A quantile approach to US GNP-Reference-Cited by-同舟云学术

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A quantile approach to US GNP

Published:2007-11 Issue:6 Volume:24 Page:969-979
ISSN:0264-9993
Container-title:Economic Modelling
language:en
Short-container-title:Economic Modelling

Author:

Cai Yuzhi

Publisher

Elsevier BV

Subject

Economics and Econometrics

Reference18 articles.

1. Do recessions permanently change output?;Beaudry;Journal of Monetary Economics,1993

2. Conditional asymmetries in real GNP: a semi-parametric approach;Brunner;Journal of Business and Economics Statistics,1992

3. Bayesian Inference for Quantile SETAR Time Series Models;Cai,2005

4. Evaluating forecasts from SETAR models of exchange rates;Clements;Journal of International Money and Finance,2001

5. A SETAR model for Canadian GDP: non-linearities and forecast comparisons;Feng;Applied Economics,2003

Cited by 10 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Revisiting the asymmetric dynamic dependence of stock returns: Evidence from a quantile autoregression model;International Review of Financial Analysis;2015-07

2. Combining Forecasts via Simulations;Communications in Statistics - Simulation and Computation;2013-11-12

3. Quantile Double AR Time Series Models for Financial Returns;Journal of Forecasting;2013-05-29

4. Structural damage detection using quantile regression;Journal of Civil Structural Health Monitoring;2012-12-22

5. A new Bayesian approach to quantile autoregressive time series model estimation and forecasting;Journal of Time Series Analysis;2012-05-18

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