[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ] [more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]
IF | AIF | CIF | IF5 | DOC | CDO | CIT | NCI | CCU | D2Y | C2Y | D5Y | C5Y | SC | %SC | CiY | II | AII | |
1996 | 0 | 0.25 | 0 | 0 | 14 | 14 | 208 | 0 | 0 | 0 | 0 | 0 | 0.12 | |||||
1997 | 0.36 | 0.24 | 0.42 | 0.36 | 10 | 24 | 475 | 8 | 10 | 14 | 5 | 14 | 5 | 0 | 3 | 0.3 | 0.11 | |
1998 | 0.5 | 0.28 | 0.49 | 0.5 | 15 | 39 | 417 | 19 | 29 | 24 | 12 | 24 | 12 | 0 | 2 | 0.13 | 0.13 | |
1999 | 0.68 | 0.3 | 0.66 | 0.59 | 5 | 44 | 88 | 28 | 58 | 25 | 17 | 39 | 23 | 0 | 2 | 0.4 | 0.15 | |
2000 | 0.3 | 0.35 | 0.65 | 0.73 | 11 | 55 | 159 | 35 | 94 | 20 | 6 | 44 | 32 | 1 | 2.9 | 0 | 0.16 | |
2001 | 0.19 | 0.38 | 0.55 | 0.55 | 18 | 73 | 372 | 33 | 134 | 16 | 3 | 55 | 30 | 1 | 3 | 1 | 0.06 | 0.17 |
2002 | 0.21 | 0.41 | 0.7 | 0.71 | 15 | 88 | 468 | 57 | 196 | 29 | 6 | 59 | 42 | 4 | 7 | 2 | 0.13 | 0.21 |
2003 | 0.73 | 0.44 | 0.79 | 0.67 | 24 | 112 | 282 | 83 | 284 | 33 | 24 | 64 | 43 | 8 | 9.6 | 2 | 0.08 | 0.22 |
2004 | 0.77 | 0.49 | 0.82 | 0.63 | 34 | 146 | 500 | 114 | 403 | 39 | 30 | 73 | 46 | 1 | 0.9 | 11 | 0.32 | 0.22 |
2005 | 0.64 | 0.5 | 1.08 | 0.81 | 26 | 172 | 656 | 180 | 589 | 58 | 37 | 102 | 83 | 2 | 1.1 | 9 | 0.35 | 0.23 |
2006 | 0.87 | 0.5 | 1.18 | 0.99 | 29 | 201 | 583 | 234 | 827 | 60 | 52 | 117 | 116 | 8 | 3.4 | 12 | 0.41 | 0.23 |
2007 | 0.96 | 0.46 | 0.99 | 0.88 | 24 | 225 | 283 | 220 | 1050 | 55 | 53 | 128 | 112 | 3 | 1.4 | 5 | 0.21 | 0.2 |
2008 | 0.75 | 0.49 | 1.11 | 0.99 | 26 | 251 | 424 | 279 | 1329 | 53 | 40 | 137 | 135 | 13 | 4.7 | 3 | 0.12 | 0.23 |
2009 | 0.6 | 0.47 | 0.91 | 0.94 | 26 | 277 | 213 | 250 | 1581 | 50 | 30 | 139 | 130 | 5 | 2 | 6 | 0.23 | 0.23 |
2010 | 0.62 | 0.48 | 0.93 | 0.91 | 22 | 299 | 142 | 276 | 1859 | 52 | 32 | 131 | 119 | 11 | 4 | 4 | 0.18 | 0.21 |
2011 | 0.58 | 0.52 | 0.97 | 0.89 | 18 | 317 | 119 | 302 | 2167 | 48 | 28 | 127 | 113 | 5 | 1.7 | 7 | 0.39 | 0.24 |
2012 | 0.65 | 0.51 | 1.19 | 1.03 | 37 | 354 | 130 | 414 | 2590 | 40 | 26 | 116 | 120 | 15 | 3.6 | 9 | 0.24 | 0.22 |
2013 | 0.56 | 0.56 | 1.08 | 0.9 | 31 | 385 | 149 | 401 | 3006 | 55 | 31 | 129 | 116 | 10 | 2.5 | 15 | 0.48 | 0.24 |
2014 | 0.44 | 0.55 | 1.05 | 0.51 | 28 | 413 | 189 | 424 | 3438 | 68 | 30 | 134 | 69 | 4 | 0.9 | 13 | 0.46 | 0.23 |
2015 | 0.63 | 0.55 | 0.95 | 0.6 | 31 | 444 | 303 | 424 | 3862 | 59 | 37 | 136 | 81 | 5 | 1.2 | 15 | 0.48 | 0.23 |
2016 | 0.76 | 0.53 | 0.85 | 0.59 | 33 | 477 | 112 | 404 | 4268 | 59 | 45 | 145 | 86 | 7 | 1.7 | 5 | 0.15 | 0.21 |
2017 | 0.94 | 0.55 | 0.76 | 0.64 | 28 | 505 | 58 | 381 | 4651 | 64 | 60 | 160 | 103 | 7 | 1.8 | 2 | 0.07 | 0.21 |
2018 | 0.34 | 0.57 | 0.74 | 0.64 | 56 | 561 | 67 | 413 | 5065 | 61 | 21 | 151 | 97 | 8 | 1.9 | 5 | 0.09 | 0.24 |
2019 | 0.29 | 0.6 | 0.61 | 0.59 | 54 | 615 | 39 | 372 | 5439 | 84 | 24 | 176 | 104 | 2 | 0.5 | 5 | 0.09 | 0.24 |
2020 | 0.33 | 0.73 | 0.63 | 0.54 | 47 | 662 | 37 | 415 | 5856 | 110 | 36 | 202 | 109 | 8 | 1.9 | 4 | 0.09 | 0.34 |
2021 | 0.26 | 1.02 | 0.61 | 0.39 | 27 | 689 | 10 | 418 | 6274 | 101 | 26 | 218 | 86 | 5 | 1.2 | 4 | 0.15 | 0.38 |
IF: | Two years Impact Factor: C2Y / D2Y |
AIF: | Average Impact Factor for all series in RePEc in year y |
CIF: | Cumulative impact factor |
IF5: | Five years Impact Factor: C5Y / D5Y |
DOC: | Number of documents published in year y |
CDO: | Cumulative number of documents published until year y |
CIT: | Number of citations to papers published in year y |
NCI: | Number of citations in year y |
CCU: | Cumulative number of citations to papers published until year y |
D2Y: | Number of articles published in y-1 plus y-2 |
C2Y: | Cites in y to articles published in y-1 plus y-2 |
D5Y: | Number of articles published in y-1 until y-5 |
C5Y: | Cites in y to articles published in y-1 until y-5 |
SC: | selft citations in y to articles published in y-1 plus y-2 |
%SC: | Percentage of selft citations in y to articles published in y-1 plus y-2 |
CiY: | Cites in year y to documents published in year y |
II: | Immediacy Index: CiY / Documents. |
AII: | Average Immediacy Index for series in RePEc in year y |
# | Year | Title | Cited |
---|---|---|---|
1 | 1997 | Inference in TAR Models. (1997). Hansen, Bruce. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:2:y:1997:i:1:n:1. Full description at Econpapers || Download paper | 336 |
2 | 2001 | Energy Shocks and Financial Markets: Nonlinear Linkages. (2001). Ciner, Cetin . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:5:y:2001:i:3:n:3. Full description at Econpapers || Download paper | 204 |
3 | 1998 | The Decomposition of Economic Relationships by Time Scale Using Wavelets: Expenditure and Income. (1998). Lampart, Camille ; Ramsey, James B.. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:3:y:1998:i:1:n:2. Full description at Econpapers || Download paper | 188 |
4 | 2002 | Wavelets in Economics and Finance: Past and Future. (2002). Ramsey, James B.. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:6:y:2002:i:3:n:1. Full description at Econpapers || Download paper | 162 |
5 | 2006 | Point and Interval Forecasting of Spot Electricity Prices: Linear vs. Non-Linear Time Series Models. (2006). Weron, RafaÃ
