2020:i:c:s1544612319309936. Full description at Econpapers || Download paper | |
2021 | Stock market and deviations from covered interest parity. (2021). Ibhagui, Oyakhilome. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:74:y:2021:i:c:s1042443121001104. Full description at Econpapers || Download paper | |
2020 | Incorporating textual information in customer churn prediction models based on a convolutional neural network. (2020). Lessmann, Stefan ; de Bock, Koen W ; Coussement, Kristof ; de Caigny, Arno. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:4:p:1563-1578. Full description at Econpapers || Download paper | |
2020 | A non-linear analysis of the sovereign bank nexus in the EU. (2020). Cifarelli, Giulio ; Paladino, Giovanna. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:21:y:2020:i:c:s170349491930074x. Full description at Econpapers || Download paper | |
2020 | The role of global relative price changes in international comovement of inflation. (2020). Zhivaykina, Aleksandra ; Kiselev, Aleksei. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:22:y:2020:i:c:s1703494920300220. Full description at Econpapers || Download paper | |
2021 | Destabilizing asymmetries in central banking: With some enlightenment from money in classical Athens. (2021). Bitros, George. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:23:y:2021:i:c:s1703494921000049. Full description at Econpapers || Download paper | |
2020 | Oil prices, stock market returns and volatility spillovers: Evidence from Turkey. (2020). Dibooglu, Selahattin ; Çevik, Emrah. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:42:y:2020:i:3:p:597-614. Full description at Econpapers || Download paper | |
2020 | Time-varying volatility spillovers between oil prices and precious metal prices. (2020). Esen, Omer ; Ãevik, Emrah ; Cevik, Emrah Ismail ; Yildirim, Durmu Ari. In: Resources Policy. RePEc:eee:jrpoli:v:68:y:2020:i:c:s0301420720303330. Full description at Econpapers || Download paper | |
2020 | Correlation analysis and systemic risk measurement of regional, financial and global stock indices. (2020). Stanley, Eugene H ; Qiao, Zhilin ; Han, Qian ; Chen, Lin. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:542:y:2020:i:c:s0378437119315158. Full description at Econpapers || Download paper | |
2020 | Volatility and skewness spillover between stock index and stock index futures markets during a crash period: New evidence from China. (2020). Li, Steven ; Hou, Yang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:66:y:2020:i:c:p:166-188. Full description at Econpapers || Download paper | |
2021 | Inflation dynamics, the role of inflation at different horizons and inflation uncertainty. (2021). Choi, Yoonseok. In: International Review of Economics & Finance. RePEc:eee:reveco:v:71:y:2021:i:c:p:649-662. Full description at Econpapers || Download paper | |
2021 | China’s interest rate pass-through after the interest rate liberalization: Evidence from a nonlinear autoregressive distributed lag model. (2021). Ge, Xinyu ; Si, Deng-Kui ; Li, Xiao-Lin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:73:y:2021:i:c:p:257-274. Full description at Econpapers || Download paper | |
2021 | Systemic risk measures and distribution forecasting of macroeconomic shocks. (2021). Zhang, YU ; Liu, Yanzhen ; Chen, Guojin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:75:y:2021:i:c:p:178-196. Full description at Econpapers || Download paper | |
2021 | Disentangling the sources of inflation synchronization. Evidence from a large panel dataset. (2021). Szafranek, Karol. In: International Review of Economics & Finance. RePEc:eee:reveco:v:76:y:2021:i:c:p:229-245. Full description at Econpapers || Download paper | |
2021 | Oil prices and economic policy uncertainty: Evidence from global, oil importers, and exporters’ perspective. (2021). Lin, Boqiang ; Bai, Rui. In: Research in International Business and Finance. RePEc:eee:riibaf:v:56:y:2021:i:c:s027553192030965x. Full description at Econpapers || Download paper | |
2021 | Exploring the coupling and forecasting of financial development, technological innovation, and economic growth. (2021). Tan, Junlan ; Wang, Rong. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:163:y:2021:i:c:s0040162520312920. Full description at Econpapers || Download paper | |
2022 | New insights into decoupling economic growth, technological progress and carbon dioxide emissions: Evidence from 40 countries. (2022). Leitão, João ; Santibanez-Gonzalez, Ernesto ; Ferreira, Joaquim ; Leito, Joo. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:174:y:2022:i:c:s0040162521006843. Full description at Econpapers || Download paper | |
