| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Combined Nonparametric Test for Seasonal Unit Roots |
0 |
0 |
0 |
46 |
4 |
7 |
12 |
135 |
| A Diffusion Approximation for the Riskless Profit Under Selling of Discrete Time Call Options. Non-identically Distributed Jumps |
0 |
0 |
0 |
32 |
4 |
10 |
17 |
285 |
| A Diffusion Approximation to the Markov Chains Model of the Financial Market and the Expected Riskless Profit Under Selling of Call and Put Options |
0 |
0 |
0 |
444 |
3 |
14 |
17 |
1,680 |
| A Nonparametric Test for Seasonal Unit Roots |
0 |
0 |
0 |
73 |
1 |
1 |
18 |
252 |
| ARCH patterns in cointegrated systems |
0 |
0 |
0 |
7 |
0 |
4 |
8 |
242 |
| Approaches for the Joint Evaluation of Hypothesis Tests: Classical Testing, Bayes Testing, and Joint Confirmation |
0 |
0 |
0 |
143 |
5 |
7 |
11 |
945 |
| Asymmetric Time Aggregation and its Potential Benefits for Forecasting Annual Data |
0 |
0 |
0 |
46 |
0 |
1 |
7 |
146 |
| Cointegrated portfolios and volatility modeling in the cryptocurrency market |
0 |
1 |
1 |
25 |
1 |
5 |
12 |
29 |
| Combining Forecasts Based on Multiple Encompassing Tests in a Macroeconomic Core System |
0 |
0 |
0 |
48 |
0 |
4 |
9 |
161 |
| Decision Bounds for Data-Admissible Seasonal Models |
0 |
0 |
0 |
9 |
1 |
2 |
10 |
214 |
| Decision Maps for Bivariate Time Series with Potential Thrshold Cointegration |
0 |
0 |
0 |
49 |
6 |
10 |
19 |
369 |
| Decisions on Seasonal Unit Roots |
0 |
0 |
0 |
41 |
1 |
1 |
25 |
244 |
| Estimating the Number of Unit Roots. A Multiple Decision Approach |
0 |
0 |
0 |
14 |
1 |
4 |
12 |
194 |
| Forecast Combination Based on Multiple Encompassing Tests in a Macroeconomic DSGE System |
0 |
0 |
0 |
62 |
1 |
7 |
11 |
203 |
| Forecast Combination Based on Multiple Encompassing Tests in a Macroeconomic DSGE-VAR System |
0 |
0 |
0 |
71 |
1 |
4 |
10 |
211 |
| Forecast combinations in a DSGE-VAR lab |
0 |
0 |
0 |
98 |
1 |
5 |
20 |
170 |
| Forecasting Aggregate Demand in West African Economies. The Influence of Immigrant Remittance Flows and of Asymmetric Error Correction |
0 |
0 |
0 |
112 |
1 |
2 |
15 |
565 |
| Forecasting Seasonally Cointegrated Systems: Supply Response in Austrian Agriculture |
0 |
0 |
0 |
63 |
1 |
1 |
16 |
365 |
| Inflation Forecasting in Turbulent Times |
0 |
0 |
2 |
28 |
0 |
3 |
12 |
36 |
| Inflation in the West African Countries. The Impact of Cocoa Prices, Budget Deficits, and Migrant Remittances |
0 |
0 |
0 |
217 |
0 |
4 |
13 |
1,300 |
| Inflation, its Dynamics, and its Possible Causes in Albania |
0 |
0 |
0 |
108 |
3 |
10 |
12 |
760 |
| Modeling National Accounts Sub-Aggregates. An Application of Non-Linear Error Correction |
0 |
0 |
0 |
48 |
1 |
2 |
6 |
309 |
| On Exports and Productivity: A Causal Analysis |
0 |
0 |
1 |
74 |
1 |
2 |
14 |
218 |
| On Mean Reversion in Real Interest Rates: An Application of Threshold Cointegtation |
0 |
0 |
1 |
267 |
1 |
8 |
12 |
954 |
| On Using Predictive-ability Tests in the Selection of Time-series Prediction Models: A Monte Carlo Evaluation |
0 |
0 |
0 |
61 |
1 |
2 |
7 |
87 |
| On the Usefulness of the Diebold-Mariano Test in the Selection of Prediction Models |
0 |
0 |
3 |
173 |
7 |
14 |
43 |
699 |
| On the role of seasonal intercepts in seasonal cointegration |
0 |
0 |
0 |
43 |
1 |
2 |
6 |
224 |