â ; Trueck, Stefan ; Misiorek, Adam. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:10:y:2006:i:3:n:2. Full description at Econpapers || Download paper | 142 |
6 | 2005 | Forecasting Stock Market Volatility with Regime-Switching GARCH Models. (2005). Marcucci, Juri. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:9:y:2005:i:4:n:6. Full description at Econpapers || Download paper | 137 |
7 | 2004 | The Long Memory of the Efficient Market. (2004). Farmer, J. ; Lillo, Fabrizio. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:8:y:2004:i:3:n:1. Full description at Econpapers || Download paper | 136 |
8 | 2005 | A Practitioners Guide to Lag Order Selection For VAR Impulse Response Analysis. (2005). Kilian, Lutz ; Ivanov, Ventzislav . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:9:y:2005:i:1:n:2. Full description at Econpapers || Download paper | 135 |
9 | 2008 | Non-Linear Models: Where Do We Go Next - Time Varying Parameter Models?. (2008). Granger, Clive ; Clive W. J. Granger, . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:12:y:2008:i:3:n:1. Full description at Econpapers || Download paper | 116 |
10 | 2002 | Asymmetries in Monetary Policy Reaction Function: Evidence for U.S. French and German Central Banks. (2002). Collard, Fabrice ; Bec, Fr̮̩d̮̩rique ; Ben Salem, Melika ; Bensalem, Melika . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:6:y:2002:i:2:n:3. Full description at Econpapers || Download paper | 113 |
11 | 2005 | A Note on the Hiemstra-Jones Test for Granger Non-causality. (2005). Panchenko, Valentyn ; Diks, Cees. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:9:y:2005:i:2:n:4. Full description at Econpapers || Download paper | 112 |
12 | 2015 | State-dependent effects of fiscal policy. (2015). Morley, James ; Fazzari, Steven ; Irina, Panovska ; James, Morley ; Fazzari Steven M., . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:19:y:2015:i:3:p:285-315:n:5. Full description at Econpapers || Download paper | 101 |
13 | 2006 | Directional Congestion and Regime Switching in a Long Memory Model for Electricity Prices. (2006). Nielsen, Morten ; Haldrup, Niels ; Morten Ã. Nielsen, . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:10:y:2006:i:3:n:1. Full description at Econpapers || Download paper | 96 |
14 | 2000 | A Graphical Investigation of the Size and Power of the Granger-Causality Tests in Integrated-Cointegrated VAR Systems. (2000). Mantalos, Panagiotis. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:4:y:2000:i:1:n:2. Full description at Econpapers || Download paper | 94 |
15 | 2006 | Interest Rate Setting and Inflation Targeting: Evidence of a Nonlinear Taylor Rule for the United Kingdom. (2006). Taylor, Mark ; Davradakis, Emmanuel . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:10:y:2006:i:4:n:1. Full description at Econpapers || Download paper | 88 |
16 | 2002 | Microeconomic Models for Long Memory in the Volatility of Financial Time Series. (2002). Kirman, Alan ; TEYSSIeRE, Gilles . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:5:y:2002:i:4:n:3. Full description at Econpapers || Download paper | 84 |
17 | 2006 | The Nature of Power Spikes: A Regime-Switch Approach. (2006). De Jong, Cyriel . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:10:y:2006:i:3:n:3. Full description at Econpapers || Download paper | 76 |
18 | 2003 | Nonlinearities and Cyclical Behavior: The Role of Chartists and Fundamentalists. (2003). Westerhoff, Frank ; Reitz, Stefan. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:7:y:2003:i:4:n:3. Full description at Econpapers || Download paper | 73 |
19 | 2004 | Nonlinear Monetary Policy Rules: Some New Evidence for the U.S.. (2004). Ruge-Murcia, Francisco ; Maria-Dolores, Ramón ; Dolado, Juan ; Pedrero, Ramon Maria-Dolores . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:8:y:2004:i:3:n:2. Full description at Econpapers || Download paper | 70 |
20 | 1996 | A Check on the Robustness of Hamiltons Markov Switching Model Approach to the Economic Analysis of the Business Cycle. (1996). Boldin, Michael. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:1:y:1996:i:1:n:re1. Full description at Econpapers || Download paper | 65 |
21 | 2004 | Household Income Dynamics in Two Transition Economies. (2004). Ravallion, Martin ; Lokshin, Michael. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:8:y:2004:i:3:n:4. Full description at Econpapers || Download paper | 64 |
22 | 2015 | On the relationship between oil and gold before and after financial crisis: linear, nonlinear and time-varying causality testing. (2015). Panagiotidis, Theodore ; Bampinas, Georgios ; Theodore, Panagiotidis ; Georgios, Bampinas . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:19:y:2015:i:5:p:657-668:n:6. Full description at Econpapers || Download paper | 63 |
23 | 2003 | The Relationship Between Financial Variables and Real Economic Activity: Evidence From Spectral and Wavelet Analyses. (2003). In, Francis Haeuck ; Kim, Sangbae. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:7:y:2003:i:4:n:4. Full description at Econpapers || Download paper | 60 |
24 | 2005 | The International CAPM and a Wavelet-Based Decomposition of Value at Risk. (2005). Fernandez, Viviana. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:9:y:2005:i:4:n:4. Full description at Econpapers || Download paper | 59 |
