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Search: subject:"state-space model"
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State space model
37
Zustandsraummodell
36
Estimation
18
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Time series analysis
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state-space model
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Tiwari, Aviral Kumar
5
Abakah, Emmanuel Joel Aikins
2
Aiube, Fernando Antônio Lucena
1
Ajevskis, Viktors
1
Albulescu, Claudiu Tiberiu
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Alfano, Simon
1
Alhothuali, Mohammad S.
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1
Awaworyi Churchill, Sefa
1
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1
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1
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1
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1
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1
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Applied economics
Discussion paper / Tinbergen Institute
94
Economic modelling
82
Economics letters
55
Computational economics
54
Journal of econometrics
54
Energy economics
52
International journal of forecasting
52
Journal of forecasting
46
Journal of economic dynamics & control
41
Finance research letters
40
CAMA working paper series
37
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
35
Working paper / Department of Econometrics and Business Statistics, Monash University
35
The North American journal of economics and finance : a journal of financial economics studies
34
Applied economics letters
33
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
32
International review of economics & finance : IREF
31
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
31
Working paper
25
International review of financial analysis
23
Discussion paper / Centre for Economic Policy Research
22
Econometric reviews
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Journal of applied econometrics
20
Working paper series / European Central Bank
20
Finance and economics discussion series
18
Journal of empirical finance
18
CREATES research paper
17
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
17
CESifo working papers
16
Journal of macroeconomics
16
Bank of Finland research discussion papers
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
15
Journal of risk and financial management : JRFM
15
NBER Working Paper
15
NBER working paper series
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Tinbergen Institute Discussion Paper
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International journal of finance & economics : IJFE
14
ECB Working Paper
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1
The degree of RMB as an international anchor currency and its driving factors : an exchange rate perspective
Chen, Fengxian
;
Hao, Tianruo
- In:
Applied economics
56
(
2024
)
4
,
pp. 462-482
Persistent link: https://www.econbiz.de/10014440083
Saved in:
2
Language sentiment in fundamental and noise trading : evidence from crude oil
Alfano, Simon
;
Feuerriegel, Stefan
;
Neumann, Dirk
- In:
Applied economics
52
(
2020
)
49
,
pp. 5343-5363
Persistent link: https://www.econbiz.de/10012307686
Saved in:
3
National media and investor sentiment dynamics : evidence from China central television using a wavelet approach
Jiang, Yanhui
;
Hong, Yun
- In:
Applied economics
55
(
2023
)
47
,
pp. 5485-5503
Persistent link: https://www.econbiz.de/10014335281
Saved in:
4
Do gulf stock markets share time varying connectedness
Saeed, Tareq
;
Nautiyal, Neeraj
;
Ur Rehman, Mobeen
; …
- In:
Applied economics
55
(
2023
)
48
,
pp. 5700-5718
Persistent link: https://www.econbiz.de/10014335664
Saved in:
5
Integration between emerging market equity and global markets : is it fundamental or noisy? : evidence from wavelet denoised volatility spillover analysis in time and frequency dom...
Jena, Sangram Keshari
;
Tiwari, Aviral Kumar
;
Abakah, …
- In:
Applied economics
55
(
2023
)
12
,
pp. 1312-1327
Persistent link: https://www.econbiz.de/10013554892
Saved in:
6
Tail risk dependence, co-movement and predictability between green bond and green stocks
Tiwari, Aviral Kumar
;
Abakah, Emmanuel Joel Aikins
; …
- In:
Applied economics
55
(
2023
)
2
,
pp. 201-222
Persistent link: https://www.econbiz.de/10013494416
Saved in:
7
Financial development and tourism : a century of evidence from Germany
Awaworyi Churchill, Sefa
;
Cai, Yifei
;
Erdiaw-Kwasie, …
- In:
Applied economics
55
(
2023
)
3
,
pp. 305-318
Persistent link: https://www.econbiz.de/10013494425
Saved in:
8
On the role of domestic and international financial cyclical factors in driving economic growth
Billio, Monica
;
Donadelli, Michael
;
Livieri, G.
; …
- In:
Applied economics
52
(
2020
)
11
,
pp. 1272-1297
Persistent link: https://www.econbiz.de/10012197527
Saved in:
9
Term structure estimation with liquidity-adjusted Affine Nelson Siegel model : a nonlinear state space approach applied to the Indian bond market
Kumar, Sudarshan
;
Virmani, Vineet
- In:
Applied economics
54
(
2022
)
6
,
pp. 648-669
Persistent link: https://www.econbiz.de/10012874236
Saved in:
10
The relationship between the Covid-19 media coverage and the Environmental, Social and Governance leaders equity volatility : a time-frequency wavelet analysis
Umar, Zaghum
;
Gubareva, Mariya
- In:
Applied economics
53
(
2021
)
27
,
pp. 3193-3206
Persistent link: https://www.econbiz.de/10012517082
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