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isPartOf:"Jahrbücher für Nationalökonomie und Statistik"
subject:"Zeitreihenanalyse"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"SFB 649 discussion paper"
~subject:"USA"
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Zeitreihenanalyse
USA
Estimation
583
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579
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206
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206
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182
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182
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87
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Härdle, Wolfgang
15
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9
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Jahrbücher für Nationalökonomie und Statistik
Journal of economic dynamics & control
SFB 649 discussion paper
Working paper / National Bureau of Economic Research, Inc.
1,492
Discussion paper series / IZA
432
Discussion paper / Centre for Economic Policy Research
401
Applied economics
337
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NBER Working Paper
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Discussion paper / Tinbergen Institute
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Journal of international money and finance
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The review of financial studies
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Journal of money, credit and banking : JMCB
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Energy economics
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The journal of futures markets
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International journal of forecasting
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International review of economics & finance : IREF
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Discussion paper
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Journal of banking & finance
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Journal of political economy
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The North American journal of economics and finance : a journal of financial economics studies
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American economic journal : a journal of the American Economic Association
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Journal of financial and quantitative analysis : JFQA
74
Journal of macroeconomics
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Journal of monetary economics
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Southern economic journal
65
Kiel working paper
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ECONIS (ZBW)
142
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1
Risks and risk premia in the US Treasury market
Li, Junye
;
Sarno, Lucio
;
Zinna, Gabriele
- In:
Journal of economic dynamics & control
158
(
2024
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014532189
Saved in:
2
Non-linear dimension reduction in factor-augmented vector autoregressions
Klieber, Karin
- In:
Journal of economic dynamics & control
159
(
2024
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014532393
Saved in:
3
Duration structure of unemployment hazards and the trend unemployment rate
Ahn, Hie Joo
- In:
Journal of economic dynamics & control
151
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014478697
Saved in:
4
The Phillips curve at 65 : time for time and frequency
Aguiar-Conraria, Luís
;
Martins, Manuel Mota Freitas
; …
- In:
Journal of economic dynamics & control
151
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014478731
Saved in:
5
Bayesian mixed-frequency quantile vector autoregression : eliciting tail risks of monthly US GDP
Iacopini, Matteo
;
Poon, Aubrey
;
Rossini, Luca
;
Zhu, Dan
- In:
Journal of economic dynamics & control
157
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014495378
Saved in:
6
Fast estimation of a large TVP-VAR model with score-driven volatilities
Zheng, Tingguo
;
Ye, Shiqi
;
Hong, Yongmiao
- In:
Journal of economic dynamics & control
157
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014495380
Saved in:
7
Measuring dynamic pandemic-related policy effects : a time-varying parameter multi-level dynamic factor model approach
Wang, Zongrun
;
Zhou, Ling
;
Mi, Yunlong
;
Shi, Yong
- In:
Journal of economic dynamics & control
139
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013464787
Saved in:
8
A tripolar model of gas price formation in Germany : does the shale revolution in the US matter?
Moenke, Anna
;
Welfe, Aleksander
- In:
Jahrbücher für Nationalökonomie und Statistik
242
(
2022
)
4
,
pp. 501-520
Persistent link: https://www.econbiz.de/10013553425
Saved in:
9
Modeling tail risks of inflation using unobserved component quantile regressions
Pfarrhofer, Michael
- In:
Journal of economic dynamics & control
143
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013543015
Saved in:
10
Consumption and hours in the United States and Europe
Fang, Lei
;
Yang, Fang
- In:
Journal of economic dynamics & control
144
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013543141
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