6 research outputs found
Comparing in- and out-of-sample approaches to variance decomposition-based estimates of network connectedness an application to the Italian banking system
- Author
- Publication venue
- 'American Institute of Mathematical Sciences (AIMS)'
- Publication date
- 01/01/2018
- Field of study
No full textMeasures of Inflation in India
- Author
- Akcay S.
- Clark TE.
- Dickey DA Fuller WA.
- Elliot BE Rothenberg TJ, Stock JH.
- Ghazali MF Yee OA, Muhammad MZ.
- Granger CW Newbold P.
- Granger CW.
- Granger CW.
- Johansen S Juselius K.
- Johansen S.
- Jones JD.
- Juselius K.
- Koop G Pesaran MH, Potter SM.
- Ng S Perron P.
- Osterwald-Lenum M.
- Pesaran HH Shin Y.
- Phillips PC Perron P.
- Shahbaz M Nasir NM.
- Shahbaz M Wahid AN, Haider A.
- Tiwari AK Shahbaz M.
- Tiwari AK.
- Publication venue
- 'Informatics Publishing Limited'
- Publication date
- Field of study
No full textEconometrics: Models of Regime Changes
- Author
- A Ang
- A Zellner
- AC Harvey
- AE Gelfand
- AJ Filardo
- AJ Filardo
- BE Hansen
- BH Juang
- C Sims
- CJ Kim
- CJ Kim
- CJ Kim
- CJ Kim
- CJ Kim
- CJ Kim
- CJ Kim
- CJ Kim
- CJ Kim
- CJ Kim
- CJ Kim
- CJ Kim
- CK Carter
- CM Turner
- CWJ Granger
- D Dijk van
- DE Rapach
- DE Sichel
- FX Diebold
- FX Diebold
- G Koop
- GC Tiao
- H Tong
- HM Krolzig
- J Albert
- JC Morley
- JD Hamilton
- JD Hamilton
- JD Hamilton
- JD Hamilton
- JD Hamilton
- JD Hamilton
- JD Hamilton
- JD Hamilton
- JD Hamilton
- JH Stock
- JH Stock
- JH Stock
- JH Stock
- JM Durland
- LR Rabiner
- M Chauvet
- M Chauvet
- M Chauvet
- M Chauvet
- M Dueker
- M Evans
- M Forni
- M Forni
- M Forni
- M Guidolin
- M Lo
- M Ravn
- M Tanner
- MH Pesaran
- MM McConnell
- MP Clements
- MT Owyang
- MW Watson
- MW Watson
- N Öcal
- P Beaudry
- PK Clark
- R Garcia
- R Garcia
- R Garcia
- RB Davies
- S Chib
- S Chib
- S Geman
- S Kaufmann
- SM Goldfeld
- SM Potter
- SM Potter
- SR Cosslett
- T Davig
- T Davig
- T Davig
- TC Mills
- Publication venue
- 'Springer Science and Business Media LLC'
- Publication date
- Field of study
No full textChinese financial cycle spillovers to developed countries
- Author
- Ahi K Laidroo L
- Aikman D Haldane AG, Nelson BD
- Alessi L Detken C
- Aloui R Aï
- Antonakakis N Badinger H
- Antonakakis N Breitenlechner M, Scharler J
- Antonakakis N Vergos K
- Bö
- Back J Prokopczuk M, Rudolf M
- Bahmani-Oskooee M Saha S
- Bekaert G Ehrmann M, Fratzscher M, et al.
- Borio C
- Borisova G Megginson WL
- Chiang SM Chen HF, Lin CT
- Christiansen C
- Claessens S Kose MA, Terrones ME
- Degiannakis S Duffy D, Filis G, et al.
- Diebold FX Yilmaz K
- Diebold FX Yilmaz K
- Eickmeier S Gambacorta L, Hofmann B
- Fidrmuc J Korhonen I
- Francq C Zakoı
- Goodhart C Hofmann B
- Kaminska I Roberts-Sklar M
- Ke J Wang LM, Murray L
- Koop G Pesaran MH, Potter SM
- Li L Yin L, Zhou Y
- Li ZH Dong H, Huang ZH, et al.
- Liu Q Tse Y, Zhang L
- Londono JM Zhou H
- Mankiw NG Reis R
- Menden C Proañ
- Mensi W Hammoudeh S, Nguyen DK, et al.
- Pesaran HH Shin Y
- Qamruzzaman M Wei J
- Reboredo JC Rivera-Castro MA, Ugolini A
- Singh P Kumar B, Pandey A
- Stock JH Watson MW
- Wang Y Pan Z, Wu C
- Wei KCJ Liu YJ, Yang CC, et al.
- Wu F Guan Z, Myers RJ
- Zhong J Wang M, Drakeford B, et al.