25 | 2007 | Wavelet Variance Analysis of Output in G-7 Countries. (2007). Gallegati, Marco. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:11:y:2007:i:3:n:6. Full description at Econpapers || Download paper | 57 |
26 | 2008 | A Powerful Test for Linearity When the Order of Integration is Unknown. (2008). Leybourne, Stephen ; Harvey, David ; Xiao, Bin . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:12:y:2008:i:3:n:2. Full description at Econpapers || Download paper | 56 |
27 | 2005 | Wavelet Transforms and Commodity Prices. (2005). Connor, Jeff ; Rossiter, Rosemary . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:9:y:2005:i:1:n:6. Full description at Econpapers || Download paper | 55 |
28 | 1997 | Investigating Cyclical Asymmetries. (1997). Verbrugge, Randal ; Randal Verbrugge Randal Verbrugge, . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:2:y:1997:i:1:n:2. Full description at Econpapers || Download paper | 53 |
29 | 1998 | Smooth-Transition GARCH Models. (1998). Gonzalez-Rivera, Gloria. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:3:y:1998:i:2:n:1. Full description at Econpapers || Download paper | 53 |
30 | 2007 | Detecting Multiple Changes in Persistence. (2007). Taylor, Robert ; Leybourne, Stephen ; Kim, Tae-Hwan ; A. M. Robert Taylor, . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:11:y:2007:i:3:n:2. Full description at Econpapers || Download paper | 51 |
31 | 2008 | Cointegration with Structural Breaks: An Application to the Feldstein-Horioka Puzzle. (2008). Kejriwal, Mohitosh. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:12:y:2008:i:1:n:3. Full description at Econpapers || Download paper | 51 |
32 | 1998 | Avoiding the Pitfalls: Can Regime-Switching Tests Reliably Detect Bubbles?. (1998). Vigfusson, Robert ; van Norden, Simon. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:3:y:1998:i:1:n:1. Full description at Econpapers || Download paper | 49 |
33 | 2004 | Inference and Forecasting for ARFIMA Models With an Application to US and UK Inflation. (2004). Ooms, Marius ; Doornik, Jurgen. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:8:y:2004:i:2:n:14. Full description at Econpapers || Download paper | 46 |
34 | 2003 | Credit Market Imperfections and Business Cycle Dynamics: A Nonlinear Approach. (2003). Atanasova, Christina . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:7:y:2003:i:4:n:5. Full description at Econpapers || Download paper | 45 |
35 | 2008 | Threshold Adjustment of Deviations from the Law of One Price. (2008). Taylor, Mark ; Juvenal, Luciana. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:12:y:2008:i:3:n:8. Full description at Econpapers || Download paper | 44 |
36 | 2009 | Changes in U.S. Inflation Persistence. (2009). Morley, James ; Kim, Chang-Jin ; Kang, Kyuho. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:13:y:2009:i:4:n:1. Full description at Econpapers || Download paper | 43 |
37 | 1998 | GARCH for Irregularly Spaced Financial Data: The ACD-GARCH Model. (1998). Jasiak, Joann ; Ghysels, Eric. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:2:y:1998:i:4:n:4. Full description at Econpapers || Download paper | 41 |
38 | 2014 | Forecast densities for economic aggregates from disaggregate ensembles. (2014). Vahey, Shaun ; Ravazzolo, Francesco ; Francesco, Ravazzolo ; Vahey Shaun P., . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:18:y:2014:i:4:p:15:n:4. Full description at Econpapers || Download paper | 41 |
39 | 2010 | Fundamental and Behavioural Drivers of Electricity Price Volatility. (2010). Bunn, Derek W. ; Karakatsani, Nektaria V.. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:14:y:2010:i:4:n:4. Full description at Econpapers || Download paper | 41 |
40 | 2001 | Estimating the Fractional Order of Integration of Interest Rates Using a Wavelet OLS Estimator. (2001). Tkacz, Greg. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:5:y:2001:i:1:n:2. Full description at Econpapers || Download paper | 40 |
41 | 2006 | Output and Inflation Responses to Credit Shocks: Are There Threshold Effects in the Euro Area?. (2006). Sousa, Jo̮̣o ; Calza, Alessandro . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:10:y:2006:i:2:n:3. Full description at Econpapers || Download paper | 40 |
42 | 2006 | Risk Premia in Electricity Forward Prices. (2006). Lawford, Steve ; Diko, Pavel ; Limpens, Valerie . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:10:y:2006:i:3:n:7. Full description at Econpapers || Download paper | 37 |
43 | 2004 | An Investigation of Current Account Solvency in Latin America Using Non Linear Nonstationarity Tests. (2004). Uctum, Merih ; Chortareas, Georgios ; Kapetanios, George. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:8:y:2004:i:1:n:4. Full description at Econpapers || Download paper | 37 |
44 | 2005 | Dual Long Memory in Inflation Dynamics across Countries of the Euro Area and the Link between Inflation Uncertainty and Macroeconomic Performance. (2005). Conrad, Christian ; Karanasos, Menelaos. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:9:y:2005:i:4:n:5. Full description at Econpapers || Download paper | 36 |
