Number of items: 9.
Herwartz, H., Rengel, M. and Xu, F.
(2016)
Local trends in price-to-dividend ratios - assessment, predictive value and determinants.
Journal of Money, Credit and Banking, 48 (8).
pp. 1655-1690.
ISSN 1538-4616
doi: https://doi.org/10.1111/jmcb.12370
Cavaliere, G. and Xu, F.
(2014)
Testing for unit roots in bounded time series.
Journal of Econometrics, 178 (2).
pp. 259-272.
ISSN 0304-4076
doi: https://doi.org/10.1016/j.jeconom.2013.08.026
Lütkepohl, H. and Xu, F.
(2012)
The role of the log transformation in forecasting economic variables.
Empirical Economics, 42 (3).
pp. 619-638.
ISSN 1435-8921
doi: https://doi.org/10.1007/s00181-010-0440-1
Luetkepohl, H. and Xu, F.
(2011)
Forecasting annual inflation with seasonal monthly data: using levels versus logs of the underlying price index.
Journal of Time Series Econometrics, 3 (1).
pp. 1-21.
ISSN 1941-1928
doi: https://doi.org/10.2202/1941-1928.1094
Herwartz, H. and Xu, F.
(2010)
A functional coefficient model view of the Feldstein–Horioka puzzle.
Journal of International Money and Finance, 29 (1).
pp. 37-54.
ISSN 0261-5606
doi: https://doi.org/10.1016/j.jimonfin.2008.12.001
Herwartz, H. and Xu, F.
(2009)
A new approach to bootstrap inference in functional coefficient models.
Computational Statistics & Data Analysis, 53 (6).
pp. 2155-2167.
ISSN 0167-9473
doi: https://doi.org/10.1016/j.csda.2008.09.014
Herwartz, H. and Xu, F.
(2009)
Panel data model comparison for empirical saving-investment relations.
Applied Economics Letters, 16 (8).
pp. 803-807.
ISSN 1466-4291
doi: https://doi.org/10.1080/13504850701221949
Herwartz, H. and Xu, F.
(2008)
Reviewing the sustainability/stationarity of current account imbalances with tests for bounded integration.
The Manchester School, 76 (3).
pp. 267-278.
ISSN 1467-9957
doi: https://doi.org/10.1111/j.1467-9957.2008.01059.x
Xu, F.
(2005)
Does consumption-wealth ratio signal stock returns? VECM results for Germany.
Economics Bulletin, 3 (30).
pp. 1-13.
ISSN 1545-2921
This list was generated on Thu Nov 21 10:17:13 2024 UTC.