- Publication venue
- 'American Institute of Mathematical Sciences (AIMS)'
- Publication date
- 01/01/2019
- Field of study
No full textFinancial Forecasting, Sensitive Dependence
- Author
- A Abhyankar
- A Abhyankar
- A Wolf
- AR Gallant
- AW Lo
- B Cheng
- B LeBaron
- BA Bailey
- C Schittenkopf
- CH Hommes
- CM Kuan
- D Nychka
- D Tjostheim
- DA Hsieh
- DA Hsieh
- DB Nelson
- DF McCaffrey
- E Fama
- E Fama
- E Fama
- E Maasoumi
- ES Mayfield
- F Fernándes-RodrÃguez
- FX Diebold
- G Koop
- H White
- J Fan
- J Fan
- J Racine
- JA Scheinkman
- JB Pesin
- JM Poterba
- JP Eckmann
- JP Eckmann
- JY Campbell
- JY Campbell
- M Bask
- M Frank
- M Qi
- M Qi
- M Richardson
- M Shintani
- M Shintani
- M Shintani
- MH Pesaran
- MT Rosenstein
- OB Linton
- P Grassberger
- P Hall
- PF Christoffersen
- Q Yao
- Q Yao
- R Gençay
- R Gençay
- R Gençay
- R Meese
- R Tschernig
- R Valkanov
- R Wolff
- RCL Wolff
- RF Engle
- S Giannerini
- SJ Taylor
- SM Potter
- T Bollerslev
- TB Andersen
- WA Barnett
- WA Barnett
- WA Brock
- WA Brock
- WA Brock
- WD Dechert
- WL Lin
- Y Hong
- YJ Whang
- YW Cheung
- Z Ding
- ZQ Lu
- Publication venue
- 'Springer Science and Business Media LLC'
- Publication date
- Field of study
No full textRisk spillover effects of international crude oil market on China’s major markets
- Author
- Adams Z Glü
- Ahmad W Rais S, Shaik AR
- Algieri B Leccadito A
- An Y Sun M, Gao C, et al.
- An Y Sun M, Gao CX, et al.
- Antonakakis N Kizys R
- Arouri MEH Jouini J, Nguyen DK
- Atems B Kapper D, Lam E
- Balcilar M Hammoudeh S, Toparli E
- Bernardi M Catania L
- Bildirici ME Badu MM
- Bouri E
- Burdekin RCK Siklos PL
- Demirer M Diebold FX, Liu L, et al.
- Diebold FX Yilmaz K
- Dong H Liu Y, Chang JQ
- Du L He Y
- Elyasiani E Gambarelli L, Muzzioli S
- Engle RF Manganelli S
- Ferraty F Quintela-Del-Rí
- Gerlach R Lu ZD, Huang H
- Ghosh S Kanjilal K
- Gillaizeau M Jayasekera R, Maaitah A, et al.
- Gkillas K Katsiampa P
- Gong X Wen F, Xia XH, et al.
- Guo J
- Hamao Y Masulis RW, Ng V
- Hamilton JD
- Hong Y
- Hong Y Liu Y, Wang S
- Irwin SH Sanders DR
- Ji Q Bouri E, Roubaud D, et al.
- Ji Q Liu B, Fan Y
- Kang SH Mciver R, Yoon SM
- Kang W Ratti RA, Yoon KH
- Khalfaoui R Boutahar M, Boubaker H
- Koop G Pesaran MH, Potter SM
- Li X Wei Y
- Li ZH Dong H, Huang ZH, et al.
- Liao GK Li ZH, Du ZQ, et al.
- Luo J Ji Q
- Madaleno M Vieira E
- Mensi W Beljid M, Boubaker A, et al.
- Mensi W Hammoudeh S, Shahzad S, et al.
- Mensi W Hammoudeh S, Shahzad S, et al.
- Pavlova I De Boyrie ME, Parhizgari AM
- Peng C Zhu H, Guo Y, et al.
- Pesaran MH Shin Y
- Ren YH Gu WW
- Righi MB Ceretta PS
- Ruan Q Bao J, Zhang M, et al.
- Shahzad S Mensi W, Hammoudeh S, et al.
- Tang K Xiong W
- Turhan MI Sensoy A, Hacihasanoglu E
- Wang GJ Xie C, Jiang ZQ, et al.
- Wang GJ Xie C, Zhao LF, et al.
- Wen D Wang GJ, Ma C, et al.
- Wen S An H, Huang S, et al.
- Whitea H Kimb TH, Manganelli S
- Xu W Ma F, Chen W, et al.
- Yi SY Xu ZS, Wang GJ
- Zhang C Chen X
- Zhang J
- Zhang YL Wang J
- Zheng X Chen BM
- Publication venue
- 'American Institute of Mathematical Sciences (AIMS)'
- Publication date
- 01/01/2019
- Field of study
No full text