2021 | Optimal Control Dynamic Relationships and Fiscal Policies in Indonesia’s Economy. (2021). Munzir, Said ; Masbar, Raja ; Hazmi, Yusri ; Syahrini, Intan. In: International Journal of Economics & Business Administration (IJEBA). RePEc:ers:ijebaa:v:ix:y:2021:i:1:p:34-51. Full description at Econpapers || Download paper | |
2020 | How and How Much? The Growth-Friendliness of Public Spending through the Lens. (2020). MOURRE, Gilles ; Cepparulo, Alessandra. In: European Economy - Discussion Papers 2015 -. RePEc:euf:dispap:132. Full description at Econpapers || Download paper | |
2020 | Forecasting the state of the Finnish business cycle*. (2020). Pönkä, Harri ; Stenborg, Markku. In: Finnish Economic Papers. RePEc:fep:journl:v:29:y:2020:i:1:p:81-99. Full description at Econpapers || Download paper | |
2021 | Dynamic Econometrics in Action: A Biography of David F. Hendry. (2021). Ericsson, Neil. In: International Finance Discussion Papers. RePEc:fip:fedgif:1311. Full description at Econpapers || Download paper | |
2021 | Modeling and Forecasting Daily Hotel Demand: A Comparison Based on SARIMAX, Neural Networks, and GARCH Models. (2021). Ampountolas, Apostolos. In: Forecasting. RePEc:gam:jforec:v:3:y:2021:i:3:p:37-595:d:622465. Full description at Econpapers || Download paper | |
2020 | Dynamic Transmissions and Volatility Spillovers between Global Price and U.S. Producer Price in Agricultural Markets. (2020). Tanaka, Tetsuji ; Guo, Jin. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:4:p:83-:d:349624. Full description at Econpapers || Download paper | |
2021 | Spurious Relationships for Nearly Non-Stationary Series. (2021). Wong, Wing-Keung ; McAleer, Michael ; Hui, Yongchang ; Cheng, Yushan. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:14:y:2021:i:8:p:366-:d:610705. Full description at Econpapers || Download paper | |
2021 | What Factors Affect the Entrepreneurial Intention to Start-Ups? The Role of Entrepreneurial Skills, Propensity to Take Risks, and Innovativeness in Open Business Models. (2021). Rashid, Tayyiba ; Saleem, Saima ; Khan, Kanwal Iqbal ; Shahzad, Muhammad Farrukh. In: Journal of Open Innovation: Technology, Market, and Complexity. RePEc:gam:joitmc:v:7:y:2021:i:3:p:173-:d:592481. Full description at Econpapers || Download paper | |
2021 | Is Economic Uncertainty a Risk Factor in Bank Loan Pricing Decisions? International Evidence. (2021). Ashraf, Badar Nadeem. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:5:p:81-:d:541859. Full description at Econpapers || Download paper | |
2021 | Spillover in the UK Housing Market. (2021). Manner, Hans ; Chaudhuri, Kausik ; Blatt, Dominik . In: Graz Economics Papers. RePEc:grz:wpaper:2021-13. Full description at Econpapers || Download paper | |
2020 | Does the Yield Curve Signal Recessions? New Evidence from an International Panel Data Analysis. (2020). Lajaunie, Quentin ; Hasse, Jean-Baptiste. In: Working Papers. RePEc:hal:wpaper:halshs-02549044. Full description at Econpapers || Download paper | |
2021 | How Local is the Local Inflation Factor? Evidence from Emerging European Countries. (2021). Clements, Michael ; Cepni, Oguzhan. In: Working Papers. RePEc:hhs:cbsnow:2021_008. Full description at Econpapers || Download paper | |
2020 | Generalized Logarithmic Index Numbers with Demand Shocks: Bridging the Gap between Theory and Practice. (2020). Rao, D.S. Prasada ; Prasada, D S ; Abe, Naohito. In: RCESR Discussion Paper Series. RePEc:hit:rcesrs:dp20-1. Full description at Econpapers || Download paper | |
2021 | Government Size, Unemployment and Inflation Nexus in Eight Large Emerging Market Economies. (2021). Afonso, Antonio ; Kaya, Ayse ; Sen, Huseyin. In: Hacienda Pública Española / Review of Public Economics. RePEc:hpe:journl:y:2021:v:236:i:1:p:133-170. Full description at Econpapers || Download paper | |
2020 | Risk Transmissions between Major Foreign Currencies: An Empirical Analysis from the U.S. Perspective. (2020). Baek, Chung. In: International Journal of Business and Economics. RePEc:ijb:journl:v:19:y:2020:i:2:p:151-168. Full description at Econpapers || Download paper | |
2021 | International Inflation Spillovers: The Role of Different Shocks. (2021). Gubler, Matthias ; Baeurle, Gregor ; Baurle, Gregor ; Kanzig, Diego R. In: International Journal of Central Banking. RePEc:ijc:ijcjou:y:2021:q:1:a:6. Full description at Econpapers || Download paper | |
