Estimation of an Asymmetric Stochastic Volatility Model for Asset Returns
Harvey, Andrew C., Shephard, Neil
Published in Journal of business & economic statistics (01.10.1996)
Published in Journal of business & economic statistics (01.10.1996)
Get full text
Journal Article
Trends and cycles in economic time series: A Bayesian approach
Harvey, Andrew C., Trimbur, Thomas M., Van Dijk, Herman K.
Published in Journal of econometrics (01.10.2007)
Published in Journal of econometrics (01.10.2007)
Get full text
Journal Article
Growth, cycles and convergence in US regional time series
Carvalho, Vasco M., Harvey, Andrew C.
Published in International journal of forecasting (01.10.2005)
Published in International journal of forecasting (01.10.2005)
Get full text
Journal Article
Convergence in the trends and cycles of Euro-zone income
Carvalho, Vasco M., Harvey, Andrew C.
Published in Journal of applied econometrics (Chichester, England) (2005)
Published in Journal of applied econometrics (Chichester, England) (2005)
Get full text
Journal Article
TRACKING THE MUTANT: FORECASTING AND NOWCASTING COVID-19 IN THE UK IN 2021
Harvey, Andrew, Kattuman, Paul, Thamotheram, Craig
Published in National Institute economic review (01.01.2021)
Published in National Institute economic review (01.01.2021)
Get full text
Journal Article
Robust time series models with trend and seasonal components
Caivano, Michele, Harvey, Andrew, Luati, Alessandra
Published in SERIEs : journal of the Spanish Economic Association (01.03.2016)
Published in SERIEs : journal of the Spanish Economic Association (01.03.2016)
Get full text
Journal Article