45 | 2001 | Real Exchange Rate Dynamics in Transition Economies: A Nonlinear Analysis. (2001). Taylor, Mark ; Sarno, Lucio. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:5:y:2001:i:3:n:1. Full description at Econpapers || Download paper | 36 |
46 | 2007 | Jump-and-Rest Effect of U.S. Business Cycles. (2007). Perez Quiros, Gabriel ; Camacho, Maximo ; Perezquiros, Gabriel . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:11:y:2007:i:4:n:3. Full description at Econpapers || Download paper | 35 |
47 | 2001 | Wavelet Analysis of the Cost-of-Carry Model. (2001). Stevenson, Maxwell ; Lin, Shinn-Juh . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:5:y:2001:i:1:n:7. Full description at Econpapers || Download paper | 33 |
48 | 2007 | The Dynamic Behaviour of an Endogenous Growth Model with Public Capital and Pollution. (2007). Greiner, Alfred. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:11:y:2007:i:2:n:4. Full description at Econpapers || Download paper | 32 |
49 | 1999 | Stability Analysis of Continuous-Time Macroeconometric Systems. (1999). Barnett, William ; He, Yijun . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:3:y:1999:i:4:n:1. Full description at Econpapers || Download paper | 32 |
50 | 1996 | Forecasting Using First-Available Versus Fully Revised Economic Time-Series Data. (1996). Swanson, Norman. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:1:y:1996:i:1:n:da1. Full description at Econpapers || Download paper | 31 |
# | Year | Title | Cited |
---|---|---|---|
1 | 2001 | Energy Shocks and Financial Markets: Nonlinear Linkages. (2001). Ciner, Cetin . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:5:y:2001:i:3:n:3. Full description at Econpapers || Download paper | 45 |
2 | 2015 | State-dependent effects of fiscal policy. (2015). Morley, James ; Fazzari, Steven ; Irina, Panovska ; James, Morley ; Fazzari Steven M., . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:19:y:2015:i:3:p:285-315:n:5. Full description at Econpapers || Download paper | 40 |
3 | 2002 | Wavelets in Economics and Finance: Past and Future. (2002). Ramsey, James B.. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:6:y:2002:i:3:n:1. Full description at Econpapers || Download paper | 36 |
4 | 2005 | A Practitioners Guide to Lag Order Selection For VAR Impulse Response Analysis. (2005). Kilian, Lutz ; Ivanov, Ventzislav . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:9:y:2005:i:1:n:2. Full description at Econpapers || Download paper | 29 |
5 | 2005 | Forecasting Stock Market Volatility with Regime-Switching GARCH Models. (2005). Marcucci, Juri. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:9:y:2005:i:4:n:6. Full description at Econpapers || Download paper | 28 |
6 | 2005 | A Note on the Hiemstra-Jones Test for Granger Non-causality. (2005). Panchenko, Valentyn ; Diks, Cees. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:9:y:2005:i:2:n:4. Full description at Econpapers || Download paper | 25 |
7 | 2015 | On the relationship between oil and gold before and after financial crisis: linear, nonlinear and time-varying causality testing. (2015). Panagiotidis, Theodore ; Bampinas, Georgios ; Theodore, Panagiotidis ; Georgios, Bampinas . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:19:y:2015:i:5:p:657-668:n:6. Full description at Econpapers || Download paper | 22 |
8 | 2013 | Using transfer entropy to measure information flows between financial markets. (2013). Thomas, Dimpfl ; Julia, Peter Franziska . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:17:y:2013:i:1:p:85-102:n:3. Full description at Econpapers || Download paper | 21 |
9 | 2006 | Point and Interval Forecasting of Spot Electricity Prices: Linear vs. Non-Linear Time Series Models. (2006). Weron, RafaÃ
â ; Trueck, Stefan ; Misiorek, Adam. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:10:y:2006:i:3:n:2. Full description at Econpapers || Download paper | 21 |
10 | 2008 | Non-Linear Models: Where Do We Go Next - Time Varying Parameter Models?. (2008). Granger, Clive ; Clive W. J. Granger, . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:12:y:2008:i:3:n:1. Full description at Econpapers || Download paper | 21 |
11 | 2004 | The Long Memory of the Efficient Market. (2004). Farmer, J. ; Lillo, Fabrizio. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:8:y:2004:i:3:n:1. Full description at Econpapers || Download paper | 19 |
12 | 2016 | Grain prices, oil prices, and multiple smooth breaks in a VAR. (2016). Enders, Walter ; Walter, Enders ; Paul, Jones . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:20:y:2016:i:4:p:399-419:n:3. Full description at Econpapers || Download paper | 17 |
13 | 2000 | A Graphical Investigation of the Size and Power of the Granger-Causality Tests in Integrated-Cointegrated VAR Systems. (2000). Mantalos, Panagiotis. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:4:y:2000:i:1:n:2. Full description at Econpapers || Download paper | 16 |
14 | 2008 | A Powerful Test for Linearity When the Order of Integration is Unknown. (2008). Leybourne, Stephen ; Harvey, David ; Xiao, Bin . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:12:y:2008:i:3:n:2. Full description at Econpapers || Download paper | 16 |
