Mar 30 2023 Adam J. Check , Ming Chien Lo and Kwok Ping Tsang   Are unit root tests useful for univariate time series forecasts with different orders of integration? A Monte Carlo study   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Jun 23 2019 Sosso Feindouno   Improving the measurement of export instability in the Economic Vulnerability Index: A simple proposal   Abstract  Contact Information  Citation  Full Text  -  Note   Aug 20 2014 Darius Kulikauskas   Nonlinear Taylor rule for the European Central Bank   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Jul 08 2014 Olga Vasyechko and Michel Grun Rehomme   A new smoothing technique for univariate time series: the endpoint problem   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Oct 11 2012 Henri Nyberg , Markku Lanne and Erkka Saarinen   Does noncausality help in forecasting economic time series?   Abstract  Contact Information  Citation  Full Text  -  Note   Feb 27 2012 Ghassen El Montasser and Ahdi Noomen Ajmi   The fractional integrated bi- parameter smooth transition autoregressive model   Abstract  Contact Information  Citation  Full Text  -  Note   Apr 22 2010 Essahbi Essaadi and Mohamed Boutahar   A Measure of Variability in Comovement for Economic Variables: a Time-Varying Coherence Function Approach   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Dec 23 2009 Giorgio Fagiolo , Mauro Napoletano , Marco Piazza and Andrea Roventini   Detrending and the Distributional Properties of U.S. Output Time Series   Abstract  Contact Information  Citation  Full Text  -  Note   Jan 10 2007 Jamel JOUINI and Mohamed BOUTAHAR   wrong estimation of the true number of shifts in structural break models: Theoretical and numerical evidence   Abstract  Contact Information  Citation  Full Text  -  Note   Oct 25 2006 Diego Nocetti and William T. Smith   Why Do Pooled Forecasts Do Better Than Individual Forecasts Ex Post?   Abstract  Contact Information  Citation  Full Text  -  Note   Mar 02 2004 Shunsuke Managi   Unit root cycles in the US unemployment rate   Abstract  Contact Information  Citation  Full Text  -  Note   Dec 12 2003 AHAMADA IBRAHIM   Non stationarity characteristics of the S\&P500 returns:An approach based on the evolutionary spectral density.   Abstract  Contact Information  Citation  Full Text  -  Note   Jul 28 2003 Olivier Darné   Maximum likelihood seasonal cointegration tests for daily data   Abstract  Contact Information  Citation  Full Text  -  Note   May 22 2003 Jesus Crespo Cuaresma   Asymmetric cycles in unobserved components models   Abstract  Contact Information  Citation  Full Text  -  Note   Mar 19 2002 Konstantin Kholodilin   Predicting the Cyclical Phases of the Post-War U.S. Leading and Coincident Indicators   Abstract  Contact Information  Citation  Full Text  -  Note   Jul 26 2001 Claudio Lupi and Patrizia Ordine   Testing for asymmetry in economic time series using bootstrap methods   Abstract  Contact Information  Citation  Full Text  -  Note   Jul 17 2001 Konstantin Kholodilin   Latent Leading and Coincident Factors Model with Markov-Switching Dynamics   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result