2022 | Investment dynamics in Central and Eastern Europe: Why doesn’t the sun always rise from the east?. (2022). Cuestas, Juan ; Mourelle, Estefania. In: Working Papers. RePEc:jau:wpaper:2022/02. Full description at Econpapers || Download paper | |
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2008 | Comovements between US and UK stock prices: the roles of macroeconomic information and timevarying conditional correlations.(2008) In: Economics Discussion Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2001 | Asymmetric Interest Rates for the UK Real Economy In: Economics Discussion Paper Series. [Full Text][Citation analysis] | paper | 0 |
2006 | A Random Walk through Seasonal Adjustment: Noninvertible Moving Averages and Unit Root Tests In: Economics Discussion Paper Series. [Full Text][Citation analysis] | paper | 0 |
2007 | Weighted smooth transition regressions In: Economics Discussion Paper Series. [Full Text][Citation analysis] | paper | 7 |
2012 | WEIGHTED SMOOTH TRANSITION REGRESSIONS.(2012) In: Journal of Applied Econometrics. [Citation analysis] This paper has another version. Agregated cites: 7 | article | |
2009 | Bootstrap Unit Root Tests for Nonlinear Threshold Models In: Economics Discussion Paper Series. [Full Text][Citation analysis] | paper | 3 |
2012 | The Performance of Lag Selection and Detrending Methods for HEGY Seasonal Unit Root Tests In: Economics Discussion Paper Series. [Full Text][Citation analysis] | paper | 9 |
2016 | The Performance of Lag Selection and Detrending Methods for HEGY Seasonal Unit Root Tests.(2016) In: Econometric Reviews. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | article | |
2015 | The Asymptotic Behaviour of the Residual Sum of Squares in Models with Multiple Break Points In: Economics Discussion Paper Series. [Full Text][Citation analysis] | paper | 1 |
2017 | The asymptotic behaviour of the residual sum of squares in models with multiple break points.(2017) In: Econometric Reviews. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
2005 | Volatility, spillover Effects and Correlations in US and Major European Markets In: Money Macro and Finance (MMF) Research Group Conference 2005. [Full Text][Citation analysis] | paper | 8 |
1976 | Maximum Likelihood Estimation of Moving Average Processes In: NBER Chapters. [Full Text][Citation analysis] | chapter | 2 |
2013 | Empirical Evidence on Growth Spillovers from China to New Zealand In: Treasury Working Paper Series. [Full Text][Citation analysis] | paper | 5 |
2020 | On cointegration for processes integrated at different frequencies In: MPRA Paper. [Full Text][Citation analysis] | paper | 1 |
2020 | On Cointegration for Processes Integrated at Different Frequencies.(2020) In: CEIS Research Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
1979 | National Institute Gross Output Forecasts: a Comparison With US Performance In: National Institute Economic Review. [Full Text][Citation analysis] | article | 0 |
1979 | An Assessment and Comparison of Two Niesr Econometric Model Forecasts In: National Institute Economic Review. [Full Text][Citation analysis] | article | 0 |
2006 | On the Expectations Hypothesis in US Term Structure In: Computing in Economics and Finance 2006. [Full Text][Citation analysis] | paper | 0 |
2002 | ASYMPTOTIC DISTRIBUTIONS OF SEASONAL UNIT ROOT TESTS: A UNIFYING APPROACH In: Econometric Reviews. [Full Text][Citation analysis] | article | 12 |
1999 | Performance of seasonal unit root tests for monthly data In: Journal of Applied Statistics. [Full Text][Citation analysis] | article | 18 |
2013 | Structural Breaks in the International Dynamics of Inflation In: The Review of Economics and Statistics. [Full Text][Citation analysis] | article | 25 |
1997 | Business Cycles for G7 and European Countries. In: The Journal of Business. [Full Text][Citation analysis] | article | 149 |
2008 | Co-movements between US and UK stock prices: the roles of macroeconomic information and time-series varying conditional correlations In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
2012 | A Review of Modelling Nonlinear Economic Time Series by TERÄSVIRTA (TIMO), TJØSTHEIM (DAG) and GRANGER (CLIVE W.J.) In: Econometrics Journal. [Citation analysis] | article | 0 |
2014 | MODELLING LARGE OPEN ECONOMIES WITH INTERNATIONAL LINKAGES: THE USA AND EURO AREA In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 7 |
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