15 | 2006 | Directional Congestion and Regime Switching in a Long Memory Model for Electricity Prices. (2006). Nielsen, Morten ; Haldrup, Niels ; Morten Ã. Nielsen, . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:10:y:2006:i:3:n:1. Full description at Econpapers || Download paper | 12 |
16 | 1998 | The Decomposition of Economic Relationships by Time Scale Using Wavelets: Expenditure and Income. (1998). Lampart, Camille ; Ramsey, James B.. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:3:y:1998:i:1:n:2. Full description at Econpapers || Download paper | 12 |
17 | 2015 | Endogenous technical change, employment and distribution in the Goodwin model of the growth cycle. (2015). zamparelli, luca ; Tavani, Daniele ; Daniele, Tavani . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:19:y:2015:i:2:p:209-216:n:5. Full description at Econpapers || Download paper | 12 |
18 | 2006 | Risk Premia in Electricity Forward Prices. (2006). Lawford, Steve ; Diko, Pavel ; Limpens, Valerie . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:10:y:2006:i:3:n:7. Full description at Econpapers || Download paper | 12 |
19 | 2014 | Nonlinearity, heterogeneity and unobserved effects in the carbon dioxide emissions-economic development relation for advanced countries. (2014). Musolesi, Antonio ; Mazzanti, Massimiliano ; Antonio, Musolesi . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:18:y:2014:i:5:p:21:n:3. Full description at Econpapers || Download paper | 11 |
20 | 2008 | Cointegration with Structural Breaks: An Application to the Feldstein-Horioka Puzzle. (2008). Kejriwal, Mohitosh. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:12:y:2008:i:1:n:3. Full description at Econpapers || Download paper | 11 |
21 | 2010 | Fundamental and Behavioural Drivers of Electricity Price Volatility. (2010). Bunn, Derek W. ; Karakatsani, Nektaria V.. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:14:y:2010:i:4:n:4. Full description at Econpapers || Download paper | 10 |
22 | 2018 | Public debt and economic growth conundrum: nonlinearity and inter-temporal relationship. (2018). Tica, Josip ; Sonora, Robert ; Lee, Junsoo ; ArÃÂabiÃâ¡, Vladimir ; Junsoo, Lee ; Josip, Tica. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:22:y:2018:i:1:p:20:n:8. Full description at Econpapers || Download paper | 10 |
23 | 2011 | International Output Convergence, Breaks, and Asymmetric Adjustment. (2011). Leon-Ledesma, Miguel ; Christopoulos, Dimitris. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:15:y:2011:i:3:n:4. Full description at Econpapers || Download paper | 10 |
24 | 1997 | Inference in TAR Models. (1997). Hansen, Bruce. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:2:y:1997:i:1:n:1. Full description at Econpapers || Download paper | 10 |
25 | 2016 | Testing for long memory in the presence of non-linear deterministic trends with Chebyshev polynomials. (2016). Gil-Alana, Luis ; Cuestas, Juan. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:20:y:2016:i:1:p:57-74:n:2. Full description at Econpapers || Download paper | 10 |
26 | 2018 | Causal relationships between economic policy uncertainty and housing market returns in China and India: evidence from linear and nonlinear panel and time series models. (2018). GUPTA, RANGAN ; Wing-Keung, Wong ; Rangan, Gupta ; Juncal, Cunado ; Sheung-Chi, Chow. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:22:y:2018:i:2:p:15:n:2. Full description at Econpapers || Download paper | 9 |
27 | 2003 | Credit Market Imperfections and Business Cycle Dynamics: A Nonlinear Approach. (2003). Atanasova, Christina . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:7:y:2003:i:4:n:5. Full description at Econpapers || Download paper | 9 |
28 | 2016 | Oil-price density forecasts of US GDP. (2016). Ravazzolo, Francesco ; Francesco, Ravazzolo ; Philip, Rothman . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:20:y:2016:i:4:p:441-453:n:7. Full description at Econpapers || Download paper | 8 |
29 | 2006 | Interest Rate Setting and Inflation Targeting: Evidence of a Nonlinear Taylor Rule for the United Kingdom. (2006). Taylor, Mark ; Davradakis, Emmanuel . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:10:y:2006:i:4:n:1. Full description at Econpapers || Download paper | 8 |
30 | 2005 | Wavelet Transforms and Commodity Prices. (2005). Connor, Jeff ; Rossiter, Rosemary . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:9:y:2005:i:1:n:6. Full description at Econpapers || Download paper | 8 |
31 | 2007 | Detecting Multiple Changes in Persistence. (2007). Taylor, Robert ; Leybourne, Stephen ; Kim, Tae-Hwan ; A. M. Robert Taylor, . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:11:y:2007:i:3:n:2. Full description at Econpapers || Download paper | 7 |
32 | 2017 | RALS-LM unit root test with trend breaks and non-normal errors: application to the Prebisch-Singer hypothesis. (2017). Payne, James ; Lee, Junsoo ; Junsoo, Lee ; Ming, Meng ; James, Payne . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:21:y:2017:i:1:p:31-45:n:6. Full description at Econpapers || Download paper | 7 |
33 | 2003 | The Relationship Between Financial Variables and Real Economic Activity: Evidence From Spectral and Wavelet Analyses. (2003). In, Francis Haeuck ; Kim, Sangbae. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:7:y:2003:i:4:n:4. Full description at Econpapers || Download paper | 7 |