| On the role of seasonal intercepts in seasonal cointegration |
0 |
0 |
0 |
16 |
2 |
2 |
9 |
67 |
| Optimizing Time-series Forecasts for Inflation and Interest Rates Using Simulation and Model Averaging |
0 |
0 |
0 |
157 |
2 |
11 |
21 |
462 |
| Seasonal Cycles in European Agricultural Commodity Prices |
0 |
0 |
0 |
398 |
3 |
3 |
17 |
1,229 |
| Some Evidence on the Relevance of the Chain-reaction Theory in Selected Countries |
0 |
0 |
0 |
51 |
3 |
3 |
12 |
360 |
| Testing common deterministic seasonality |
0 |
0 |
0 |
7 |
1 |
2 |
7 |
44 |
| Testing for Relative Predictive Accuracy: A Critical Viewpoint |
0 |
0 |
0 |
62 |
3 |
9 |
15 |
315 |
| Testing for Stationarity in a Cointegrated System |
0 |
0 |
0 |
88 |
4 |
12 |
18 |
383 |
| Testing for converging deterministic seasonal variation in European industrial production |
0 |
0 |
0 |
3 |
1 |
3 |
11 |
43 |
| Testing for seasonal unit roots in monthly panels of time series |
0 |
0 |
1 |
78 |
2 |
5 |
20 |
178 |
| The Dynamic Interrelations between Unequal Neighbors: An Austro-German Case Study |
0 |
0 |
0 |
1 |
6 |
11 |
17 |
18 |
| The Effects of Dollar/Sterling Exchange Rate Volatility on Futures Markets for Coffee and Cocoa |
0 |
0 |
0 |
196 |
3 |
6 |
17 |
1,425 |
| The Effects of Exchange-Rate Exposures on Equity Asset Markets |
0 |
0 |
0 |
127 |
5 |
8 |
14 |
449 |
| The effects of exchange rate volatility on international trade flows: evidence from panel data analysis and fuzzy approach |
0 |
0 |
0 |
44 |
3 |
6 |
19 |
190 |
| Toward a Theory of Evaluating Predictive Accuracy |
0 |
0 |
0 |
46 |
1 |
2 |
10 |
281 |
| Unit Root in Unemployment - New Evidence from Nonparametric Tests |
0 |
0 |
0 |
2 |
3 |
11 |
14 |
22 |
| Unit Roots, Change, and Decision Bounds |
0 |
0 |
0 |
11 |
0 |
3 |
4 |
145 |
| Unit Roots, Change, and Decision Bounds |
0 |
0 |
0 |
2 |
0 |
1 |
6 |
85 |
| Total Working Papers |
0 |
1 |
9 |
3,691 |
89 |
234 |
605 |
16,693 |
| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A forecasting comparison of some var techniques |
0 |
0 |
0 |
53 |
1 |
4 |
7 |
177 |
| Analysis of Austrian Stocks: Testing for Stability and Randomness |
0 |
0 |
0 |
0 |
1 |
1 |
6 |
366 |
| Analyzing a panel of seasonal time series: Does seasonality in industrial production converge across Europe? |
0 |
0 |
0 |
17 |
1 |
3 |
5 |
73 |
| Asymmetric time aggregation and its potential benefits for forecasting annual data |
0 |
0 |
0 |
4 |
3 |
7 |
12 |
44 |
| Augmented ARCH models for financial time series: stability conditions and empirical evidence |
0 |
0 |
0 |
83 |
2 |
3 |
7 |
317 |
| Castle, Jennifer, Clements, Mike and Hendry, David: Forecasting: an essential introduction |
0 |
0 |
0 |
9 |
0 |
0 |
3 |
31 |
| Cointegration in a Macroeconomic System |
0 |
0 |
1 |
98 |
2 |
4 |
11 |
520 |
| Combining forecasts based on multiple encompassing tests in a macroeconomic core system |
0 |
0 |
0 |
13 |
1 |
3 |
8 |
100 |
| Competing specifications of the gravity equation: a three-way model, bilateral interaction effects, or a dynamic gravity model with time-varying country effects? |
0 |
0 |
2 |
38 |
2 |
2 |
13 |
155 |
| Economic forecasting: editors’ introduction |
0 |
0 |
0 |
0 |
3 |
5 |
11 |
25 |
| Exchange Rate Volatility and its Impact on Industrial Production, Before and After the Introduction of Common Currency in Europe |
0 |
