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institution:"Instituto Valenciano de Investigaciones Económicas"
subject:"Zeitreihenanalyse"
~institution:"Birkbeck College / Department of Economics"
~institution:"University of Chicago / Center for Research in Security Prices"
~subject:"Shock"
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Zeitreihenanalyse
Shock
Theorie
145
Theory
145
Estimation
19
Schätzung
19
USA
16
United States
16
Capital income
13
Großbritannien
13
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14
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1
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Menzly, Lior
2
Payá, Ivan
2
Peel, David
2
Santos, Tano
2
Satchell, Stephen
2
Sola, Martin
2
Timmermann, Allan
2
Ciccarelli, Matteo
1
Davis, Steven J.
1
Goerlich, Francisco J.
1
Henry, S. G. B.
1
Karanassou, Marika
1
Maliar, Lilia
1
Maliar, Serguei
1
Orszag, Jonathan Michael
1
Psaradakis, Zacharias G.
1
Pástor, Ľuboš
1
Ravn, Morten O.
1
Rebucci, Alessandro
1
Snower, Dennis J.
1
Stambaugh, Robert F.
1
Veronesi, Pietro
1
Willen, Paul
1
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Instituto Valenciano de Investigaciones Económicas
Birkbeck College / Department of Economics
University of Chicago / Center for Research in Security Prices
National Bureau of Economic Research
253
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
50
Ekonomiska forskningsinstitutet <Stockholm>
45
European University Institute / Department of Economics
35
Umeå universitet
11
Institut für Weltwirtschaft
10
Econometrisch Instituut <Rotterdam>
8
Internationaler Währungsfonds / Research Department
8
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
7
European University Institute / Department of Law
7
Aarhus Universitet / Afdeling for Nationaløkonomi
6
Centre for Analytical Finance <Århus>
6
Christian-Albrechts-Universität zu Kiel
6
Gottfried Wilhelm Leibniz Universität Hannover
6
International Monetary Fund
6
Umeå Universitet / Institutionen för Nationalekonomi
6
University of Exeter / Department of Economics
6
Centre for Economic Policy Research
5
Centre for Quantitative Economics & Computing
5
Federal Reserve Bank of New York
5
Federal Reserve Bank of St. Louis
5
Federal Reserve System / Board of Governors
5
London School of Economics and Political Science
5
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
5
Rutgers University / Department of Economics
5
University of Strathclyde / Department of Economics
5
Australian National University / Faculty of Economics and Commerce
4
Columbia University / Department of Economics
4
Escola de Pós-Graduação em Economia <Rio de Janeiro>
4
Federal Reserve Bank of San Francisco
4
Federal Reserve System / Division of Research and Statistics
4
Institut für Höhere Studien
4
Leibniz-Institut für Wirtschaftsforschung Halle
4
Springer Fachmedien Wiesbaden
4
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
4
University of Cambridge / Department of Applied Economics
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Discussion papers in economics
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Working paper series / Center for Research in Security Prices
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Working papers / Serie AD / Instituto Valenciano de Investigaciones Económicas
4
Discussion paper in financial economics : FE
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ECONIS (ZBW)
15
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1
Nonlinear PPP under the gold standard
Payá, Ivan
(
contributor
);
Peel, David
(
contributor
)
-
2004
-
[Elektronische Ressource], 1. ed.
Persistent link: https://www.econbiz.de/10002203895
Saved in:
2
Temporal aggregation of an ESTAR process : some implications for purchasing power parity adjustment
Payá, Ivan
(
contributor
);
Peel, David
(
contributor
)
-
2004
-
[Elektronische Ressource], 1. ed.
Persistent link: https://www.econbiz.de/10002203942
Saved in:
3
Measuring contagion with a bayesian time-varying coefficient model
Ciccarelli, Matteo
(
contributor
); …
-
2003
-
[Elektronische Ressource],
Persistent link: https://www.econbiz.de/10001919416
Saved in:
4
Indivisible labor, lotteries and idiosyncratic productivity shocks
Maliar, Lilia
(
contributor
);
Maliar, Serguei
(
contributor
)
-
2003
-
[Elektronische Ressource], 1. ed.
Persistent link: https://www.econbiz.de/10002198539
Saved in:
5
The time series of the cross section of asset price
Menzly, Lior
(
contributor
);
Santos, Tano
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001698033
Saved in:
6
Habit formation and the cross section of stock returns
Menzly, Lior
(
contributor
);
Santos, Tano
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001636417
Saved in:
7
The equity premium and structural breaks
Pástor, Ľuboš
(
contributor
); …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001524833
Saved in:
8
Occupation-level income shocks and asset returns : their covariance and implications for portfolio choice
Davis, Steven J.
(
contributor
);
Willen, Paul
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001524898
Saved in:
9
Adjustment dynamics and the natural rate : an account of UK unemployment
Henry, S. G. B.
;
Karanassou, Marika
;
Snower, Dennis J.
-
1998
Persistent link: https://www.econbiz.de/10001376882
Saved in:
10
On low-frequency filtering and symmetry testing
Psaradakis, Zacharias G.
;
Sola, Martin
-
1997
Persistent link: https://www.econbiz.de/10000956526
Saved in:
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