34 | 2001 | Estimating the Fractional Order of Integration of Interest Rates Using a Wavelet OLS Estimator. (2001). Tkacz, Greg. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:5:y:2001:i:1:n:2. Full description at Econpapers || Download paper | 7 |
35 | 2006 | Measuring and Testing Natural Gas and Electricity Markets Volatility: Evidence from Albertas Deregulated Markets. (2006). Shahmoradi, Asghar ; Serletis, Apostolos. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:10:y:2006:i:3:n:10. Full description at Econpapers || Download paper | 7 |
36 | 2014 | Breaks, trends and unit roots in commodity prices: a robust investigation. (2014). Wohar, Mark ; Kejriwal, Mohitosh ; Ghoshray, Atanu ; Atanu, Ghoshray ; Mark, Wohar ; Mohitosh, Kejriwal . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:18:y:2014:i:1:p:23-40:n:5. Full description at Econpapers || Download paper | 7 |
37 | 2018 | Uncertainty in the housing market: evidence from US states. (2018). Fountas, Stilianos ; Maria, Christidou. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:22:y:2018:i:2:p:17:n:3. Full description at Econpapers || Download paper | 7 |
38 | 2014 | Forecast densities for economic aggregates from disaggregate ensembles. (2014). Vahey, Shaun ; Ravazzolo, Francesco ; Francesco, Ravazzolo ; Vahey Shaun P., . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:18:y:2014:i:4:p:15:n:4. Full description at Econpapers || Download paper | 7 |
39 | 2020 | Uncertainty and Forecasts of U.S. Recessions. (2020). Pierdzioch, Christian ; GUPTA, RANGAN ; Christian, Pierdzioch. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:24:y:2020:i:4:p:20:n:1. Full description at Econpapers || Download paper | 7 |
40 | 2019 | Are stock returns an inflation hedge for the UK? Evidence from a wavelet analysis using over three centuries of data. (2019). GUPTA, RANGAN ; Mark, Wohar ; Juncal, Cunado ; Kumar, Tiwari Aviral . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:23:y:2019:i:3:p:17:n:1. Full description at Econpapers || Download paper | 7 |
41 | 2007 | Wavelet Variance Analysis of Output in G-7 Countries. (2007). Gallegati, Marco. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:11:y:2007:i:3:n:6. Full description at Econpapers || Download paper | 7 |
42 | 2004 | Nonlinear Monetary Policy Rules: Some New Evidence for the U.S.. (2004). Ruge-Murcia, Francisco ; Maria-Dolores, Ramón ; Dolado, Juan ; Pedrero, Ramon Maria-Dolores . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:8:y:2004:i:3:n:2. Full description at Econpapers || Download paper | 7 |
43 | 2002 | Asymmetries in Monetary Policy Reaction Function: Evidence for U.S. French and German Central Banks. (2002). Collard, Fabrice ; Bec, Fr̮̩d̮̩rique ; Ben Salem, Melika ; Bensalem, Melika . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:6:y:2002:i:2:n:3. Full description at Econpapers || Download paper | 7 |
44 | 2020 | The nonlinear effects of uncertainty shocks. (2020). Owyang, Michael ; Kliesen, Kevin ; Michael, Owyang ; Kevin, Kliesen ; Laura, Jackson. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:24:y:2020:i:4:p:19:n:6. Full description at Econpapers || Download paper | 6 |
45 | 2012 | Microfounded Animal Spirits in the New Macroeconomic Consensus. (2012). Franke, Reiner. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:16:y:2012:i:4:n:4. Full description at Econpapers || Download paper | 6 |
46 | 2013 | Stochastic volatility model with regime-switching skewness in heavy-tailed errors for exchange rate returns. (2013). Nakajima, Jouchi ; Jouchi, Nakajima . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:17:y:2013:i:5:p:499-520:n:2. Full description at Econpapers || Download paper | 6 |
47 | 2018 | Causal relationships between economic policy uncertainty and housing market returns in China and India: evidence from linear and nonlinear panel and time series models. (2018). Wong, Wing-Keung ; GUPTA, RANGAN ; Wing-Keung, Wong ; Juncal, Cunado ; Sheung-Chi, Chow. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:22:y:2018:i:2:p:15:n:6. Full description at Econpapers || Download paper | 6 |
48 | 2016 | Public debt and macroeconomic activity: a predictive analysis for advanced economies. (2016). Yoldas, Emre ; Emre, Yoldas ; Deniz, Baglan . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:20:y:2016:i:3:p:301-324:n:2. Full description at Econpapers || Download paper | 6 |
49 | 2019 | Flexible HAR model for realized volatility. (2019). Audrino, Francesco ; Ostap, Okhrin ; Chen, Huang ; Francesco, Audrino. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:23:y:2019:i:3:p:22:n:2. Full description at Econpapers || Download paper | 6 |
50 | 2019 | Asymmetric impact of uncertainty in recessions: are emerging countries more vulnerable?. (2019). Pratiti, Chatterjee. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:23:y:2019:i:2:p:27:n:2. Full description at Econpapers || Download paper | 6 |
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2021 | Forecasting Commodity Prices: Looking for a Benchmark. (2021). Rubaszek, MichaÅ ; Kwas, Marek. In: Forecasting. RePEc:gam:jforec:v:3:y:2021:i:2:p:27-459:d:577877. Full description at Econpapers || Download paper | |
