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Showing below up to 50 results in range #1 to #50.

1. Stock price prediction using multi-scale nonlinear ensemble of deep learning and evolutionary weighted support vector regression: Label: en
2. Tail behaviours of multiple-regime threshold AR models with heavy-tailed innovations: Label: en
3. On the nonlinear relationships between shadow economy and the three pillars of sustainable development: new evidence from panel threshold analysis: Label: en
4. What will drive global economic growth in the digital age?: Label: en
5. Panel data models with two threshold variables: Label: en
6. Clean energy consumption and economic growth in China: a time-varying analysis: Label: en
7. On determination of the number of factors in an approximate factor model: Label: en
8. Expected, unexpected, good and bad aggregate uncertainty: Label: en
9. Conservatorship, quantitative easing, and mortgage spreads: a new multi-equation score-driven model of policy actions: Label: en
10. Controlling chaos in New Keynesian macroeconomics: Label: en
11. Unrestricted, restricted, and regularized models for forecasting multivariate volatility: Label: en
12. Augmenting the realized-GARCH: the role of signed-jumps, attenuation-biases and long-memory effects: Label: en
13. Financial crisis spread, economic growth and unemployment: a mathematical model: Label: en
14. Asymmetry in stochastic volatility models with threshold and time-dependent correlation: Label: en
15. Testing for random coefficient autoregressive and stochastic unit root models: Label: en
16. State price density estimation with an application to the recovery theorem: Label: en
17. A Gini estimator for regression with autocorrelated errors: Label: en
18. A threshold model for the spread: Label: en
19. Bidirectional volatility transmission between stocks and bond in East Asia -- the quantile estimates based on wavelets: Label: en
20. Uncertainty and realized jumps in the pound-dollar exchange rate: evidence from over one century of data: Label: en
21. Estimation and forecasting of long memory stochastic volatility models: Label: en
22. Prediction of stock index of two-scale long short-term memory model based on multiscale nonlinear integration: Label: en
23. A family of nonparametric unit root tests for processes driven by infinite variance innovations: Label: en
24. Consumption, aggregate wealth and expected stock returns: a quantile cointegration approach: Label: en
25. Testing for exuberance in house prices using data sampled at different frequencies: Label: en
26. Instability in regime switching models: Label: en
27. A note on change in persistence of U.S. city prices: Label: en
28. Transition from the Taylor rule to the zero lower bound: Label: en
29. Rescaled variance tests for seasonal stationarity: Label: en
30. Time-specific average estimation of dynamic panel regressions: Label: en
31. A mixture autoregressive model based on Gaussian and Student's \(t\)-distributions: Label: en
32. Asymmetries in the monetary policy reaction function: evidence from India: Label: en
33. Forecasting transaction counts with integer-valued GARCH models: Label: en
34. What does Google say about credit developments in Brazil?: Label: en
35. Using transfer entropy to measure information flows between financial markets: Label: en
36. Forecast uncertainty and the Bank of England’s interest rate decisions: Label: en
37. A maximum score test for binary response models: Label: en
38. Determining the number of global and country-specific factors in the euro area: Label: en
39. Estimating C-CAPM and the equity premium over the frequency domain: Label: en
40. Regimes and long memory in realized volatility: Label: en
41. Stochastic volatility model with regime-switching skewness in heavy-tailed errors for exchange rate returns: Label: en
42. Reproducing business cycle features: are nonlinear dynamics a proxy for multivariate information?: Label: en
43. Income taxes and endogenous fluctuations: a generalization: Label: en
44. A value-at-risk analysis of carry trades using skew-GARCH models: Label: en
45. Maximum likelihood estimation of continuous time stochastic volatility models with partially observed GARCH: Label: en
46. Nonlinear and nonparametric modeling approaches for probabilistic forecasting of the US gross national product: Label: en
47. Off-the-record target zones: theory with an application to Hong Kong’s currency board: Label: en
48. Bayesian adaptively updated Hamiltonian Monte Carlo with an application to high-dimensional BEKK GARCH models: Label: en
49. Inventory investment and the business cycle: the usual suspect: Label: en
50. Threshold linkages between volatility and trading volume: evidence from developed and emerging markets: Label: en