0 |
0 |
151 |
1 |
2 |
10 |
719 |
| Forecast Combinations in a DSGE‐VAR Lab |
0 |
0 |
0 |
8 |
2 |
4 |
12 |
52 |
| Forecasting High-Frequency Financial Data with the ARFIMA-ARCH Model |
0 |
0 |
0 |
0 |
0 |
0 |
4 |
679 |
| Forecasting Seasonally Cointegrated Systems: Supply Response of the Austrian Breeding Sow Herd |
0 |
0 |
0 |
0 |
0 |
3 |
10 |
236 |
| Fractionally Integrated Models with ARCH Errors: With an Application to the Swiss One-Month Euromarket Interest Rate |
0 |
0 |
0 |
41 |
4 |
6 |
14 |
167 |
| Immigrant remittance flows and aggregate demand forecasts in West African economies |
0 |
0 |
0 |
30 |
0 |
2 |
5 |
102 |
| Inflation forecasting in turbulent times |
0 |
0 |
0 |
1 |
4 |
11 |
23 |
32 |
| MODELING MACROECONOMIC SUBAGGREGATES: AN APPLICATION OF NONLINEAR COINTEGRATION |
0 |
0 |
0 |
29 |
1 |
5 |
17 |
146 |
| Modeling nonlinear in Bowman’s paradox: the case of Pakistan |
0 |
0 |
0 |
0 |
1 |
2 |
7 |
10 |
| On Exports and Productivity: A Causal Analysis |
0 |
0 |
1 |
282 |
3 |
6 |
22 |
1,026 |
| On the Role of Seasonal Intercepts in Seasonal Cointegration |
0 |
0 |
0 |
0 |
2 |
4 |
11 |
20 |
| On using predictive-ability tests in the selection of time-series prediction models: A Monte Carlo evaluation |
1 |
1 |
1 |
15 |
4 |
4 |
12 |
62 |
| Optimizing time-series forecasts for inflation and interest rates using simulation and model averaging |
0 |
0 |
1 |
2 |
4 |
7 |
19 |
38 |
| Report of the Editors |
0 |
0 |
0 |
3 |
2 |
4 |
10 |
23 |
| Report of the Editors |
0 |
0 |
0 |
4 |
1 |
2 |
3 |
13 |
| Report of the Editors |
0 |
0 |
0 |
7 |
1 |
1 |
7 |
25 |
| Report of the editors |
0 |
0 |
0 |
18 |
3 |
7 |
8 |
82 |
| Report of the editors |
0 |
0 |
0 |
13 |
1 |
2 |
2 |
25 |
| Seasonal Adjustment and Measuring Persistence in Output |
0 |
0 |
0 |
66 |
0 |
1 |
10 |
254 |
| Seasonal Cointegration in Macroeconomic Systems: Case Studies for Small and Large European Countries |
0 |
0 |
1 |
62 |
0 |
2 |
11 |
199 |
| Seasonal Cointegration, Common Seasonals, and Forecasting Seasonal Series |
0 |
0 |
0 |
0 |
0 |
1 |
13 |
313 |
| Seasonal prediction of European cereal prices: good forecasts using bad models? |
0 |
0 |
0 |
46 |
0 |
1 |
10 |
164 |
| TESTING FOR CYCLICAL NON‐STATIONARITY IN AUTOREGRESSIVE PROCESSES |
0 |
0 |
1 |
1 |
1 |
1 |
7 |
10 |
| THE EFFECTS OF OWNERSHIP CONCENTRATION ON PERFORMANCE OF PAKISTANI LISTED COMPANIES |
0 |
0 |
0 |
5 |
1 |
5 |
13 |
42 |
| Testing for Seasonal Unit Roots in Monthly Panels of Time Series |
0 |
0 |
0 |
0 |
4 |
4 |
12 |
94 |
| The Role of Natural Gas in Mitigating Greenhouse Gas Emissions: The Environmental Kuznets Curve Hypothesis for Major Gas-Producing Countries |
0 |
0 |
1 |
4 |
0 |
3 |
13 |
22 |
| The dynamic interrelations between unequal neighbors: an Austro-German case study |
0 |
0 |
0 |
10 |
3 |
7 |
18 |
93 |
| The effects of exchange rate volatility on international trade flows: evidence from panel data analysis and fuzzy approach |
0 |
0 |
2 |
15 |
1 |
3 |
12 |
90 |
| Total factor productivity, its components and drivers |
0 |
0 |
0 |
9 |
2 |
7 |
18 |
66 |
| Unit root in unemployment - new evidence from nonparametric tests |
0 |
0 |
0 |
31 |
1 |
10 |
12 |
124 |
| Total Journal Articles |
1 |
1 |
11 |
1,168 |
63 |
149 |
428 |
6,736 |
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