2021 | Energy prices forecasting using nonlinear univariate models. (2021). Karolak, Zuzanna. In: Bank i Kredyt. RePEc:nbp:nbpbik:v:52:y:2021:i:6:p:577-598. Full description at Econpapers || Download paper | |
2021 | De-risking of green investments through a green bond market â Empirics and a dynamic model. (2021). Semmler, Willi ; Grass, Dieter ; Braga, Joao Paulo. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:131:y:2021:i:c:s0165188921001366. Full description at Econpapers || Download paper | |
2021 | The causal linkage between inflation and inflation uncertainty under structural breaks: Evidence from Turkey. (2021). ÃÂçler, Gülbahar ; Bulut, Umit ; Apergis, Nicholas ; Ozsahin, Serife. In: Manchester School. RePEc:bla:manchs:v:89:y:2021:i:3:p:259-275. Full description at Econpapers || Download paper | |
2021 | Targeting inflation targeting: the influence of interest groups. (2021). Heckelman, Jac ; Wilson, Bonnie. In: Public Choice. RePEc:kap:pubcho:v:189:y:2021:i:3:d:10.1007_s11127-021-00905-x. Full description at Econpapers || Download paper | |
2021 | The contagious effect of Chinaâs energy policy on stock markets: The case of the solar photovoltaic industry. (2021). Hsiao, Cody Yu-Ling ; Sheng, NI ; Wei, Xinyang ; Ai, Dan. In: Renewable Energy. RePEc:eee:renene:v:164:y:2021:i:c:p:74-86. Full description at Econpapers || Download paper | |
2021 | A joint test of policy contagion with application to the solar sector. (2021). Shao, Chengwu ; Sheng, NI ; Wei, Xinyang ; Hsiao, Cody Yu-Ling. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:141:y:2021:i:c:s1364032121000587. Full description at Econpapers || Download paper | |
2021 | High-Frequency Contagion between Aggregate and Regional Housing Markets of the United States with Financial Assets: Evidence from Multichannel Tests. (2021). GUPTA, RANGAN ; Hassapis, Christis ; Christou, Christina ; Aye, Goodness C. In: Working Papers. RePEc:pre:wpaper:202159. Full description at Econpapers || Download paper | |
2021 | The Impact of Pessimistic Expectations on the Effects of COVID?19?Induced Uncertainty in the Euro Area. (2021). Zullig, Gabriel ; Ravenna, Federico ; Pellegrino, Giovanni. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:4:p:841-869. Full description at Econpapers || Download paper | |
2021 | Forecasting realised volatility: Does the LASSO approach outperform HAR?. (2021). McMillan, David G ; Kambouroudis, Dimos ; Ding, YI. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:74:y:2021:i:c:s1042443121001050. Full description at Econpapers || Download paper | |
2021 | . Full description at Econpapers || Download paper | |
2021 | Testing for exuberance in house prices using data sampled at di?erent frequencies. (2021). Papapanagiotou, Georgios ; Panagiotidis, Theodore ; Otero, Jesus. In: Working Paper series. RePEc:rim:rimwps:21-13. Full description at Econpapers || Download paper | |
2021 | Does the composition of government spending matter for government bond spreads?. (2021). Sawadogo, Pegdewende ; Minea, Alexandru ; Combes, Jean-Louis. In: Post-Print. RePEc:hal:journl:hal-02887274. Full description at Econpapers || Download paper | |
2021 | Evolving United States Stock Market Volatility: The Role of Conventional and Unconventional Monetary Policies. (2021). Plakandaras, Vasilios ; Balcilar, Mehmet ; Ji, Qiang ; Gupta, Rangan. In: Working Papers. RePEc:pre:wpaper:202113. 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 | |
2021 | Uncertainty and Forecastability of Regional Output Growth in the United Kingdom: Evidence from Machine Learning. (2021). Balcilar, Mehmet ; Pierdzioch, Christian ; Gupta, Rangan ; Gabauer, David. In: Working Papers. RePEc:pre:wpaper:202111. Full description at Econpapers || Download paper | |
2021 | Forecasting Oil Price over 150 Years: The Role of Tail Risks. (2021). Salisu, Afees ; Ji, Qiang ; Gupta, Rangan. In: Working Papers. RePEc:pre:wpaper:202120. Full description at Econpapers || Download paper | |
2021 | Sentiment Regimes and Reaction of Stock Markets to Conventional and Unconventional Monetary Policies: Evidence from OECD Countries. (2021). Ji, Qiang ; Gupta, Rangan ; Cepni, Oguzhan. In: Working Papers. RePEc:pre:wpaper:202126. 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 ; Karmakar, Sayar ; Das, Sonali. In: Working Papers. RePEc:pre:wpaper:202133. Full description at Econpapers || Download paper | |
2021 | Employment uncertainty a year after the irruption of the covid-19 pandemic.. (2021). SoriÄ, Petar ; Claveria, Oscar ; Soric, Petar. In: IREA Working Papers. RePEc:ira:wpaper:202112. Full description at Econpapers || Download paper | |
2021 | âEmployment uncertainty a year after the irruption of the covid-19 pandemicâ. (2021). SoriÄ, Petar ; Claveria, Oscar ; Soric, Petar. In: AQR Working Papers. RePEc:aqr:wpaper:202104. Full description at Econpapers || Download paper | |
2021 | The Real Effects of Uncertainty Shocks: New Evidence from Linear and Nonlinear SVAR Models. (2021). Tsasa, Jean-Paul K ; Diwambuena, Josue. In: BEMPS - Bozen Economics & Management Paper Series. RePEc:bzn:wpaper:bemps87. Full description at Econpapers || Download paper | |
2021 | . Full description at Econpapers || Download paper | |
2021 | Capital Market Returns and Inflation Nexus in Croatia: Wavelet Coherence Analysis. (2021). Maja, Bai ; Ivan, Novak ; Mile, Bonjak. In: Business Systems Research. RePEc:bit:bsrysr:v:12:y:2021:i:2:p:253-267:n:18. Full description at Econpapers || Download paper | |
2021 | The miniature two-sector model of optimal growth: The neglected case of a capital-intensive investment-good sector. (2021). Khan, M. ; FUJIO, MINAKO ; Deng, Liuchun ; Lei, Yan. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:186:y:2021:i:c:p:662-671. Full description at Econpapers || Download paper | |
2021 | Eventual periodicity in the two-sector RSL model: equilibrium vis-Ã -vis optimum growth. (2021). Khan, M. ; Fujio, Minako ; Deng, Liuchun. In: Economic Theory. RePEc:spr:joecth:v:72:y:2021:i:2:d:10.1007_s00199-020-01301-0. Full description at Econpapers || Download paper |
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2021 | Adaptive Random Bandwidth for Inference in CAViaR Models. (2021). Hecq, Alain ; Sun, LI. In: Papers. RePEc:arx:papers:2102.01636. Full description at Econpapers || Download paper | |
2021 | Extracting Firms Short-Term Inflation Expectations from the Economy Watchers Survey Using Text Analysis. (2021). Shinohara, Takeshi ; Katsuki, Shinnosuke ; Okuda, Tatsushi ; Yamagata, Hiroaki ; Nakajima, Jouchi. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp21e12. Full description at Econpapers || Download paper | |
2021 | On the effectiveness of the European Central Bankâs conventional and unconventional policies under uncertainty. (2021). Pfarrhofer, Michael ; Stelzer, Anna ; Hauzenberger, Niko. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:191:y:2021:i:c:p:822-845. Full description at Econpapers || Download paper | |
2021 | The impact of macroprudential policies on capital flows in CESEE. (2021). Huber, Florian ; Eller, Markus ; Vashold, Lukas ; Schuberth, Helene ; Hauzenberger, Niko. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:119:y:2021:i:c:s0261560621001467. Full description at Econpapers || Download paper |
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2020 | Increasing Business Uncertainty and Credit Conditions in Times of Low and High Uncertainty: Evidence from Firm-Level Survey Data. (2020). Henzel, Steffen ; Grimme, Christian. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8791. Full description at Econpapers || Download paper | |
2020 | Effect of Rare Disaster Risks on Crude Oil: Evidence from El Nino from Over 140 Years of Data. (2020). Demirer, Riza ; Nel, Jacobus ; Gupta, Rangan ; Pierdzioch, Christian. In: Working Papers. RePEc:pre:wpaper:2020104. Full description at Econpapers || Download paper | |
2020 | Bear, Bull, Sidewalk, and Crash: The Evolution of the US Stock Market Using Over a Century of Daily Data. (2020). GUPTA, RANGAN ; Wang, Shixuan ; Zhang, Yue-Jun. In: Working Papers. RePEc:pre:wpaper:202097. Full description at Econpapers || Download paper | |
2020 | Generalized discrete autoregressive movingââ¬Âaverage models. (2020). Moller, Tobias A ; Weiss, Christian H. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:36:y:2020:i:4:p:641-659. Full description at Econpapers || Download paper |
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2019 | Domestic and Global Uncertainty: A Survey and Some New Results. (2019). Castelnuovo, Efrem. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7900. Full description at Econpapers || Download paper | |
2019 | Forecast Bitcoin Volatility with Least Squares Model Averaging. (2019). Xie, Tian. In: Econometrics. RePEc:gam:jecnmx:v:7:y:2019:i:3:p:40-:d:267321. Full description at Econpapers || Download paper | |
2019 | From financial markets to Bitcoin markets: A fresh look at the contagion effect. (2019). Matkovskyy, Roman ; Jalan, Akanksha. In: Post-Print. RePEc:hal:journl:hal-02131637. Full description at Econpapers || Download paper | |
2019 | Domestic and Global Uncertainty: A Survey and Some New Results. (2019). Castelnuovo, Efrem. In: Melbourne Institute Working Paper Series. RePEc:iae:iaewps:wp2019n13. Full description at Econpapers || Download paper |
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2018 | Some Results on ? 1 Polynomial Trend Filtering. (2018). Du, Ruixue ; Yamada, Hiroshi. In: Econometrics. RePEc:gam:jecnmx:v:6:y:2018:i:3:p:33-:d:157210. Full description at Econpapers || Download paper | |
2018 | Do both demand-following and supply-leading theories hold true in developing countries?. (2018). Wong, Wing-Keung ; Vieito, Joo Paulo ; Chow, Sheung Chi. In: MPRA Paper. RePEc:pra:mprapa:87641. Full description at Econpapers || Download paper | |
2018 | Equity Return Dispersion and Stock Market Volatility: Evidence from Multivariate Linear and Nonlinear Causality Tests. (2018). Wong, Wing-Keung ; GUPTA, RANGAN ; Demirer, Riza ; Lv, Zhihui. In: Working Papers. RePEc:pre:wpaper:201846. Full description at Econpapers || Download paper | |
2018 | Time-Varying Impact of Uncertainty Shocks on the US Housing Market. (2018). GUPTA, RANGAN ; Nyakabawo, Wendy ; Christou, Christina. In: Working Papers. RePEc:pre:wpaper:201870. Full description at Econpapers || Download paper |